Similar Search Results

Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar

Lee, Cheng F.; Shrestha, Keshab; Welch, Robert L. - 2024

Persistent link: https://www.econbiz.de/10015046719

EURIBOR interest rate instruments as indicators of financial market expectations

Glatzer, Ernst; Scheicher, Martin - In: Focus on Austria (2002) 2, pp. 154-177

Persistent link: https://www.econbiz.de/10001924586

Testing for a flexible non-linear link between short-term Eurorates and spreads

Fernandes, Marcelo - In: The European journal of finance 9 (2003) 2, pp. 125-145

Persistent link: https://www.econbiz.de/10001756876

Can forward rates be used to improve interest rate forecasts?

Domínguez, Emilio; Novales, Alfonso - In: Applied financial economics 12 (2002) 7, pp. 493-504

Persistent link: https://www.econbiz.de/10001676728

Interest Rate Transmission and Volatility Transmission along the Yield Curve

Avouyi-Dovi, Sanvi - 2011

In order to analyse the interest rate transmission mechanism, we study daily Euro-rates term structure for the US, Germany, and the UK between 1983 and 1997. We estimate multivariate VECM-GARCH models, which take into account moste of the usual features of financial data (non-stationarity,...

Persistent link: https://www.econbiz.de/10013131874