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Daily changes in fed funds futures prices
Hamilton, James D. - 2007
This paper explores the properties of daily changes in the prices for near-term fed funds futures contracts. The paper finds these contracts to be excellent predictors of the fed funds rate, and shows that the claim of a nonzero term premium in the short-horizon contracts is more sensitive to...
Persistent link: https://www.econbiz.de/10003468359
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Daily changes in fed funds futures prices
Hamilton, James D. - In: Journal of money, credit and banking : JMCB 41 (2009) 4, pp. 567-582
Persistent link: https://www.econbiz.de/10003844248
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Clearinghouse loan certificates as interbank loans in the United States, 1860-1913
Hoag, Christopher - In: Financial history review 23 (2016) 3, pp. 303-324
Persistent link: https://www.econbiz.de/10011713205
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United States: New York Clearing House Association, the panic of 1907
Runkel, Corey N. - In: The journal of financial crises 4 (2022) 2, pp. 1322-1350
Persistent link: https://www.econbiz.de/10013448654
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Valuing the futures market clearinghouse's default exposure during the 1987 crash
Bates, David S.; Craine, Roger N. - 1998
Persistent link: https://www.econbiz.de/10000662488
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On the clearing of foreign exchange derivatives
Duffie, Darrell - 2011
-the-counter derivatives, including clearing, trade competition, and minimum collateral requirements. My conclusion is that the arguments that … have been made for such an exemption are not sufficient. I focus mainly on the question of clearing, which figures …
Persistent link: https://www.econbiz.de/10010259911
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Skin in the game : central counterparty risk controls and incentives
Carter, Louise; Garner, Megan - In: The journal of financial market infrastructures 4 (2016) 3, pp. 39-54
Persistent link: https://www.econbiz.de/10011485279
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Valuing the futures-market performance guarantee
Craine, Roger N. - In: Macroeconomic dynamics 1 (1997) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10001630092
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Valuing the futures market performance guarantee
Craine, Roger N. - 1996
Persistent link: https://www.econbiz.de/10001442564