Narrow search
Showing 1 - 10 of 168
Cover Image
Clients' connections : measuring the role of private information in decentralized markets
Kondor, Péter; Pintér, Gábor - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 505-544
Persistent link: https://www.econbiz.de/10012796521
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Stressed, not frozen : the federal funds market in the financial crisis
Afonso, Gara; Kovner, Anna; Schoar, Antoinette - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1109-1139
Persistent link: https://www.econbiz.de/10009267709
Cover Image
Strategic asset allocation in money management
Başak, Suleyman; Makarov, Dmitry - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 179-217
Persistent link: https://www.econbiz.de/10010372426