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Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein; Mahdavi, Mahnaz; Salazar, Brett - In: International journal of theoretical and applied finance 7 (2004) 5, pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
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Benchmark tipping in the global bond market
Kreicher, Lawrence; McCauley, Robert N.; Wooldridge, Philip - 2014
Persistent link: https://www.econbiz.de/10010434409
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The liquidity of automated exchanges : new evidence from German Bund futures
Frino, Alex; McInish, Thomas H.; Toner, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 225-241
Persistent link: https://www.econbiz.de/10001445739
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Price discovery in high and low volatility periods : open outcry versus electronic trading
Martens, Martin - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 243-260
Persistent link: https://www.econbiz.de/10001445743
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Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan - In: Geld- und Wirtschaftspolitik in gesellschaftlicher …, (pp. 255-267). 2004
Persistent link: https://www.econbiz.de/10002412082
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Does institutional change really matter? : Inflation targets, central bank, central bank reform and interest rate policy in the OECD countries
Muscatelli, V. Anton; Tirelli, Patrizio; Trecroci, Carmine - In: The Manchester School 70 (2002) 4, pp. 487-527
Persistent link: https://www.econbiz.de/10001686408
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Interbank interest rates as term structure indicators
Malz, Allan Martin - 1998
Persistent link: https://www.econbiz.de/10001487288
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Does institutional change really matter? : Inflation targets, central bank reform and interest rate policy in the OECD countries
Muscatelli, V. Anton; Tirelli, Patrizio; Trecroci, Carmine - 2000
, especially in the USA and Japan. In contrast with popular wisdom, it is only since the 1990s that policies in these countries …
Persistent link: https://www.econbiz.de/10001477148