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Price discovery in US money market benchmarks : LIBOR vs. SOFR
Fassas, Athanasios P. - In: Economics letters 204 (2021), pp. 1-3
Persistent link: https://www.econbiz.de/10012607568
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Bond yield uncertainty and the demand for money : a comment
Allen, Stuart D.; Cooke, Shaw - In: Economics letters 10 (1982) 3/4, pp. 321-326
Persistent link: https://www.econbiz.de/10001843303
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Measuring the opportunity cost of holding money : more evidence on the term structure of interest rates
Allen, Stuart D.; Hafer, R. W. - In: Economics letters 16 (1984) 1/2, pp. 105-111
Persistent link: https://www.econbiz.de/10001843391
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Term structure variance bounds and time varying liquidity premia
Amsler, Christine - In: Economics letters 16 (1984) 1/2, pp. 137-144
Persistent link: https://www.econbiz.de/10001826839
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How well do experts predict interbank loan rates and spreads?
Baghestani, Hamid - In: Economics letters 109 (2010) 1, pp. 4-6
Persistent link: https://www.econbiz.de/10008806714
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The SOFR and the Fed’s influence over market interest rates
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Economics letters 209 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013207442
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The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente - In: Economics letters 55 (1997) 1, pp. 115-120
Persistent link: https://www.econbiz.de/10001225271
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Exchange rate returns, "news", and risk premia
Koedijk, Kees; Wolff, Christiaan Cornelis Petrus - In: Economics letters 50 (1996) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
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Unifying Chow's demand for money via the multiple Cox test
Smith, Marlene A. - In: Economics letters 33 (1990) 1, pp. 79-81
Persistent link: https://www.econbiz.de/10001088731
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Choosing among multiple nonlinear non-nested regression models with different dependent variables : an application to money demand
Smith, Marlene A. - In: Economics letters 34 (1990) 2, pp. 147-150
Persistent link: https://www.econbiz.de/10001096987