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Review of quantitative finance and accounting
Euromoney
103
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90
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81
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76
Working paper series / European Central Bank
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Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
71
Economics letters
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
How effective is central bank communication in emerging economies? : an empirical analysis of the Chinese money markets responses to the People's Bank of China's policy communicati...
Su, Shiwei
;
Ahmad, Ahmad Hassan
;
Wood, Justine
- In:
Review of quantitative finance and accounting
54
(
2020
)
4
,
pp. 1195-1219
Persistent link: https://www.econbiz.de/10012233133
Saved in:
3
Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds
Datar, Vinay T.
;
So, Raymond W.
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10003799582
Saved in:
4
Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003492789
Saved in:
5
Multi-market trading in the Eurodollar futures market
Tse, Yiuman
;
Bandyopadhyay, Paramita
- In:
Review of quantitative finance and accounting
26
(
2006
)
3
,
pp. 321-341
Persistent link: https://www.econbiz.de/10003307608
Saved in:
6
Relationship between expected treasury bill and Eurodollar interest rates : a fractional cointegration analysis
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
16
(
2001
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10001748001
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