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Two factors along the yield curve

Gong, Frank Fangxiong - In: The Manchester School of Economic and Social Studies 65 (1997), pp. 1-31

Persistent link: https://www.econbiz.de/10001236955

A three-factor econometric model of the US term structure

Gong, Frank Fangxiong - 1996

Persistent link: https://www.econbiz.de/10000968893

A three-factor econometric model of the US term structure

Gong, Frank Fangxiong; Remolona, Eli M. - 1997

Persistent link: https://www.econbiz.de/10000982514

Inflation risk in the US yield curve : the usefulness of indexed bonds

Gong, Frank Fangxiong; Remolona, Eli M. - 1996

Persistent link: https://www.econbiz.de/10000982933

Evaluating the costs of increased lending in low and negative growth local housing markets

Gong, Frank Fangxiong - In: Real estate economics : journal of the American Real … 26 (1998) 2, pp. 207-234

Persistent link: https://www.econbiz.de/10001242766

Information flows during the Asian crisis : evidence from closed-end funds

Cohen, Benjamin H.; Remolona, Eli M. - In: Journal of international money and finance 27 (2008) 4, pp. 636-653

Persistent link: https://www.econbiz.de/10003717345

Price discovery in a market under stress : the u.s. treasury market in fall 1998

Furfine, Craig H. (contributor); … - 2005

"We analyze how price discovery in the inter-dealer market for U.S. Treasury securities differs between stressful times and normal periods. Using tick-by-tick data on inter-dealer transactions in the on-the- run two-year, five-year and 10-year Treasury notes, we find that the impact of trades on...

Persistent link: https://www.econbiz.de/10003148617

Price discovery in a market under stress : the US treasury market in fall 1998

Furfine, Craig H. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003182439

Preiseffekte von Rating-Meldungen : Untersuchungen am Markt für Credit Default Swaps

Micu, Marian; Remolona, Eli M.; Wooldridge, Philip D. - In: BIZ-Quartalsbericht (2004), pp. 63-75

Persistent link: https://www.econbiz.de/10002150126

Price discovery in a market under stress : the US treasury market in autumn 1998

Furfine, Craig H.; Remolona, Eli M. - In: Financial market structure and dynamics : proceedings …, (pp. 97-101). 2002

Persistent link: https://www.econbiz.de/10001787206