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Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson - 2003
Persistent link: https://www.econbiz.de/10001770320
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Intermeeting rate cuts as a response to rare disasters
Miller, David S. - 2020
Persistent link: https://www.econbiz.de/10012389445
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Extracting the expected path of monetary policy from futures rates
Sack, Brian - 2002
Persistent link: https://www.econbiz.de/10001732158
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Volatility, money market rates, and the transmission of monetary policy
Carpenter, Seth B.; Demiralp, Selva - 2011
Persistent link: https://www.econbiz.de/10009405696
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Cracking the conundrum
Backus, David; Wright, Jonathan H. - 2007
Persistent link: https://www.econbiz.de/10003828184
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Modeling money market spreads : what do we learn about refinancing risk?
Brousseau, Vincent; Nikolaou, Kleopatra; Pill, Huw - 2014
Persistent link: https://www.econbiz.de/10011408068
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Overnight interbank loan markets
Demiralp, Selva (contributor); Preslopsky, Brian (contributor) - 2004
Persistent link: https://www.econbiz.de/10002200364
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Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001607156
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The Pavlovian response of term rates to Fed announcements
Demiralp, Selva; Jordà, Òscar - 2001
Persistent link: https://www.econbiz.de/10001555471
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A structural measure of the shadow federal funds rate
Jones, Callum; Kulish, Mariano; Morley, James C. - 2021
Persistent link: https://www.econbiz.de/10012704881