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Three empirical essays on the informational content of financial prices

Bernoth, Kerstin - 2004

Persistent link: https://www.econbiz.de/10002524759

The Euribor futures market : efficiency and the impact of ECB policy announcements

Bernoth, Kerstin; Hagen, Jürgen von - In: International finance 7 (2004) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10002141303

The performance of the Euribor futures market : efficiency and the impact of ECB policy announcements

Bernoth, Kerstin; Hagen, Jürgen von - 2003

Persistent link: https://www.econbiz.de/10001881261

The performance of the Euribor futures market : effficiency and the impact of ECB policy announcements

Bernoth, Kerstin (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001972062

Does federal funds futures rate contain information about the treasury bill rate?

Kishor, N. Kundan; Marfatia, H. A. - In: Applied financial economics 23 (2013) 16/18, pp. 1311-1324

Persistent link: https://www.econbiz.de/10010259457

Fed funds futures variance futures

Filipović, Damir; Trolle, Anders B. - 2015

We develop a novel contract design, the fed funds futures (FFF) variance futures, which reflects the expected realized basis point variance of an underlying FFF rate. The valuation of short-term FFF variance futures is completely model-independent in a general setting that includes the cases...

Persistent link: https://www.econbiz.de/10011293604