//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"USA"
~person:"Bliss, Robert R."
~person:"Thornton, Daniel L."
~subject:"Factor analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Staatspapier"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Factor analysis
Government securities
14
Staatspapier
14
United States
12
Interest rate
8
Zins
8
Geldmarkt
5
Money market
5
Yield curve
5
Zinsstruktur
5
Discount rate policy
4
Diskontpolitik
4
Volatility
4
Volatilität
4
Ankündigungseffekt
2
Announcement effect
2
Interest rate derivative
2
Option pricing theory
2
Optionspreistheorie
2
Rational expectations
2
Rationale Erwartung
2
Signalling
2
Theorie
2
Theory
2
Zinsderivat
2
1954-1993
1
1964-1989
1
1970-1995
1
1987-1995
1
Estimation
1
Faktorenanalyse
1
Forecasting model
1
Hedging
1
Offenmarktpolitik
1
Open market operations
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
7
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
12
Author
All
Bliss, Robert R.
Thornton, Daniel L.
Fleming, Michael J.
39
Garbade, Kenneth D.
15
Brandt, Michael W.
13
D'Amico, Stefania
12
Longstaff, Francis A.
12
Dungey, Mardi H.
11
Krishnamurthy, Arvind
11
Lo, Ingrid
9
Sack, Brian
9
Du, Wenxin
8
Durham, J. Benson
8
Jiang, George J.
8
Goldreich, David
7
Keane, Frank M.
7
Kim, Don H.
7
Lustig, Hanno
7
Mizrach, Bruce Marshall
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
Sarno, Lucio
6
Schwarz, Krista
6
Veldkamp, Laura
6
Bali, Turan G.
5
Beber, Alessandro
5
Cebula, Richard J.
5
Diebold, Francis X.
5
Elton, Edwin J.
5
Hess, Dieter
5
Kavajecz, Kenneth A.
5
Li, Canlin
5
McKenzie, Michael D.
5
Nagel, Stefan
5
Scott, Hal S.
5
more ...
less ...
Published in...
All
Research Division working papers
3
Working paper series / Federal Reserve Bank of Atlanta
3
Journal of money, credit and banking : JMCB
2
Discussion paper / Centre for Economic Policy Research
1
Economic review
1
Journal of banking & finance
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
7
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:
8
The stability of interest rate processes
Bliss, Robert R.
;
Smith, David C.
-
1997
Persistent link: https://www.econbiz.de/10000985999
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->