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Modelling interest rate dynamics in a corridor with jump processes
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975514
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Near-money premiums, monetary policy, and the integration of money markets : lessons from deregulation
Carlson, Mark; Wheelock, David C. - 2016 - Draft: August 2016
Persistent link: https://www.econbiz.de/10011539791
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Structural factor analysis of interest rate pass through in four large Euro Area economies
Banerjee, Anindya; Bystrov, Victor; Mizen, Paul - 2017
Persistent link: https://www.econbiz.de/10011886367
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Interbank connections, contagion and bank distress in the Great Depression
Calomiris, Charles W.; Jaremski, Matthew; Wheelock, David C. - 2019
Persistent link: https://www.econbiz.de/10011950766
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Trade dynamics in the market for federal funds
Afonso, Gara; Lagos, Ricardo - 2014
Persistent link: https://www.econbiz.de/10010337036
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Search-based models of money and finance : an integrated approach
Trejos, Alberto; Wright, Randall D. - 2014
Persistent link: https://www.econbiz.de/10010337037
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The ECB monetary policy strategy and the money market
Gaspar, Vítor; Pérez-Quirós, Gabriel; Sicilia, Jorge - 2001
Persistent link: https://www.econbiz.de/10001608121
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One-month LIBOR derivatives
Neely, Christopher J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986835
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Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui (contributor) - 2003 - [Elektronische Ressource],rev
Persistent link: https://www.econbiz.de/10001971174
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Federal funds rate prediction
Sarno, Lucio (contributor); Thornton, Daniel L. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188