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isPartOf:"The journal of futures markets"
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The journal of futures markets
The review of financial studies
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78
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ECONIS (ZBW)
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1
Money market disconnect
Ballensiefen, Benedikt
;
Ranaldo, Angelo
;
Winterberg, Hannah
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4158-4189
Persistent link: https://www.econbiz.de/10014392047
Saved in:
2
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
3
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
4
Bank liquidity, interbank markets, and monetary policy
Freixas, Xavier
;
Martin, Antoine
;
Skeie, David
- In:
The review of financial studies
24
(
2011
)
8
,
pp. 2656-2692
Persistent link: https://www.econbiz.de/10009312625
Saved in:
5
Interbank contagion at work : evidence from a natural experiment
Iyer, Rajkamal
;
Peydró, José-Luis
- In:
The review of financial studies
24
(
2011
)
4
,
pp. 1337-1377
Persistent link: https://www.econbiz.de/10008989322
Saved in:
6
Effects of Central Bank intervention on the interbank market during the subprime crisis
Brunetti, Celso
;
Di Filippo, Mario
;
Harris, Jeffrey H.
- In:
The review of financial studies
24
(
2011
)
6
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10009155214
Saved in:
7
Implied deterministic volatility functions : an empirical test for Euribor options
Kuo, I.-doun
;
Wang, Kai-Li
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 319-347
Persistent link: https://www.econbiz.de/10003817589
Saved in:
8
Identifying term structure volatility from the LIBOR-swap curve
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 819-854
Persistent link: https://www.econbiz.de/10003716657
Saved in:
9
The Chinese interbank repo market : an analysis of term premiums
Fan, Longzhen
;
Zhang, Chu
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 153-167
Persistent link: https://www.econbiz.de/10003303875
Saved in:
10
Central bank communications and equity ETFs
Wang, Tao
;
Yang, Jian
;
Wu, Jingtao
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 959-995
Persistent link: https://www.econbiz.de/10003391973
Saved in:
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