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Determinants of lending behaviour of Nepalese commercial banks
Bhattarai, Yuga Raj - In: GITAM journal of management : a quarterly publication … 14 (2016) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10011666284
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Predicting short-term interest rates : does Bayesian model averaging provide forecast improvement?
Chua, Chew Lian; Suardi, Sandy; Tsiaplias, Sarantis - 2011
Persistent link: https://www.econbiz.de/10008859049
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Financial uncertainty and the TED spread
Kauke, Kenneth B. - In: CRB commodity year-book (1990), pp. 15-23
Persistent link: https://www.econbiz.de/10001131031
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The hedging performance of the CD futures market
Overdahl, James A. - In: The journal of futures markets 6 (1986) 1, pp. 71-81
Persistent link: https://www.econbiz.de/10001135564
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Restructuring the maturity of regulated deposits with treasury-bill futures
Jacobs, Rodney L. - In: The journal of futures markets 2 (1982) 2, pp. 183-193
Persistent link: https://www.econbiz.de/10001080918
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Tandem T-bill and CD spreads
Kilcollin, Thomas E. - In: The journal of futures markets 2 (1982) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10001080941
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Hedging money market CDs with Treasury-bill futures
Parker, Jack W. - In: The journal of futures markets 1 (1981) 4, pp. 597-606
Persistent link: https://www.econbiz.de/10001081054
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Cross hedging CDs with Treasury bill futures
Senchack, Andrew J. - In: The journal of futures markets 3 (1983) 4, pp. 429-438
Persistent link: https://www.econbiz.de/10001085124
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The pricing relationship of Eurodollar futures and Eurodollar deposit rates
Fung, Hung-gay - In: The journal of futures markets 13 (1993) 2, pp. 115-126
Persistent link: https://www.econbiz.de/10001141892
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Predicting Short-Term Interest Rates : Does Bayesian Model Averaging Provide Forecast Improvement?
Chua, Chew Lian - 2011
This paper examines the forecasting qualities of Bayesian Model Averaging (BMA) over a set of single factor models of short-term interest rates. Using weekly and high frequency data for the one-month Eurodollar rate, BMA produces predictive likelihoods that are considerably better than the...
Persistent link: https://www.econbiz.de/10013128091