Works matching DE "INTEREST rate futures"

Results: 334

Working Papers.

Published in:

Regulation, 2025, v. 48, n. 2, p. 50

By:

VAN DOREN, PETER

Publication type:

Article

Japan’s Economic Outlook: Coping with the Labor Shortage Will Create a New Economy.

Published in:: Economy, Culture & History Japan Spotlight Bimonthly, 2024, v. 43, n. 5, p. 44
Publication type:: Article

Convexity Bias in Eurodollar Futures Prices: A Dimension-Free HJM Criterion.

Published in:

Methodology & Computing in Applied Probability, 2009, v. 11, n. 4, p. 551, doi. 10.1007/s11009-008-9082-6

By:

Pozdnyakov, Vladimir;
Steele, J.

Publication type:

Article

A Simple Measure for Examining the Proxy Problem of the Short-Rate.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 4, p. 341, doi. 10.1007/s10690-008-9066-0

By:

Takamizawa, Hideyuki

Publication type:

Article

MONEY AND MONETARY POLICY IN DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODELS.

Published in:

Manchester School (1463-6786), 2007, v. 75, p. 88, doi. 10.1111/j.1467-9957.2007.01039.x

By:

BHATTACHARJEE, ARNAB;
THOENISSEN, CHRISTOPH

Publication type:

Article

MONETARY POLICY AND ASSET PRICES.

Published in:

Manchester School (1463-6786), 2000, v. 68, p. 1, doi. 10.1111/1467-9957.68.s1.1

By:

Vickers, John;
Anderson, Nicola

Publication type:

Article

Mortgages and Markov Chains: A Simplified Evaluation Model.

Published in:

Management Science, 1993, v. 39, n. 6, p. 683, doi. 10.1287/mnsc.39.6.683

By:

Zipkin, Paul

Publication type:

Article

CREDIT CONSTRAINTS IN THE MARKET FOR CONSUMER DURABLES: EVIDENCE FROM MICRO DATA ON CAR LOANS.

Published in:

International Economic Review, 2008, v. 49, n. 2, p. 401, doi. 10.1111/j.1468-2354.2008.00485.x

By:

Attanasio, Orazio P.;
Koujianou Goldberg, Pinelopi;
Kyriazidou, Ekaterini

Publication type:

Article

CORPORATE BANKRUPTCY REORGANIZATIONS: ESTIMATES FROM A BARGAINING MODEL.

Published in:

International Economic Review, 2008, v. 49, n. 2, p. 659, doi. 10.1111/j.1468-2354.2008.00493.x

By:

Eraslan, Hülya K. K.

Publication type:

Article

STATE AND LOCAL GOVERNMENTS AND THEIR BUDGET CONSTRAINT.

Published in:

International Economic Review, 1969, v. 10, n. 2, p. 163, doi. 10.2307/2525551

By:

Gramlich, Edward M.

Publication type:

Article

Implied deterministic volatility functions: An empirical test for Euribor options.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 4, p. 319, doi. 10.1002/fut.20363

By:

I-Doun Kuo;
Kai-Li Wang

Publication type:

Article

In search of the convexity adjustment: Evidence from the sterling futures and IMM FRA markets.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 7, p. 617, doi. 10.1002/fut.20330

By:

Poskitt, Russell

Publication type:

Article

A generalization of Rubinstein's “Pay now, choose later”.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 5, p. 488, doi. 10.1002/fut.20311

By:

Jia-Hau Guo;
Mao-Wei Hung

Publication type:

Article

Equity swaps in a LIBOR market model.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 9, p. 893, doi. 10.1002/fut.20270

By:

Ting-Pin Wu;
Son Nan Chen

Publication type:

Article

Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates.

Published in:

Journal of Futures Markets, 2007, v. 27, n. 9, p. 867, doi. 10.1002/fut.20280

By:

Jia-Hau Guo;
Mao-Wei Hung

Publication type:

Article

Information content of the fed funds rates.

Published in:

Journal of Futures Markets, 2005, v. 25, n. 8, p. 753, doi. 10.1002/fut.20162

By:

Sultan, Jahangir

Publication type:

Article

PASCAL SPREADING OF SHORT-TERM INTEREST RATE CONTRACTS.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 10, p. 889, doi. 10.1002/1096-9934(200011)20:10<889::AID-FUT2>3.0.CO;2-W

By:

Merrick Jr., John J.

Publication type:

Article

MODELING THE CONDITIONAL MEAN AND VARIANCE OF THE SHORT RATE USING DIFFUSION, GARCH, AND MOVING AVERAGE MODELS.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 8, p. 717, doi. 10.1002/1096-9934(200009)20:8<717::AID-FUT2>3.0.CO;2-A

By:

Bali, Turan G.

Publication type:

Article

COVERED ARBITRAGE IN FOREIGN EXCHANGE MARKETS WITH FORWARD FORWARD CONTRACTS IN INTEREST RATES: REPLY.

