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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
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Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
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The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi; Horny, Guillaume; Sevestre, Patrick - In: Journal of banking & finance 79 (2017), pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
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Determinants of bank interest margins : impact of maturity transformation
Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - In: Journal of banking & finance 54 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011377747
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Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien; Spieser, Philippe K. - In: Journal of banking & finance 50 (2015), pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
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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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Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - In: Journal of banking & finance 95 (2018), pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
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The dynamic relationship between the federal funds rate and the Treasury bill rate : an empirical investigation
Sarno, Lucio; Thornton, Daniel L. - In: Journal of banking & finance 27 (2003) 6, pp. 1079-1110
Persistent link: https://www.econbiz.de/10001757811
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The overnight interbank market : evidence from the G-7 and the euro zone
Prati, Alessandro; Bartolini, Leonardo - In: Journal of banking & finance 27 (2003) 10, pp. 2045-2083
Persistent link: https://www.econbiz.de/10001787479
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New measures of monetary policy surprises and jumps in interest rates
León Valle, Ángel Manuel; Sebestyén, Szabolcs - In: Journal of banking & finance 36 (2012) 8, pp. 2323-2343
Persistent link: https://www.econbiz.de/10009656259