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ECONIS (ZBW)
458
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351
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351
The Federal funds market and the overnight Eurodollar market
Lee-Scheller, Young-Sook
- In:
Journal of banking & finance
27
(
2003
)
4
,
pp. 749-771
Persistent link: https://www.econbiz.de/10001745426
Saved in:
352
The Canadian treasury bill auction and the term structure of interest rates
Godbout, Lise
;
Storer, Paul A.
;
Zimmermann, Christian
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1165-1179
Persistent link: https://www.econbiz.de/10001670770
Saved in:
353
Arbitrage bounds in markets with noisy prices and the puzzle of negative option prices implicit in bonds
Ioffe, Ioulia D.
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1199-1228
Persistent link: https://www.econbiz.de/10001670772
Saved in:
354
Dispersion measures as immunization risk measures
Balbás de la Corte, Alejandro
;
Ibáñez, Alfredo
; …
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1229-1244
Persistent link: https://www.econbiz.de/10001670773
Saved in:
355
Factor models and the correlation structure of interest rates : some evidence for USD, GBP, DEM and JPY
Lekkos, Ilias
- In:
Journal of banking & finance
25
(
2001
)
8
,
pp. 1427-1445
Persistent link: https://www.econbiz.de/10001594005
Saved in:
356
Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
-
2001
Persistent link: https://www.econbiz.de/10001566888
Saved in:
357
Immunization derived from a polynomial duration vector in the Spanish bond market
Soto, Gloria M.
- In:
Journal of banking & finance
25
(
2001
)
6
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001580656
Saved in:
358
The term structure of credit spreads with jump risk
Zhou, Chunsheng
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10001617906
Saved in:
359
After-tax term structures of real interest rates : inferences from the UK linked and non-linked gilt markets
Aziz, Andrew R.
;
Prisman, Eliezer Zeev
- In:
Journal of banking & finance
24
(
2000
)
9
,
pp. 1433-1455
Persistent link: https://www.econbiz.de/10001501608
Saved in:
360
Determination of the adequate capital for default protection under the one-factor Gaussian term structure model
Nakazato, Daisuke
- In:
Journal of banking & finance
24
(
2000
)
1/2
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001432997
Saved in:
361
Default risk and optimal debt management
Drudi, Francesco
;
Giordano, Raffaela
- In:
Journal of banking & finance
24
(
2000
)
6
,
pp. 861-891
Persistent link: https://www.econbiz.de/10001482821
Saved in:
362
Value at risk models for Dutch bond portfolios
Vlaar, Peter J. G.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1131-1154
Persistent link: https://www.econbiz.de/10001483882
Saved in:
363
Money and interest rates with endogeneously segmented markets
Alvarez Garrido, Fernando
;
Atkeson, Andrew
;
Kehoe, …
-
1999
Persistent link: https://www.econbiz.de/10001378509
Saved in:
364
Maturity structure of public debt and expected bond returns
Park, Chul Woo
- In:
Journal of banking & finance
23
(
1999
)
9
,
pp. 1407-1435
Persistent link: https://www.econbiz.de/10001455965
Saved in:
365
Risk premia and term premia in general equilibrium
Abel, Andrew B.
-
1998
Persistent link: https://www.econbiz.de/10000672845
Saved in:
366
Who should buy long-term bonds?
Campbell, John Y.
;
Viceira, Luis M.
-
1998
Persistent link: https://www.econbiz.de/10000682920
Saved in:
367
Bank behavior based on internal credit ratings of borrowers
Machauer, Achim
- In:
Journal of banking & finance
22
(
1998
)
10
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10001338694
Saved in:
368
Credit spreads in the market for highly leveraged transaction loans
Angbazo, Lazarus A.
- In:
Journal of banking & finance
22
(
1998
)
10
,
pp. 1249-1282
Persistent link: https://www.econbiz.de/10001338698
Saved in:
369
The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A.
- In:
Journal of banking & finance
22
(
1998
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
Saved in:
370
Interest rate targeting and the dynamics of short-term rates
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
; …
-
1997
Persistent link: https://www.econbiz.de/10000620991
Saved in:
371
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
372
"Peso problem" explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
-
1997
Persistent link: https://www.econbiz.de/10000638171
Saved in:
373
The central tendency : a second factor in bond yields
Balduzzi, Pierluigi
;
Das, Sanjiv R.
