Works matching DE "INTEREST rate futures"
Results: 330
An evaluation of the professional forecasts of U.S. long-term interest rates
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- Review of Financial Economics, 2006, v. 15, n. 2, p. 177, doi. 10.1016/j.rfe.2005.06.001
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- Article
Co-integrating currencies and yield differentials
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- Review of Financial Economics, 2006, v. 15, n. 2, p. 159, doi. 10.1016/j.rfe.2005.04.004
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- Article
The information in the longer maturity term structure about future inflation.
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- Quarterly Journal of Economics, 1990, v. 105, n. 3, p. 815, doi. 10.2307/2937901
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- Article
AN EMPIRICAL NOTE ON THE TERM STRUCTURE AND INTEREST RATE STABILIZATION POLICIES.
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- Quarterly Journal of Economics, 1988, v. 103, n. 4, p. 789, doi. 10.2307/1886075
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- Article
MORE ON THE SOCIAL RATE OF DISCOUNT.
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- Quarterly Journal of Economics, 1970, v. 84, n. 3, p. 430, doi. 10.2307/1879428
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- Article
Missing details and conspicuous absences: from the Treatise to the General Theory.
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- Journal of Post Keynesian Economics, 2008, v. 31, n. 2, p. 325, doi. 10.2753/PKE0160-3477310207
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- Article
MONEY AND MONETARY POLICY IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS.
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- Manchester School (1463-6786), 2007, v. 75, p. 88, doi. 10.1111/j.1467-9957.2007.01039.x
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- Article
MONETARY POLICY AND ASSET PRICES.
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- Manchester School (1463-6786), 2000, v. 68, p. 1, doi. 10.1111/1467-9957.68.s1.1
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- Article
OPTIMAL ENTREPRENEURIAL DECISIONS IN A COMPLETELY STOCHASTIC ENVIRONMENT.
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- Management Science, 1971, v. 17, n. 7, p. 427, doi. 10.1287/mnsc.17.7.427
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- Article
Create a Transformative Future With Federal Funding, Financial Planning.
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- Journal: American Water Works Association, 2022, v. 114, n. 8, p. 73, doi. 10.1002/awwa.1983
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- Article
Revisiting elastic string models of forward interest rates.
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- Quantitative Finance, 2024, v. 24, n. 11, p. 1561, doi. 10.1080/14697688.2024.2401450
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- Article
Regime-switching affine term structures.
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- Quantitative Finance, 2024, v. 24, n. 1, p. 139, doi. 10.1080/14697688.2023.2288871
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- Article
A novel Monte Carlo approach to hybrid local volatility models.
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- Quantitative Finance, 2017, v. 17, n. 9, p. 1347, doi. 10.1080/14697688.2017.1280613
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- Article
IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA.
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- Journal of Financial Research, 2013, v. 36, n. 3, p. 371, doi. 10.1111/j.1475-6803.2013.12015.x
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- Article
TIME-VARYING TERM PREMIA AND THE BEHAVIOR OF FORWARD INTEREST RATE PREDICTION ERRORS.
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- Journal of Financial Research, 1997, v. 20, n. 4, p. 503, doi. 10.1111/j.1475-6803.1997.tb00262.x
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- Article
INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED.
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- Journal of Financial Research, 1990, v. 13, n. 1, p. 71, doi. 10.1111/j.1475-6803.1990.tb00537.x
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- Article
THE INFORMATIONAL CONTENT OF FORWARD RATES: FURTHER EVIDENCE.
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- Journal of Financial Research, 1989, v. 12, n. 1, p. 69, doi. 10.1111/j.1475-6803.1989.tb00102.x
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- Article
THE EFFECT OF A SINKING FUND ON THE REOFFERING YIELDS OF NEW PUBLIC UTILITY BONDS.
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- Journal of Financial Research, 1989, v. 12, n. 1, p. 1, doi. 10.1111/j.1475-6803.1989.tb00096.x
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- Article
BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION.
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- Journal of Financial Research, 1987, v. 10, n. 3, p. 191, doi. 10.1111/j.1475-6803.1987.tb00491.x
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- Article
NEW ESTIMATES OF THE TERM STRUCTURE OF INTEREST RATES: 1920-1939.
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- Journal of Financial Research, 1985, v. 8, n. 4, p. 297, doi. 10.1111/j.1475-6803.1985.tb00414.x
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- Article
THE RESPONSE OF FORWARD EXCHANGE RATES TO INTEREST RATE FORECASTING ERRORS.
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- Journal of Financial Research, 1984, v. 7, n. 4, p. 281, doi. 10.1111/j.1475-6803.1984.tb00380.x
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- Article
A THEORETICAL AND PRACTICAL PERSPECTIVE ON THE EQUITY RISK PREMIUM.
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- Journal of Economic Surveys, 2008, v. 22, n. 2, p. 299, doi. 10.1111/j.1467-6419.2007.00536.x
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- Article
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates.
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- Econometrics Journal, 2008, v. 11, n. 1, p. 155, doi. 10.1111/j.1368-423X.2008.00232.x
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- Article
Cointegration and Threshold Adjustment.
