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ANALYSIS OF FEDERAL FUNDS RATE CHANGES AND VARIANCE PATTERNS

Cyree, Ken B.; Winters, Drew B. - In: Journal of Financial Research 24 (2001) 3, pp. 403-418

Persistent link: https://www.econbiz.de/10010889317

CAN NONLOCAL TRADERS CAPTURE THE LOCAL INFORMATION ADVANTAGE AND PROFIT?

Meshcheryakov, Artem; Winters, Drew B. - In: Journal of Financial Research 42 (2019) 1, pp. 41-69

Persistent link: https://www.econbiz.de/10012093680

BANKING RELATIONSHIPS AND THE EFFECT OF MONITORING ON LOAN PRICING

Blackwell, David W.; Winters, Drew B. - In: Journal of Financial Research 20 (1997) 2, pp. 275-289

Persistent link: https://www.econbiz.de/10010889217

THE RELATION BETWEEN THE FEDERAL FUNDS CASH AND FUTURES MARKETS

Griffiths, Mark D.; Winters, Drew B. - In: Journal of Financial Research 19 (1996) 3, pp. 359-376

Persistent link: https://www.econbiz.de/10010889558

ON THE ROBUSTNESS OF RANGE-BASED VOLATILITY ESTIMATORS

Ozgur (Ozzy) Akay; Griffiths, Mark D.; Winters, Drew B. - In: Journal of Financial Research 33 (2010) 2, pp. 179-199

<heading id="h1" level="1" implicit="yes" format="display">Abstract</heading>We empirically examine Parkinson's range-based volatility estimate in the federal funds market, which is unique because institutional regulations create a predictable pattern in interday volatility. We find that range-based volatility estimates and standard deviations produce the...

Persistent link: https://www.econbiz.de/10008671071