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Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A. - In: The journal of futures markets 6 (1986) 2, pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
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A primer on the pricing of options on currencies and short-term interest rates
Gemmill, Gordon - 1985
Persistent link: https://www.econbiz.de/10000725841
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Testing the rational expectations model of the term structure of interest rates
Baillie, Richard T.; MacMahon, Patrick C. - 1982
Persistent link: https://www.econbiz.de/10013539688
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Forward rates and the expectations theory of the term structure : test for the Federal Republic of Germany
Klein, William - 1987
Persistent link: https://www.econbiz.de/10000749129
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Preisbestimmende Faktoren bei SFR US-$ Doppelwährungsanleihen
Weisskopf, Dieter R. - 1985
Persistent link: https://www.econbiz.de/10000697087
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Volatility transmission along the money market yield curve
Ayuso, Juan; Haldane, Andrew G.; Restoy, Fernando - 1994
Persistent link: https://www.econbiz.de/10000883633
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An empirical analysis of the pricing of interest rate caps
Jegadeesh, Narasimhan - 1994
Persistent link: https://www.econbiz.de/10000885251
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - 1993 - [2. version]
Persistent link: https://www.econbiz.de/10000885333
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Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O. - 1994
Persistent link: https://www.econbiz.de/10000886335
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The price approach to financial integration : decomposing European money market interest rate differentials
Lemmen, Jan; Eijffinger, Sylvester C. W. - 1994
Persistent link: https://www.econbiz.de/10000888237