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type_genre:"Statistik"
~subject:"Europe"
~subject:"Interest rate"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
~type_genre:"Thesis"
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Search: subject_exact:"Euromarkt"
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ECONIS (ZBW)
27
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1
Beyond LIBOR: money markets and the illusion of representativeness
Muchimba, Lilian
;
Stenfors, Alexis
- In:
Journal of economic issues
55
(
2021
)
2
,
pp. 565-573
Persistent link: https://www.econbiz.de/10012584194
Saved in:
2
Dynamic linkages between US and Eurodollar interest rates : new evidence from causality in quantiles
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
Journal of economics and finance : JEF
45
(
2021
)
1
,
pp. 200-210
Persistent link: https://www.econbiz.de/10012416634
Saved in:
3
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
4
A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Blaskowitz, Oliver Jim
-
2009
Persistent link: https://www.econbiz.de/10003934002
Saved in:
5
The euro area stock market channel : does one size fit all?
Sondermann, David
;
Bohl, Martin T.
;
Siklos, Pierre L.
- In:
Finance research letters
6
(
2009
)
4
,
pp. 230-235
Persistent link: https://www.econbiz.de/10003934170
Saved in:
6
Indirect robust estimation of the short-term interest rate process
Czellar, Veronika
;
Karolyi, G. Andrew
;
Ronchetti, Elvezio
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 546-563
Persistent link: https://www.econbiz.de/10003609937
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7
Information transmission between Eurocurrency and domestic interest rates : evidence from the UK
Yang, Jian
- In:
Applied financial economics
16
(
2006
)
9
,
pp. 675-685
Persistent link: https://www.econbiz.de/10003334979
Saved in:
8
Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao
;
Li, Haitao
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
Saved in:
9
Controlling the risk : a case study of the Indian liquidity crisis 1990 - 92
Clark, Ephraim
;
Lakshmi, Geeta
- In:
Journal of international development : the journal of …
15
(
2003
)
3
,
pp. 285-298
Persistent link: https://www.econbiz.de/10001749245
Saved in:
10
The CCAPM meets Euro-interest rate persistence, 1960-2000
Head, Allen Charles
;
Smith, Gregor W.
- In:
Journal of international economics
59
(
2003
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10001754182
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