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person:"Rochet, Jean-Charles"
~person:"Thornton, Daniel L."
~person:"Winters, Drew B."
~subject:"Derivat"
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Rochet, Jean-Charles
Thornton, Daniel L.
Winters, Drew B.
Gürkaynak, Refet S.
6
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3
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1
One-month LIBOR derivatives
Neely, Christopher J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986835
Saved in:
2
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
3
An industrial organisaiton approach to the too-big-to-fail problem
Rochet, Jean-Charles
- In:
Financial stability review : FSR
14
(
2010
),
pp. 93-100
Persistent link: https://www.econbiz.de/10008647162
Saved in:
4
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
Saved in:
5
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
6
Federal funds rate prediction
Sarno, Lucio
-
2004
Persistent link: https://www.econbiz.de/10013424490
Saved in:
7
Using federal funds futures to predict Federal Reserve actions
Robertson, John C.
- In:
Review / Federal Reserve Bank of St. Louis
79
(
1997
)
6
,
pp. 45-53
Persistent link: https://www.econbiz.de/10001241107
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