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subject:"Welt"
~subject:"Europe"
~subject:"Zinsderivat"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
29
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1
Beyond LIBOR: money markets and the illusion of representativeness
Muchimba, Lilian
;
Stenfors, Alexis
- In:
Journal of economic issues
55
(
2021
)
2
,
pp. 565-573
Persistent link: https://www.econbiz.de/10012584194
Saved in:
2
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
3
The euro area stock market channel : does one size fit all?
Sondermann, David
;
Bohl, Martin T.
;
Siklos, Pierre L.
- In:
Finance research letters
6
(
2009
)
4
,
pp. 230-235
Persistent link: https://www.econbiz.de/10003934170
Saved in:
4
Reply to A comment on "A hedging deficiency in eurodollar futures"
Chance, Don M.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 195-201
Persistent link: https://www.econbiz.de/10010190354
Saved in:
5
A comment on "A hedging deficiency in eurodollar futures"
Kawaller, Ira G.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010190355
Saved in:
6
Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao
;
Li, Haitao
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
Saved in:
7
How does the Eurodollar interest rate behave?
DiMatteo, Tiziana
;
Aste, Tomaso
- In:
International journal of theoretical and applied finance
5
(
2002
)
1
,
pp. 107-122
Persistent link: https://www.econbiz.de/10001657433
Saved in:
8
Can forward rates be used to improve interest rate forecasts?
Domínguez, Emilio
;
Novales, Alfonso
- In:
Applied financial economics
12
(
2002
)
7
,
pp. 493-504
Persistent link: https://www.econbiz.de/10001676728
Saved in:
9
Testing the expectations hypothesis in Eurodeposits
Domínguez, Emilio
;
Novales, Alfonso
- In:
Journal of international money and finance
19
(
2000
)
5
,
pp. 713-736
Persistent link: https://www.econbiz.de/10001507012
Saved in:
10
Nonparametric estimation of mean and variance and pricing of securities
Siddique, Akhtar R.
- In:
Revista de análisis económico
15
(
2000
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001537953
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