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Identifying VARS based on high frequency futures data
Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223
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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg; Zhou, Chunsheng - In: Journal of monetary economics 48 (2001) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10001606056
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[Besprechung von:] Futures markets. [Oxford 1988]
Cornell, Bradford - In: Journal of monetary economics 16 (1985) 1, pp. 133-135
Persistent link: https://www.econbiz.de/10002037170
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Derivatives regulation: implications for central banks
Hentschel, Ludger - In: Journal of monetary economics 40 (1997) 2, pp. 305-346
Persistent link: https://www.econbiz.de/10001337019
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Has the CDS market lowered the cost of corporate debt?
Ashcraft, Adam B.; Santos, João A. C. - In: Journal of monetary economics 56 (2009) 4, pp. 514-523
Persistent link: https://www.econbiz.de/10003850585
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Interest rate derivatives at commercial banks : an empirical investigation
Purnanandam, Amiyatosh - In: Journal of monetary economics 54 (2007) 6, pp. 1769-1808
Persistent link: https://www.econbiz.de/10003556151
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An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac
Lucas, Deborah J.; McDonald, Robert L. - In: Journal of monetary economics 53 (2006) 1, pp. 155-176
Persistent link: https://www.econbiz.de/10003278214
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Volatile hiring : uncertainty in search and matching models
Den Haan, Wouter J.; Freund, Lukas; Rendahl, Pontus - In: Journal of monetary economics 123 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013273636
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Inter-industry wage differentials revisited : wage volatility and the option value of mobility
Neumuller, Seth - In: Journal of monetary economics 76 (2015), pp. 38-54
Persistent link: https://www.econbiz.de/10011569680
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Perfectly competitive innovation
Boldrin, Michele; Levine, David K. - In: Journal of monetary economics 55 (2008) 3, pp. 435-453
Persistent link: https://www.econbiz.de/10003764173