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subject:"USA"
~person:"Bliss, Robert R."
~person:"Thornton, Daniel L."
~subject:"Factor analysis"
~subject:"Interest rate derivative"
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Bliss, Robert R.
Thornton, Daniel L.
Fleming, Michael J.
39
Garbade, Kenneth D.
15
Brandt, Michael W.
13
Longstaff, Francis A.
13
D'Amico, Stefania
12
Dungey, Mardi H.
11
Krishnamurthy, Arvind
11
Lo, Ingrid
9
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9
Du, Wenxin
8
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8
Jiang, George J.
8
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7
Keane, Frank M.
7
Kim, Don H.
7
Lustig, Hanno
7
Mizrach, Bruce Marshall
7
Smith, Stanley D.
7
Vega, Clara
7
Wei, Min
7
Benzoni, Luca
6
Boyarchenko, Nina
6
Lucca, David O.
6
Neely, Christopher J.
6
Nguyen, Giang H.
6
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6
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6
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6
Bali, Turan G.
5
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5
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5
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5
Elton, Edwin J.
5
Hess, Dieter
5
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5
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5
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5
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ECONIS (ZBW)
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1
How well does the Fed forecast the treasury's balance at the Fed?
Thornton, Daniel L.
-
2001
Persistent link: https://www.econbiz.de/10001600709
Saved in:
2
The dynamic relationship between the Federal Funds Rate and the treasury bill rate : an empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
-
2000
Persistent link: https://www.econbiz.de/10001580929
Saved in:
3
The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
Saved in:
4
The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation
Sarno, Lucio
-
2002
Persistent link: https://www.econbiz.de/10013423817
Saved in:
5
Lifting the veil of secrecy from monetary policy : evidence from the Fed's early discount rate policy
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
32
(
2000
)
2
,
pp. 155-167
Persistent link: https://www.econbiz.de/10001476814
Saved in:
6
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
Saved in:
7
Lifting the veil of secrecy from monetary policy : evidence from the Fed's early discount rate policy
Thornton, Daniel L.
-
1998
Persistent link: https://www.econbiz.de/10000996997
Saved in:
8
Movements in the term structure of interest rates
Bliss, Robert R.
- In:
Economic review
82
(
1997
)
4
,
pp. 16-33
Persistent link: https://www.econbiz.de/10001234405
Saved in:
9
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
;
Ronn, Ehud I.
-
1997
Persistent link: https://www.econbiz.de/10000975260
Saved in:
10
The stability of interest rate processes
Bliss, Robert R.
;
Smith, David C.
-
1997
Persistent link: https://www.econbiz.de/10000985999
Saved in:
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