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type_genre:"Statistik"
~subject:"Government securities"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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1
HAC corrections for strongly autocorrelated time series
Müller, Ulrich K.
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 311-340
Persistent link: https://www.econbiz.de/10010488557
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2
Relationship between Treasury bills and Eurodollars : theoretical and empirical analysis
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
28
(
2007
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003492789
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3
Threshold autoregressions for strongly autocorrelated time series
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10001660384
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4
Relationship between expected treasury bill and Eurodollar interest rates : a fractional cointegration analysis
Shrestha, Keshab
;
Welch, Robert L.
- In:
Review of quantitative finance and accounting
16
(
2001
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10001748001
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5
An arbitrage-free model of the yield gap
Spencer, Peter D.
- In:
The Manchester School
67
(
1999
)
Suppl
,
pp. 116-133
Persistent link: https://www.econbiz.de/10001413122
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6
Price discovery in strategically linked markets : the TED spread and its constituents
Chatrath, Arjun
;
Chaudhry, Mukesh
;
Christie-David, Rohan
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 77-87
Persistent link: https://www.econbiz.de/10001432456
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7
The exchange rate crisis of September 1992 and the pricing of Italian financial futures
Cifarelli, Giulio
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 827-849
Persistent link: https://www.econbiz.de/10001249186
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