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A micro-model of the Federal funds market
Ho, Thomas S. Y. - In: The journal of finance : the journal of the American … 40 (1985) 3, pp. 977-988
Persistent link: https://www.econbiz.de/10001006702
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Transition densities for interest rate and other nonlinear diffusions
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1361-1395
Persistent link: https://www.econbiz.de/10001395770
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Expectations and the Treasury bill federal funds rate spread over recent monetary policy regimes
Simon, David P. - In: The journal of finance : the journal of the American … 45 (1990) 2, pp. 567-577
Persistent link: https://www.econbiz.de/10001089794
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Trading patterns and prices in the interbank foreign exchange market
Bollerslev, Tim - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1421-1443
Persistent link: https://www.econbiz.de/10001152108
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Explorations into factors explaining money market returns
Knez, Peter J. - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1861-1882
Persistent link: https://www.econbiz.de/10001174943
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Repo runs : evidence from the tri-party repo market
Copeland, Adam; Martin, Antoine; Walker, Michael - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2343-2380
Persistent link: https://www.econbiz.de/10010498744
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Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben; Bollerslev, Tim; Das, Ashish - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
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Money demand and foreign exchange risk : the German case, 1972-1976
Akhtar, M. A.; Putnam, Bluford H. - In: The journal of finance : the journal of the American … 35 (1980) 3, pp. 787-794
Persistent link: https://www.econbiz.de/10001824226
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The ratio of currency to demand deposits in the United States
Garcia, Gillian; Pak, Simon - In: The journal of finance : the journal of the American … 34 (1979) 3, pp. 703-715
Persistent link: https://www.econbiz.de/10002397258
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Optimal aggregation of money supply forecasts : Accuracy, profitability and market efficiency
Figlewski, Stephen; Urich, Thomas - In: The journal of finance : the journal of the American … 38 (1983) 3, pp. 695-710
Persistent link: https://www.econbiz.de/10002146839