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ANALYSIS OF FEDERAL FUNDS RATE CHANGES AND VARIANCE PATTERNS

Cyree, Ken B.; Winters, Drew B. - In: Journal of Financial Research 24 (2001) 3, pp. 403-418

Persistent link: https://www.econbiz.de/10010889317

What does PIN identify? Evidence from the T-bill market

Akay, Ozgur; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of Financial Markets 15 (2012) 1, pp. 29-46

The probability of informed trading (PIN) measure has been increasingly used in empirical research in finance. However, there is a growing debate as to whether PIN measures information-based or liquidity-based trading. We contribute to the discussion by estimating PIN using transaction data for...

Persistent link: https://www.econbiz.de/10010869356

An Intraday Examination of the Federal Funds Market: Implications for the Theories of the Reverse-J Pattern

Cyree, Ken B.; Winters, Drew B. - In: The journal of business : B 74 (2001) 4, pp. 535-556

Persistent link: https://www.econbiz.de/10006037862

Analysis of Federal Funds Rate Changes and Variance Patterns

Cyree, Ken B.; Winters, Drew B. - In: The journal of financial research : a publ. of the … 24 (2001) 3, pp. 403-418

Persistent link: https://www.econbiz.de/10006830885

The Effect of Substitute Assets on Yields in Financial Markets

Cyree, Ken B.; Lindley, James T.; Winters, Drew B. - In: Financial management 36 (2007) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10007760945

An empirical examination of the intraday volatility in euro-dollar rates

Cyree, Ken B.; Griffiths, Mark D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 44-57

Persistent link: https://www.econbiz.de/10007651516

Further analysis of the expectations hypothesis using very short-term rates

Brown, Craig R.; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of banking & finance 32 (2008) 4, pp. 600-613

Persistent link: https://www.econbiz.de/10007988545

Further analysis of the expectations hypothesis using very short-term rates

Brown, Craig R.; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of banking & finance 32 (2008) 4, pp. 600-613

Persistent link: https://www.econbiz.de/10007990736

Further analysis of the expectations hypothesis using very short-term rates

Brown, Craig R.; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of banking & finance 32 (2008) 4, pp. 600-614

Persistent link: https://www.econbiz.de/10008879761

Investigating bank lending discrimination in the US using CRA-rated banks' HMDA loan data

Cyree, Ken B.; Winters, Drew B. - In: Public choice 197 (2023) 3/4, pp. 371-395

Persistent link: https://www.econbiz.de/10014458644