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Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
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The Federal funds market and the overnight Eurodollar market
Lee-Scheller, Young-Sook - In: Journal of banking & finance 27 (2003) 4, pp. 749-771
Persistent link: https://www.econbiz.de/10001745426
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The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai; Lo, Ingrid; Qiao, Rui - In: Journal of banking & finance 133 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
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Trading activity, dealer concentration and foreign exchange market quality
Kaul, Aditya; Sapp, Stephen - In: Journal of banking & finance 33 (2009) 11, pp. 2122-2131
Persistent link: https://www.econbiz.de/10003892251
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How do banks adjust to changing input prices? : a dynamic analysis of U.S. commercial banks before and after the crisis
Spierdijk, Laura; Shaffer, Sherrill; Considine, Timothy … - In: Journal of banking & finance 85 (2017), pp. 1-14
Persistent link: https://www.econbiz.de/10011816845
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The Euro/Dollar exchange rate: Chaotic or non-chaotic?
Federici, Daniela; Gandolfo, Giancarlo - 2011
econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
Persistent link: https://www.econbiz.de/10010274880
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Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
Becker, Ralf; Clements, Adam; White, Scott I. - In: Journal of banking & finance 31 (2007) 8, pp. 2535-2549
Persistent link: https://www.econbiz.de/10003522977
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A note on the importance of overnight information in risk management models
Taylor, Nicholas - In: Journal of banking & finance 31 (2007) 1, pp. 161-180
Persistent link: https://www.econbiz.de/10003403190
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Return generating process and the determinants of term premiums
Elton, Edwin J. - In: Journal of banking & finance 20 (1996) 7, pp. 1251-1269
Persistent link: https://www.econbiz.de/10001204894