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Econometrics of Yield spreads in the money market : a note
Bhaumik, Sankar Kumar; Coondoo, Dipankor - In: Applied financial economics 13 (2003) 9, pp. 645-653
Persistent link: https://www.econbiz.de/10001776849
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Equal size, equal role? : Interest rate interdependence between the euro area and the United States
Ehrmann, Michael; Fratzscher, Marcel - 2004
Persistent link: https://www.econbiz.de/10002074241
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Equal size, equal role? : Interest rate interdependence between the euro area and the United States
Ehrmann, Michael (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001981673
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The response of term rates to fed announcements
Demiralp, Selva; Jordà, Òscar - In: Journal of money, credit and banking : JMCB 36 (2004) 3,1, pp. 387-405
Persistent link: https://www.econbiz.de/10002144598
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The implied jump risk of LIBOR rates
Lim, Kian-Guan; Ting, Christopher; Warachka, Mitch - In: Journal of banking & finance 29 (2005) 10, pp. 2503-2522
Persistent link: https://www.econbiz.de/10003071024
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Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan - In: Geld- und Wirtschaftspolitik in gesellschaftlicher …, (pp. 255-267). 2004
Persistent link: https://www.econbiz.de/10002412082
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Monetary policy surprises and interest rates : evidence from the Fed funds futures market
Kuttner, Kenneth N. - 2000
Persistent link: https://www.econbiz.de/10001501427
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Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001607156
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The surprise element: jumps in interest rates
Das, Sanjiv R. - In: Journal of econometrics 106 (2002) 1, pp. 27-65
Persistent link: https://www.econbiz.de/10001633688
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The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio; Thornton, Daniel L. - In: Journal of banking & finance 27 (2003) 6, pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811