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Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
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The asymmetric effect of international swap lines on banks in emerging markets
Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - In: Journal of banking & finance 75 (2017), pp. 215-234
Persistent link: https://www.econbiz.de/10011742162
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
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Does the “Bund” dominate price discovery in Euro bond futures? : examining information shares
Fricke, Christoph; Menkhoff, Lukas - In: Journal of banking & finance 35 (2011) 5, pp. 1057-1072
Persistent link: https://www.econbiz.de/10009245256
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The Federal funds market and the overnight Eurodollar market
Lee-Scheller, Young-Sook - In: Journal of banking & finance 27 (2003) 4, pp. 749-771
Persistent link: https://www.econbiz.de/10001745426
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Pricing deviation, misvaluation comovement, and macroeconomic conditions
Chang, Eric Chieh; Luo, Yan; Ren, Jinjuan - In: Journal of banking & finance 37 (2013) 12, pp. 5285-5299
Persistent link: https://www.econbiz.de/10010343728
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The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai; Lo, Ingrid; Qiao, Rui - In: Journal of banking & finance 133 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
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Negative news and the stock market impact of tone in rating reports
Löffler, Gunter; Norden, Lars; Rieber, Alexander - In: Journal of banking & finance 133 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013256478