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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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Euler equations and money market interest rates : the role of monetary policy and risk premium shocks
Gareis, Johannes; Mayer, Eric - In: Economics letters 120 (2013) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10009760498
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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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Inflation risk premia and risk-adjusted expectations of inflation
Casiraghi, Marco; Miccoli, Marcello - In: Economics letters 175 (2019), pp. 36-39
Persistent link: https://www.econbiz.de/10012121124
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Testing the expectations hypothesis using long-maturity forward rates
Christiansen, Charlotte - In: Economics letters 78 (2003) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10001728162
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The information content of 3-month Sterling futures
Bhundia, Ashok J. - In: Economics letters 61 (1998) 2, pp. 209-214
Persistent link: https://www.econbiz.de/10001252483
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Tax-induced bias in forward rates, term premiums, and the term structure of interest rates
Kim, Seokchin - In: Economics letters 34 (1990) 2, pp. 183-189
Persistent link: https://www.econbiz.de/10001096976
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The term premium, time varying interest rate volatility and central bank policy reaction
Kugler, Peter - In: Economics letters 76 (2002) 3, pp. 311-316
Persistent link: https://www.econbiz.de/10001691844
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Investigating the effects of monetary regime shifts : the case of the Federal Reserve and the shrinking risk premium
Caporale, Barbara; Caporale, Tony - In: Economics letters 80 (2003) 1, pp. 87-91
Persistent link: https://www.econbiz.de/10001764758