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Monetary policy surprises and interest rates : choosing between the inflation-revelation and excess sensitivity hypotheses
Thorbecke, Willem (contributor); Zhang, Hanjiang (contributor) - 2008
Persistent link: https://www.econbiz.de/10003757707
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Monetary policy surprises and interest rates : choosing between the inflation-revelation and excess sensitivity hypotheses
Thorbecke, Willem; Zhang, Hanjiang - In: Southern economic journal 75 (2009) 4, pp. 1114-1122
Persistent link: https://www.econbiz.de/10003863394
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International interest rates and US monetary policy announcements : evidence from Hong Kong and Singapore
Valente, Giorgio - In: Journal of international money and finance 28 (2009) 6, pp. 920-940
Persistent link: https://www.econbiz.de/10003888022
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The effect of Fed monetary policy regimes on the US interest rate swap spreads
Huang, Ying; Chen, Carl R. - In: Review of financial economics : RFE 16 (2007) 4, pp. 375-399
Persistent link: https://www.econbiz.de/10003616474
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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
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Understanding interest rate volatibility
Volker, Desi - 2016 - 1. edition
Persistent link: https://www.econbiz.de/10011526654
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Japanese interest rate swap spreads under different monetary policy regimes
Ito, Takayasu - In: The IUP journal of applied finance : IJAF 16 (2010) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10003920868
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General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim - 2008
Persistent link: https://www.econbiz.de/10003751650
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Interest rates and monetary policy in Japan
Ito, Takayasu - 2005
Persistent link: https://www.econbiz.de/10003137457
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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