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person:"Hautsch, Nikolaus"
~isPartOf:"Journal of banking & finance"
~person:"Gallitschke, Janek"
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Interest rate derivative
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Ankündigungseffekt
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Bank liquidity
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Hautsch, Nikolaus
Gallitschke, Janek
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3
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Journal of banking & finance
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
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Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
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2
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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