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~person:"Fama, Eugene F."
~person:"Kurosaki, Tetsuo"
~person:"Panagiōtidēs, Theodōros"
~subject:"Estimation"
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Search: subject_exact:"Interest rate swap"
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Estimation
Interest rate derivative
7
Schätzung
7
Zinsderivat
7
Forecasting model
5
Prognoseverfahren
5
Yield curve
5
Zinsstruktur
5
Ankündigungseffekt
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Central bank
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Efficient market hypothesis
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Information efficiency
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Market microstructure
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Swap
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Fama, Eugene F.
Kurosaki, Tetsuo
Panagiōtidēs, Theodōros
Hautsch, Nikolaus
15
Hess, Dieter
13
Upper, Christian
10
Werner, Thomas
9
Gerhard, Frank
7
Bernoth, Kerstin
6
Tirelli, Patrizio
6
Trecroci, Carmine
6
Hagen, Jürgen von
5
Herwartz, Helmut
5
Veredas, David
5
Muscatelli, V. Anton
4
Bhar, Ramaprasad
3
Blaskowitz, Oliver
3
Chiarella, Carl
3
Favero, Carlo A.
3
Ieda, Akira
3
Lekkos, Ilias
3
Milas, Costas
3
Ohba, Toshikazu
3
Pohlmeier, Winfried
3
Suhonen, Antti
3
Blaskowitz, Oliver Jim
2
Bühler, Wolfgang
2
Cadenas Santiago, Gonzalo de
2
Fang, Victor
2
Filipović, Damir
2
Fricke, Christoph
2
Kamada, Koichiro
2
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Kariya, Takeaki
2
Larsson, Martin
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Lee, Hangyong
2
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2
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IMES discussion paper series / Englische Ausgabe
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
1
The review of financial studies
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ECONIS (ZBW)
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1
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
Saved in:
2
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
-
2018
Persistent link: https://www.econbiz.de/10013347266
Saved in:
3
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias
;
Milas, Costas
;
Panagiōtidēs, Theodōros
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 601-619
Persistent link: https://www.econbiz.de/10003608157
Saved in:
4
The behavior of interest rates
Fama, Eugene F.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Saved in:
5
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003332090
Saved in:
6
On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003332063
Saved in:
7
The behavior of interest rates
Fama, Eugene F.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001992788
Saved in:
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