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subject:"Money market"
~person:"Ballocchi, Giuseppe"
~person:"Violi, Roberto"
~subject:"Euromarkets"
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Ballocchi, Giuseppe
Violi, Roberto
Cassola, Nuno
11
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9
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7
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6
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Time-to-expiry seasonalities in eurofutures
Ballocchi, Giuseppe
;
Dacorogna, Michel M.
;
Gençay, Ramazan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 227-231
Persistent link: https://www.econbiz.de/10001773148
Saved in:
2
Structure par terme des taux d'intérêt, volatilité et primes de risque : applications au marché de l'Eurolire
Drudi, Francesco
;
Violi, Roberto
- In:
Economie & prévision : EP
(
1999
)
4/5
,
pp. 21-34
Persistent link: https://www.econbiz.de/10001490857
Saved in:
3
The intraday multivariate structure of the Eurofutures markets
Ballocchi, Giuseppe
(
contributor
)
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001505789
Saved in:
4
Decomposing the term structure into risk premia and expectations : evidence from the eurolira rates
Drudi, Francesco
- In:
Monetary policy and interest rates : proceedings of a …
,
(pp. 36-66)
.
1998
Persistent link: https://www.econbiz.de/10001303483
Saved in:
5
Struttura per scadenza, premi per il rischio e tassi attesi : evidenza empirica dal mercato dell'eurolira
Drudi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10013439125
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