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The term structure of interbank risk

Filipović, Damir; Trolle, Anders B. - In: Journal of financial economics 109 (2013) 3, pp. 707-733

Persistent link: https://www.econbiz.de/10010205349

What moves benchmark money market rates? : evidence from the BBSW market

Casavecchia, Lorenzo; Loudon, Geoffrey F.; Wu, Eliza - In: Pacific-Basin finance journal 51 (2018), pp. 137-154

Persistent link: https://www.econbiz.de/10012035138

Interbank interest rates and the risk premium

Pagès, Henri - In: The journal of fixed income 9 (2000) 4, pp. 75-95

Persistent link: https://www.econbiz.de/10001495253

Front-End Term Premiums in Federal Funds Futures Rates and Implied Probabilities of Future Rate Hikes

Tanaka, Hiroatsu; Kim, Don H. - 2020

In this note, we examine empirical evidence on term premiums at the very front end, utilizing federal funds futures data as well as responses to the Desk's sell-side survey (Survey of Primary Dealers, or PD survey) and buy-side survey (Survey of Market Participants), and discuss plausible...

Persistent link: https://www.econbiz.de/10014091565