;
Foresi, Silverio
-
1997
Persistent link: https://www.econbiz.de/10000652226
Saved in:
374
Hedging against interest rate risk : reconsidering volatility-adjusted immunization
Carcano, Nicola
- In:
Journal of banking & finance
21
(
1997
)
2
,
pp. 127-141
Persistent link: https://www.econbiz.de/10001213046
Saved in:
375
High yields : the spread on German interest rates
Favero, Carlo A.
;
Giavazzi, Francesco
;
Spaventa, Luigi
-
1996
Persistent link: https://www.econbiz.de/10000561382
Saved in:
376
Affine models of currency pricing
Backus, David
;
Foresi, Silverio
;
Telmer, Chris I.
-
1996
Persistent link: https://www.econbiz.de/10000593226
Saved in:
377
Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David
;
Foresi, Silverio
;
Zin, Stanley E.
-
1996
Persistent link: https://www.econbiz.de/10000593360
Saved in:
378
Federal reserve private information and the behavior of interest rates
Romer, Christina
;
Romer, David
-
1996
Persistent link: https://www.econbiz.de/10000598152
Saved in:
379
Some lessons from the yield curve
Campbell, John Y.
-
1995
Persistent link: https://www.econbiz.de/10000909031
Saved in:
380
The term structure of interest rates in a pure exchange economy with heterogeneous investors
Wang, Jiang
-
1995
Persistent link: https://www.econbiz.de/10000913705
Saved in:
381
The term structure of interest rates and its role in monetary policy for the European Central Bank
Estrella, Arturo
-
1995
Persistent link: https://www.econbiz.de/10000922502
Saved in:
382
Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H.
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 207-223
Persistent link: https://www.econbiz.de/10001180784
Saved in:
383
Pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 785-802
Persistent link: https://www.econbiz.de/10001185511
Saved in:
384
Tests for tax-clientele and tax-option effects in US treasury bonds
Ehrhardt, Michael C.
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10001187930
Saved in:
385
Liberalized portfolio capital inflows in emerging markets : sterilization, expectations, and the incompleteness of interest rate convergence
Frankel, Jeffrey A.
-
1995
Persistent link: https://www.econbiz.de/10000928605
Saved in:
386
Testing continuous-time models of the spot interest rate
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10013416300
Saved in:
387
Indicator properties of the paper-bill spread : lessons from recent experience
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
-
1994
Persistent link: https://www.econbiz.de/10000147457
Saved in:
388
Reverse engineering the yield curve
Backus, David
-
1994
Persistent link: https://www.econbiz.de/10000886121
Saved in:
389
Monetary policy with flexible exchange rates and forward interest rates as indicators
Svensson, Lars E. O.
-
1994
Persistent link: https://www.econbiz.de/10000886335
Saved in:
390
Fixes : of the forward discount puzzle
Flood, Robert P.
-
1994
Persistent link: https://www.econbiz.de/10000922645
Saved in:
391
Cointegration and the US term structure
Engsted, Tom
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001156036
Saved in:
392
Term structure effects on default risk premia and the relationship of default-risky tax-exempt yields to risk-free taxable yields : a note
Stock, Duane R.
- In:
Journal of banking & finance
18
(
1994
)
6
,
pp. 1185-1203
Persistent link: https://www.econbiz.de/10001173213
Saved in:
393
Cross-sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 997-1025
Persistent link: https://www.econbiz.de/10001174017
Saved in:
394
Estimating and interpreting forward interest rates : Sweden 1992 - 1994
Svensson, Lars E. O.
-
1994
Persistent link: https://www.econbiz.de/10013416690
Saved in:
395
Monetary policy and the term structure of interest rates
McCallum, Bennett T.
-
1994
Persistent link: https://www.econbiz.de/10013416747
Saved in:
396
The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H.
-
1993
Persistent link: https://www.econbiz.de/10000874096
Saved in:
397
A model of target changes and the term structure of interest rates
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
-
1993
Persistent link: https://www.econbiz.de/10000866594
Saved in:
398
Peso problems and heterogeneous trading : evidence from excess returns in foreign exchange and euromarkets
Evans, Martin D. D.
;
Lewis, Karen K.
-
1992
Persistent link: https://www.econbiz.de/10000136613
Saved in:
399
Determinants of short-term real interest differentials between Japan and the United States
Marston, Richard C.
-
1992
Persistent link: https://www.econbiz.de/10000136762
Saved in:
400
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
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