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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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Financial dollarization : the role of foreign-owned banks and interest rates
Basso, Henrique S.; Calvo-Gonzalez, Oscar; Jurgilas, Marius - In: Journal of banking & finance 35 (2011) 4, pp. 794-806
Persistent link: https://www.econbiz.de/10009244240
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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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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
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Determinants of bank interest margins : impact of maturity transformation
Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - In: Journal of banking & finance 54 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011377747
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Interest rate co-movements, global factors and the long end of the term spread
Byrne, Joseph P.; Fazio, Giorgio; Fiess, Norbert M. - In: Journal of banking & finance 36 (2012) 1, pp. 183-192
Persistent link: https://www.econbiz.de/10009411145
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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
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Libor manipulation?
Abrantes Metz, Rosa Maria Fontes; Kraten, Michael; … - In: Journal of banking & finance 36 (2012) 1, pp. 136-150
Persistent link: https://www.econbiz.de/10009411158
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Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - In: Journal of banking & finance 41 (2014), pp. 109-118
Persistent link: https://www.econbiz.de/10010408487