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The Euro deposit market in a global perspective
De Jong, Pieter J.; Swanson, Peggy Eubanks - In: Global finance journal 16 (2006) 3, pp. 354-365
Persistent link: https://www.econbiz.de/10003322333
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Die Erwartungstheorie der Zinsstruktur, Geldpolitik und zeitvariable Risikoprämien : eine empirische Analyse des Euro-DM-Geldmarktes
Wasmund, Jörn - 1999
Die umfangreiche empirische Literatur zur Gültigkeit der Erwartungstheorie der Zinsstruktur in den USA hat einen "U-förmigen" Verlauf des Informationsgehalts in längerfristigen Zinsen für zukünftige kurzfristige Zinsen nachgewiesen. Während Änderungen des Tagesgeldzinses in den nächsten...
Persistent link: https://www.econbiz.de/10011401950
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Term structure linkages surrounding the Plaza and Louvre accords : evidence from Euro-rates and long-memory components
Patel, Ajay; Shoesmith, Gary L. - In: Journal of banking & finance 28 (2004) 9, pp. 2051-2075
Persistent link: https://www.econbiz.de/10002153110
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Asset Management von Corporate Bonds und Rating : Analyse und Bewertung von Anleihen
Templin, Hans-Ulrich - In: Kapitalmarktforschung und Bankmanagement : Impulse für …, (pp. 163-194). 2004
Persistent link: https://www.econbiz.de/10003018640
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A daily view of the term structure dynamics : some international evidence
Drakos, Kōnstantinos - In: De economist : Netherlands economic review ; quarterly … 150 (2002) 1, pp. 41-52
Persistent link: https://www.econbiz.de/10001657557
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Interest rate transmission and volatility transmission along the yield curve
Avouyi-Dovi, Sanvi; Jondeau, Eric - 1999
Persistent link: https://www.econbiz.de/10001363705
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Interest Rate Transmission and Volatility Transmission along the Yield Curve
Avouyi-Dovi, Sanvi - 2011
In order to analyse the interest rate transmission mechanism, we study daily Euro-rates term structure for the US, Germany, and the UK between 1983 and 1997. We estimate multivariate VECM-GARCH models, which take into account moste of the usual features of financial data (non-stationarity,...
Persistent link: https://www.econbiz.de/10013131874
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Credit Rankings
Templin, Hans-Ulrich - In: Credit Analyst, (pp. 243 - 257). 2009
Persistent link: https://www.econbiz.de/10014561263
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Money and the natural rate of interest : structural estimates for the UK, the US and the Euro area
Andrés, Javier - 2004
Persistent link: https://www.econbiz.de/10013424396
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Euro-DM
Townsend, Brian D. - 1990
Persistent link: https://www.econbiz.de/10013487774