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isPartOf:"The journal of futures markets"
~isPartOf:"The journal of fixed income"
~subject:"Geldpolitik"
~subject:"Repo-Geschäft"
~subject:"Staatspapier"
~subject:"Zinsderivat"
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Geldpolitik
Repo-Geschäft
Staatspapier
Zinsderivat
Geldmarkt
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Money market
20
Monetary policy
8
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7
United States
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Fan, Longzhen
2
Baba, Naohiko
1
Brooks, Robert
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Burke, John
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Christofi, Andreas C.
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Fehle, Frank
1
Hou, Xin
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Krueger, Joel T.
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The journal of futures markets
The journal of fixed income
Working paper series / European Central Bank
34
Journal of banking & finance
26
Finance and economics discussion series
25
ECB Working Paper
23
Journal of monetary economics
23
Staff reports / Federal Reserve Bank of New York
23
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper
19
Journal of money, credit and banking : JMCB
19
Discussion paper / Centre for Economic Policy Research
17
NBER working paper series
17
Working paper
16
NBER Working Paper
14
Discussion papers / CEPR
13
Journal of macroeconomics
13
Review / Federal Reserve Bank of St. Louis
12
Economics letters
11
Journal of financial economics
11
Economic review
10
FEDS Working Paper
10
IMF working papers
10
Journal of financial intermediation
10
Journal of international money and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working paper series / European Central Bank ; Eurosystem
9
Working papers / Bank for International Settlements
9
Economic modelling
8
FEDS Notes
8
Journal of economic dynamics & control
8
Journal of financial stability
8
Staff working papers / Bank of England
8
The American economic review
8
FRB of New York Staff Report
7
Research paper series / Swiss Finance Institute
7
Staff working paper / Bank of Canada
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Working paper series
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ECONIS (ZBW)
13
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1
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
2
The relative effectiveness of the fed funds futures and the Federal Open Market Committee (FOMC) dot plots in predicting the future federal funds rate
Burke, John
;
Christofi, Andreas C.
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 73-83
Persistent link: https://www.econbiz.de/10012251384
Saved in:
3
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
4
Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
5
The Chinese interbank repo market : an analysis of term premiums
Fan, Longzhen
;
Zhang, Chu
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10003303875
Saved in:
6
Central bank communications and equity ETFs
Wang, Tao
;
Yang, Jian
;
Wu, Jingtao
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 959-995
Persistent link: https://www.econbiz.de/10003391973
Saved in:
7
Extracting the expected path of monetary policy from futures rates
Sack, Brian
- In:
The journal of futures markets
24
(
2004
)
8
,
pp. 733-754
Persistent link: https://www.econbiz.de/10002138807
Saved in:
8
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Saved in:
9
The components of interest rate swap spreads : theory and international evidence
Fehle, Frank
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 347-387
Persistent link: https://www.econbiz.de/10001765135
Saved in:
10
Predicting monetary policy with federal funds futures prices
Söderström, Ulf
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001567708
Saved in:
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