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Managing bank liquidity risk : how deposit-loan synergies vary with market conditions
Gatev, Evan G.; Schuermann, Til; Strahan, Philip E. - 2006
Persistent link: https://www.econbiz.de/10003326239
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Managing bank liquidity risk : how deposit-loan synergies vary with market conditions
Gatev, Evan G. (contributor); Schuermann, Til (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003337380
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Managing bank liquidity risk : how deposit-loan synergies vary with market conditions
Gatev, Evan G.; Schuermann, Til; Strahan, Philip E. - In: The review of financial studies 22 (2009) 3, pp. 995-1020
Persistent link: https://www.econbiz.de/10003827702
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Modeling individual US T-bond prices
Tsuda, Hiroshi; Kariya, Takeaki - 1998
Persistent link: https://www.econbiz.de/10000671331
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Price discovery on traded inflation expectations : does the financial crisis matter?
Schulz, Alexander; Stapf, Jelena - 2009
We analyze contributions of different markets to price discovery on traded inflation expectations and how it changed during the financial crisis. The quicker information is processed on one market and the less one market is disrupted by the financial crisis the more valuable is its information...
Persistent link: https://www.econbiz.de/10003874764
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The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus; Hess, Dieter - In: European finance review : the official journal of the … 6 (2002) 2, pp. 133-161
Persistent link: https://www.econbiz.de/10001707962
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The impact of scheduled news announcements on T-Bond and Bund futures trading
Franke, Günter; Hess, Dieter - In: Institutional arrangements for global economic integration, (pp. 337-366). 2000
Persistent link: https://www.econbiz.de/10001533882
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The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan - In: The journal of futures markets 17 (1997) 8, pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
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An intraweek seasonality in the implied volatilities of T-bond and T-note options
Morse, Joel N. - In: Global finance journal 1 (1990) 4, pp. 303-312
Persistent link: https://www.econbiz.de/10001108479
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Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R. - In: The journal of futures markets 8 (1988) 4, pp. 421-439
Persistent link: https://www.econbiz.de/10001134552