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Is intervention a signal of future monetary policy? : Evidence from the federal funds futures market
Fatum, Rasmus; Hutchison, Michael M. - 1996
Persistent link: https://www.econbiz.de/10000946402
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Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa; Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000963925
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Information in the term structure of commodity-specific interest rates in the Chicago wheat futures market
Kim, Hun - 1990
Persistent link: https://www.econbiz.de/10000842403
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Managed futures in the institutional portfolio
Epstein, Charles B. (ed.) - 1992
Persistent link: https://www.econbiz.de/10000853752
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Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.; Trevor, Robert G. - 1997
Persistent link: https://www.econbiz.de/10000978435
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Derivatives risks, old and new
Figlewski, Stephen - 1998
Persistent link: https://www.econbiz.de/10000981146
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Interest-rate derivatives and bank lending
Brewer, Elijah; Minton, Bernadette A.; Moser, James T. - 1996
Persistent link: https://www.econbiz.de/10000982430
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Corporate hedging in the insurance industry : the use of financial derivatives by US insurers
Cummins, John David; Phillips, Richard D.; Smith, … - 1996
Persistent link: https://www.econbiz.de/10000982667