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Mills, Terence C. - In: Applied economics 19 (1987) 3, pp. 331-346

Persistent link: https://www.econbiz.de/10001047455

Year-end seasonality in one-month LIBOR derivatives

Neely, Christopher J.; Winters, Drew B. - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 47-65

Persistent link: https://www.econbiz.de/10003321083

The Euro deposit market in a global perspective

De Jong, Pieter J.; Swanson, Peggy Eubanks - In: Global finance journal 16 (2006) 3, pp. 354-365

Persistent link: https://www.econbiz.de/10003322333

Determinants of treasury-LIBOR swap spreads

Malhotra, Davinder Kumar; Bhargava, Vivek; Chaudhry, Mukesh - In: Review of Pacific Basin financial markets and policies 8 (2005) 4, pp. 687-705

Persistent link: https://www.econbiz.de/10003280297

Is the volatility of the EONIA transmitted to longer-term euro money market interest rates?

Alonso Sánchez, Francisco (contributor); … - 2005

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Testing the stabilization hypothesis in the UK short-term interest rates : evidence from a GARCH-X model

Staikouras, Sotiris K. - In: The quarterly review of economics and finance : journal … 46 (2006) 2, pp. 169-189

Persistent link: https://www.econbiz.de/10003334661

Financial markets and exchanges law

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Persistent link: https://www.econbiz.de/10003409578

Precautionary hoarding of liquidity and inter-bank markets : evidence from the sub-prime crisis

Acharya, Viral V.; Merrouche, Ouarda - 2010

"We study the liquidity demand of large settlement banks in the UK and its effect on the Sterling Money Markets before and during the sub-prime crisis of 2007-08. Liquidity holdings of large settlement banks experienced on average a 30% increase in the period immediately following 9th August,...

Persistent link: https://www.econbiz.de/10008666981

The effectiveness of unconventional monetary policy : the term auction facility

Thornton, Daniel L. - 2010

Persistent link: https://www.econbiz.de/10008669206

Liquidity risk, credit risk and the overnight interest rate spread : a stochastic volatility modelling approach

Beirne, John; Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

Persistent link: https://www.econbiz.de/10003979875