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Monetary integration and the cost of borrowing
Gómez Puig, Marta - In: Journal of international money and finance 27 (2008) 3, pp. 455-479
Persistent link: https://www.econbiz.de/10003717259
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Econometric modelling of the euro using two-factor continous time dynamic interest rate models
Nowman, Khalid B.; Thapar, Harry - In: Dynamic models and their applications in emerging markets, (pp. 69-76). 2005
Persistent link: https://www.econbiz.de/10003225351
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An investigation into the linkages between euro and sterling swap spreads
Chatterjee, Somnath (contributor) - 2005
Persistent link: https://www.econbiz.de/10002537334
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Transmission of Japanese government bond and swap markets under negative interest rate policy
Ito, Takayasu - In: International journal of economic policy in emerging … 13 (2020) 4, pp. 305-311
Persistent link: https://www.econbiz.de/10012507971
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The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior; Galil, Koresh; Rosenboim, Mosi - In: International review of financial analysis 72 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
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Futures contract rates as monetary policy forecasts
Ferrero, Giuseppe; Nobili, Andrea - 2008
The prices of futures contracts on short-term interest rates are commonly used by central banks to gauge market expectations concerning monetary policy decisions. Excess returns - the difference between futures rates and the realized rates - are positive, on average, and statistically...
Persistent link: https://www.econbiz.de/10003826011
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Fiscal policy events and interest rate swap spreads : evidence from the EU
Afonso, António; Strauch, Rolf - In: Journal of international financial markets, … 17 (2007) 3, pp. 261-276
Persistent link: https://www.econbiz.de/10003499644
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Futures contract rates as monetary policy forecasts
Ferrero, Giuseppe; Nobili, Andrea - In: International journal of central banking : IJCB 5 (2009) 2, pp. 109-145
Persistent link: https://www.econbiz.de/10009521407
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Interest rates after credit crunch : markets and models evolution
Bianchetti, Marco; Carlicchi, Mattia - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 35-48
Persistent link: https://www.econbiz.de/10009629252
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The likelihood of European Monetary Union
Weidmann, Jens - In: Quarterly review / Banca Nazionale del Lavoro, Roma 49 (1996) 199, pp. 405-413
Persistent link: https://www.econbiz.de/10001216326