Similar Search Results - EconBiz

Dealer financial conditions and lender-of-last-resort facilities

Acharya, Viral V.; Fleming, Michael J.; Hrung, Warren B.; … - 2014

We examine the financial conditions of dealers that participated in two of the Federal Reserve's lender-of-last-resort (LOLR) facilities -- the Term Securities Lending Facility (TSLF) and the Primary Dealer Credit Facility (PDCF) -- that provided liquidity against a range of assets during...

Persistent link: https://www.econbiz.de/10010404154

Derivatives and monetary policy

Hausler, Gerd - 1996

Persistent link: https://www.econbiz.de/10000603855

Financial globalisation, derivatives, volatility and the challenge for the policies of central banks

Goodhart, Charles A. E. - 1995

Persistent link: https://www.econbiz.de/10000612642

Implied risk-neutral probability density functions from option prices : theory and application

Bahra, Bhupinder - 1997

Persistent link: https://www.econbiz.de/10000654569

Implied risk-neutral probability density functions from option prices : a central bank perspective

Bahra, Bhupinder - In: Forecasting volatility in the financial markets, (pp. 201-226). 2007

Persistent link: https://www.econbiz.de/10003872919

Market-based measures of monetary policy expectations

Gürkaynak, Refet S. (contributor); Sack, Brian (contributor) - 2006

Persistent link: https://www.econbiz.de/10003416330

Market-based measures of monetary policy expectations

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 201-212

Persistent link: https://www.econbiz.de/10003463638

Essays of monetary policy, growth, and twin crises

Gürkaynak, Refet S. - 2004

Persistent link: https://www.econbiz.de/10003551063

Identifying VARS based on high frequency futures data

Faust, Jon; Swanson, Eric T.; Wright, Jonathan H. - In: Journal of monetary economics 51 (2004) 6, pp. 1107-1131

Persistent link: https://www.econbiz.de/10002222223

General equilibrium pricing of CPI derivatives

Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 29 (2005) 5, pp. 1265-1294

Persistent link: https://www.econbiz.de/10002628958

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