Published in:

Journal of Futures Markets, 1999, v. 19, n. 1, p. 121, doi. 10.1002/(SICI)1096-9934(199902)19:1<121::AID-FUT7>3.0.CO;2-R

By:

Ghosh, Dilip K.

Publication type:

Article

COVERED ARBITRAGE IN FOREIGN EXCHANGE MARKETS WITH FORWARD FORWARD CONTRACTS IN INTEREST RATES: COMMENT.

Published in:

Journal of Futures Markets, 1999, v. 19, n. 1, p. 115, doi. 10.1002/(SICI)1096-9934(199902)19:1<115::AID-FUT6>3.0.CO;2-J

By:

Batlin, Carl A.

Publication type:

Article

LONG MEMORY IN INTEREST RATE FUTURES MARKETS: A FRACTIONAL COINTEGRATION ANALYSIS.

Published in:

Journal of Futures Markets, 1995, v. 15, n. 5, p. 573, doi. 10.1002/fut.3990150505

By:

Booth, G. Geoffrey;
Tse, Yiuman

Publication type:

Article

INTRADAY VOLATILITY IN INTEREST RATE AND FOREIGN EXCHANGE SPOT AND FUTURES MARKETS.

Published in:

Journal of Futures Markets, 1995, v. 15, n. 4, p. 395, doi. 10.1002/fut.3990150403

By:

Crain, Susan J.;
Lee, Jae Ha

Publication type:

Article

A two-factor, preference-free model for interest rate sensitive claims.

Published in:

Journal of Futures Markets, 1995, v. 15, n. 3, p. 345, doi. 10.1002/fut.3990150305

By:

Chen, Ren-Raw

Publication type:

Article

Interest rate futures: Evidence on forecast power, expected premiums, and the unbiased expectations hypothesis.

Published in:

Journal of Futures Markets, 1994, v. 14, n. 5, p. 531, doi. 10.1002/fut.3990140504

By:

Krehbiel, Tim;
Adkins, Lee C.

Publication type:

Article

Memory in interest rate futures.

Published in:

Journal of Futures Markets, 1993, v. 13, n. 8, p. 865, doi. 10.1002/fut.3990130804

By:

Fung, Hung-Gay;
Lo, Wai-Chung

Publication type:

Article

A Redetermination of Hedging Strategies Using Foreign Currency Futures Contracts and Forward....

Published in:

Journal of Futures Markets, 1992, v. 12, n. 1, p. 93, doi. 10.1002/fut.3990120109

By:

Herbst, A.F.;
Swanson, P.E.;
Caples, S.C.

Publication type:

Article

Pricing Stock Index Futures with Stochastic Interest Rates.

Published in:

Journal of Futures Markets, 1991, v. 11, n. 4, p. 441, doi. 10.1002/fut.3990110404

By:

Cakici, Nusret;
Chatterjee, Sris

Publication type:

Article

On Valuing Complex Interest Rate Claims.

Published in:

Journal of Futures Markets, 1990, v. 10, n. 5, p. 443, doi. 10.1002/fut.3990100502

By:

Ritchken, Peter;
Sankarasubramanian, L.

Publication type:

Article

Event Studies of Efficiency in the Australian Interest Rate Futures Market.

Published in:

Economic Record, 1992, v. 68, p. 135, doi. 10.1111/j.1475-4932.1992.tb02301.x

By:

TAN, TING-YEAN

Publication type:

Article

SHOE-LEATHER COSTS RECONSIDERED.

Published in:

Economic Journal, 1998, v. 108, n. 447, p. 363, doi. 10.1111/1468-0297.00292

By:

Chadha, Jagjit S.;
Haldane, Andrew G.;
Janssen, Norbert G. J.

Publication type:

Article

ON THE DYNAMIC INSTABILITY OF FIXED EXCHANGE RATE SYSTEMS.

Published in:

Economic Journal, 1979, v. 89, n. 356, p. 921, doi. 10.2307/2231509

By:

Levin, J. H.

Publication type:

Article

Modelling Portfolio Defaults Using Hidden Markov Models with Covariates.

Published in:

Econometrics Journal, 2008, v. 11, n. 1, p. 155, doi. 10.1111/j.1368-423X.2008.00232.x

By:

Banachewicz, Konrad;
Lucas, André;
Van Der Vaart, Aad

Publication type:

Article

TERM STRUCTURE OF INTEREST RATES AND IMPLICIT OPTIONS: THE CASE OF JAPANESE BOND FUTURES.

Published in:

Journal of Business Finance & Accounting, 1997, v. 24, n. 5, p. 593, doi. 10.1111/1468-5957.00123

By:

Yu, Shang-Wu

Publication type:

Article

CAPITAL ADEQUACY, BANK MERGERS, AND THE MEDIUM OF PAYMENT.

