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Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek; Seifried, Stefanie; Seifried, Frank … - In: Journal of banking & finance 78 (2017), pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
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Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex; Hayes, Joshua - In: Journal of banking & finance 145 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
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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 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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Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela; Puigvert Gutiérrez, Josep Maria - In: Journal of banking & finance 48 (2014), pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
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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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New measures of monetary policy surprises and jumps in interest rates
León Valle, Ángel Manuel; Sebestyén, Szabolcs - In: Journal of banking & finance 36 (2012) 8, pp. 2323-2343
Persistent link: https://www.econbiz.de/10009656259
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Do central banks react to the stock market? : the case of the Bundesbank
Bohl, Martin T.; Siklos, Pierre L.; Werner, Thomas - In: Journal of banking & finance 31 (2007) 3, pp. 719-733
Persistent link: https://www.econbiz.de/10003429766
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Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien; Spieser, Philippe K. - In: Journal of banking & finance 50 (2015), pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
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Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.; Nawalkha, Sanjay K. - In: Journal of banking & finance 36 (2012) 1, pp. 151-163
Persistent link: https://www.econbiz.de/10009411156