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- Journal of Business & Economic Statistics, 2001, v. 19, n. 2, p. 166, doi. 10.1198/073500101316970395
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- Article
Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk.
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- Journal of Business & Economic Statistics, 2000, v. 18, n. 2, p. 242, doi. 10.2307/1392561
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- Article
AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN UK TREASURY BILLS AND THE TERM STRUCTURE OF CERTIFICATES OF DEPOSIT.
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- Bulletin of Economic Research, 1995, v. 47, n. 2, p. 143, doi. 10.1111/j.1467-8586.1995.tb00607.x
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- Article
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk.
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- American Economic Review, 2007, v. 97, n. 1, p. 89, doi. 10.1257/000282807780323640
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- Article
Interest rate expectations based on Taylor rule versus central bank's survey: which performs better in a large emerging economy?
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- Applied Economics, 2022, v. 54, n. 39, p. 4532, doi. 10.1080/00036846.2022.2031859
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- Article
Short Rate Dynamics and Regime Shifts.
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- International Review of Finance, 2009, v. 9, n. 3, p. 211, doi. 10.1111/j.1468-2443.2009.01094.x
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- Article
Recession Fears: Real and Imagined.
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- CounterPunch, 2022, p. 1
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- Article
Co-Jumping of Treasury Yield Curve Rates.
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- Studies in Nonlinear Dynamics & Econometrics, 2024, v. 28, n. 3, p. 481, doi. 10.1515/snde-2022-0091
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- Article
Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System-GARCH Model.
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- Journal of Risk & Insurance, 2008, v. 75, n. 4, p. 873, doi. 10.1111/j.1539-6975.2008.00289.x
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- Article
ECONOMIC AND MARKET PREDICTORS OF INSOLVENCIES IN THE LIFE-HEALTH INSURANCE INDUSTRY.
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- Journal of Risk & Insurance, 1999, v. 66, n. 4, p. 643, doi. 10.2307/253868
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- Article
Forward Interest Rates as Predictors of Future US Spot Rates Before and After the 2008 Financial Crisis.
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- Open Economies Review, 2022, v. 33, n. 3, p. 391, doi. 10.1007/s11079-021-09637-3
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- Article
The Present-Value Model of the Exchange Rate with a Persistently Time-Varying Risk Premium: Evidence from the Dollar-Yen Rate.
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- Open Economies Review, 2020, v. 31, n. 5, p. 1037, doi. 10.1007/s11079-020-09582-7
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- Article
When is Lift-Off? Evaluating Forward Guidance from the Shadow.
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- Open Economies Review, 2014, v. 25, n. 5, p. 819, doi. 10.1007/s11079-014-9328-6
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- Article
Market Volatility, Monetary Policy and the Term Premium.
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- Oxford Bulletin of Economics & Statistics, 2023, v. 85, n. 1, p. 208, doi. 10.1111/obes.12518
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- Article
Research notes.
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- 1995
- Publication type:
- Abstract
Event Studies of Efficiency in the Australian Interest Rate Futures Market.
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- Economic Record, 1992, v. 68, p. 135, doi. 10.1111/j.1475-4932.1992.tb02301.x
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- Article
A CAPITAL MARKET IN AN EQUILIBRIUM BUSINESS CYCLE MODEL.
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- Econometrica, 1980, v. 48, n. 6, p. 1393, doi. 10.2307/1912814
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- Article
NATURAL AND NEUTRAL RATES OF INTEREST IN THEORY AND POLICY FORMULATION.
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- Quarterly Journal of Austrian Economics, 2006, v. 9, n. 4, p. 57, doi. 10.1007/s12113-006-1024-y
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- Article
Kısa Vadeli Sermaye Hareketleri ve Faiz Oranları Arasındaki İlişki: Türkiye Örneği.
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- Hacettepe University Journal of Economics & Administrative Sciences / Hacettepe Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi, 2022, v. 40, n. 4, p. 700, doi. 10.17065/huniibf.1032714
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- Article
Modeling Bond Yields in Finance and Macroeconomics.
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- American Economic Review, 2005, v. 95, n. 2, p. 415, doi. 10.1257/000282805774670194
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- Article
Prices during the Great Depression: Was the deflation of 1930-1932 really unanticipated?
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- American Economic Review, 1992, v. 82, n. 1, p. 141
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- Article
The Efficiency of the Market for Single-Family Homes.
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- American Economic Review, 1989, v. 79, n. 1, p. 125
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- Article
Is Increased Price Flexibility Stabilizing?: Reply.
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- American Economic Review, 1988, v. 78, n. 1, p. 273
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- Article
Financial Panics, the Seasonality of the Nominal Interest Rate, and the Founding of the Fed.
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- American Economic Review, 1986, v. 76, n. 1, p. 125
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- Article
Informational Implications of Interest Rate Rules.
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- American Economic Review, 1986, v. 76, n. 1, p. 33
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- Article
Factors of Garnishing Across the Border Investments.
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- Pakistan Journal of Commerce & Social Sciences, 2013, v. 7, n. 3, p. 588
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- Article
Rate of Interest and its Impact on Investment to the Extent of Pakistan.
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- Pakistan Journal of Commerce & Social Sciences, 2013, v. 7, n. 1, p. 91
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- Article