Published in:

Journal of Business Finance & Accounting, 1997, v. 24, n. 1, p. 97, doi. 10.1111/1468-5957.00097

By:

Grullon, Gustavo;
Michaely, Roni;
Swary, Itzhak

Publication type:

Article

Interpreting Implied Risk-Neutral Densities: The Role of Risk Premia.

Published in:

Review of Finance, 2005, v. 9, n. 1, p. 97, doi. 10.1007/s10679-005-2989-7

By:

Hördahl, Peter;
Vestin, David

Publication type:

Article

Consumption, Credit, and Macroeconomic Policies: Theory and Evidence from the United States.

Published in:

Global Economic Review, 2011, v. 40, n. 3, p. 323, doi. 10.1080/1226508X.2011.601645

By:

Kandil, Magda;
Mirzaie, IdaAghdas

Publication type:

Article

The Geography of Financial Literacy.

Published in:

Numeracy: Advancing Education in Quantitative Literacy, 2013, v. 6, n. 2, p. 1, doi. 10.5038/1936-4660.6.2.2

By:

Bumcrot, Christopher;
Lin, Judy;
Lusardi, Annamaria

Publication type:

Article

Is Money an Omitted Variable in the Production Function? Some Further Results.

Published in:

Empirical Economics, 1993, v. 18, n. 3, p. 431, doi. 10.1007/BF01176197

By:

Hasan, M. Aynul;
Mahmud, Syed F.

Publication type:

Article

Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets.

Published in:

Review of Quantitative Finance & Accounting, 2021, v. 57, n. 3, p. 1033, doi. 10.1007/s11156-021-00969-2

By:

Chan Phooi M'ng, Jacinta;
Ham Yi Jer

Publication type:

Article

Income Splitting is Still Possible With the Spousal Loan Strategy.

Published in:

Ontario Dentist, 2022, v. 99, n. 4, p. 42

By:

Tabrizi, Sam;
Schaffran, Jordan

Publication type:

Article

Auction Design And Bidding Strategy For The Note Issuance Facility.

Published in:

Asia Pacific Journal of Management, 1990, v. 7, n. 3, p. 79, doi. 10.1007/BF01951480

By:

Mao, Jennifer

Publication type:

Article

Liquidity Effects in Non-Ricardian Economies.

Published in:

Scandinavian Journal of Economics, 2006, v. 108, n. 1, p. 65, doi. 10.1111/j.1467-9442.2006.00440.x

By:

Bénassy, Jean-Pascal

Publication type:

Article

Is the MPC's Voting Record Informative about Future UK Monetary Policy?

Published in:

Scandinavian Journal of Economics, 2004, v. 106, n. 2, p. 299, doi. 10.1111/j.0347-0520.2004.00359.x

By:

Petra Gerlach-Kristen

Publication type:

Article

Forward Interest Rates as Predictors of Future US Spot Rates Before and After the 2008 Financial Crisis.

Published in:

Open Economies Review, 2022, v. 33, n. 3, p. 391, doi. 10.1007/s11079-021-09637-3

By:

Wickens, Michael

Publication type:

Article

The Present-Value Model of the Exchange Rate with a Persistently Time-Varying Risk Premium: Evidence from the Dollar-Yen Rate.

Published in:

Open Economies Review, 2020, v. 31, n. 5, p. 1037, doi. 10.1007/s11079-020-09582-7

By:

Shimizu, Makoto

Publication type:

Article

When is Lift-Off? Evaluating Forward Guidance from the Shadow.

Published in:

Open Economies Review, 2014, v. 25, n. 5, p. 819, doi. 10.1007/s11079-014-9328-6

By:

Neuenkirch, Matthias;
Siklos, Pierre

Publication type:

Article

Market Volatility, Monetary Policy and the Term Premium.

Published in:

Oxford Bulletin of Economics & Statistics, 2023, v. 85, n. 1, p. 208, doi. 10.1111/obes.12518

By:

Kumar, Abhishek;
Mallick, Sushanta;
Mohanty, Madhusudan;
Zampolli, Fabrizio

Publication type:

Article

Interest Rate Feedback Rules in an Open Economy with Forward Looking Inflation.

Published in:

Oxford Bulletin of Economics & Statistics, 2001, v. 63, n. 2, p. 209, doi. 10.1111/1468-0084.00217

By:

Leith, Campbell;
Wren-Lewis, Simon

Publication type:

Article

ABSTRACTS.

Published in:: 1995
Publication type:: Abstract

OPTIMAL ENTREPRENEURIAL DECISIONS IN A COMPLETELY STOCHASTIC ENVIRONMENT.

Published in:

Management Science, 1971, v. 17, n. 7, p. 427, doi. 10.1287/mnsc.17.7.427

By:

Hakansson, Nils H.

Publication type:

Article