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isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Repo-Geschäft"
~subject:"Volatilität"
~subject:"Zinsderivat"
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The journal of futures markets
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1
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:
2
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:
3
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:
4
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:
5
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Saved in:
6
The components of interest rate swap spreads : theory and international evidence
Fehle, Frank
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 347-387
Persistent link: https://www.econbiz.de/10001765135
Saved in:
7
Predicting monetary policy with federal funds futures prices
Söderström, Ulf
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001567708
Saved in:
8
The fed funds futures rate as a predictor of federal reserve policy
Krueger, Joel T.
- In:
The journal of futures markets
16
(
1996
)
8
,
pp. 865-879
Persistent link: https://www.econbiz.de/10001209796
Saved in:
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