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An intraday examination of the Federal funds market : implications for the theories of the reverse-J pattern
Cyree, Ken B.; Winters, Drew B. - In: The journal of business : B 74 (2001) 4, pp. 535-556
Persistent link: https://www.econbiz.de/10001631894
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An empirical examination of the intraday volatility in euro-dollar rates
Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 44-57
Persistent link: https://www.econbiz.de/10001961726
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What is the source of different levels of time-series return volatility? : The intraday u-shaped pattern or time-series persistence
Hughes, Michael P.; Winters, Drew B. - In: Journal of economics and finance 29 (2005) 3, pp. 300-312
Persistent link: https://www.econbiz.de/10003316993
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An empirical examination of intraday volatility in on-the-run US Treasury bills
Hughes, Michael P.; Smith, Stanley D.; Winters, Drew B. - In: Journal of economics & business 59 (2007) 6, pp. 487-499
Persistent link: https://www.econbiz.de/10003615692
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The effect of auctions on daily treasury-bill volatility
Hughes, Michael Pycraft; Smith, Stanley D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 48-60
Persistent link: https://www.econbiz.de/10003683335
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On the robustness of range-based volatility estimators
Akay, Ozgur; Griffiths, Mark D.; Winters, Drew B. - In: The journal of financial research 33 (2010) 2, pp. 179-199
Persistent link: https://www.econbiz.de/10003987994