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On the use of the daily Fama-French risk-free rate
Fairbanks, Joshua C.; Griffiths, Mark D.; Winters, Drew B. - In: Journal of investment management : JOIM 19 (2021) 3, pp. 39-59
Persistent link: https://www.econbiz.de/10013041003
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Year-end and quarter-end effects in the term structure of sterling repo and Eurepo rates
Griffiths, Mark D.; Kotomin, Vladimir; Winters, Drew B. - In: Journal of international financial markets, … 19 (2009) 5, pp. 803-817
Persistent link: https://www.econbiz.de/10003935167
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Do traders benefit from riding the T-bill yield curve?
Mercer, Jeffrey M.; Moore, Mark E.; Winters, Drew B. - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003909608
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Preferred habitat for liquidity in international short-term interest rates
Kotomin, Vladimir; Smith, Stanley D.; Winters, Drew B. - In: Journal of banking & finance 32 (2008) 2, pp. 240-250
Persistent link: https://www.econbiz.de/10003647200
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Further analysis of the expectations hypothesis using very short-term rates
Brown, Craig R.; Cyree, Ken B.; Griffiths, Mark D.; … - In: Journal of banking & finance 32 (2008) 4, pp. 600-613
Persistent link: https://www.econbiz.de/10003707706