Works matching DE "INTEREST rate futures"

Results: 333

LONG-RUN INCOME AND INTEREST ELASTICITIES OF MONEY DEMAND IN THE UNITED STATES.

Published in:

Review of Economics & Statistics, 1991, v. 73, n. 4, p. 665, doi. 10.2307/2109405

By:

Hoffman, Dennis L.;
Rasche, Robert H.

Publication type:

Article

LINKAGES AMONG COMMODITY FUTURES MARKETS AND DYNAMIC WELFARE ANALYSIS.

Published in:

Review of Economics & Statistics, 1990, v. 72, n. 4, p. 631, doi. 10.2307/2109603

By:

Rausser, Gordon C.;
Wairaven, Nicholas A.

Publication type:

Article

THE RELATIONSHIP BETWEEN HOUSING STARTS AND MORTGAGE AVAILABILITY.

Published in:

Review of Economics & Statistics, 1985, v. 67, n. 4, p. 693, doi. 10.2307/1924817

By:

Thom, Rodney

Publication type:

Article

A NOTE ON INTERNATIONAL REAL INTEREST RATE DIFFERENTIALS.

Published in:

Review of Economics & Statistics, 1985, v. 67, n. 4, p. 681, doi. 10.2307/1924814

By:

Mark, Nelson C.

Publication type:

Article

TESTING EQUILIBRIUM MODELS OF THE BUSINESS CYCLE: THE CASE OF THE LABOR MARKET.

Published in:

Review of Economics & Statistics, 1985, v. 67, n. 4, p. 670, doi. 10.2307/1924812

By:

Seater, John J.

Publication type:

Article

EXCHANGE RATE EXPECTATIONS AND INTEREST RATE DIFFERENTIALS.

Published in:

Review of Economics & Statistics, 1981, v. 63, n. 1, p. 148, doi. 10.2307/1924233

By:

Beenstock, Michael

Publication type:

Article

Missing details and conspicuous absences: from the Treatise to the General Theory.

Published in:

Journal of Post Keynesian Economics, 2008, v. 31, n. 2, p. 325, doi. 10.2753/PKE0160-3477310207

By:

Silva, Antonio Carlos Macedo E.

Publication type:

Article

A note on Fisher's equation and Keynes's liquidity hypothesis.

Published in:

Journal of Post Keynesian Economics, 2005, v. 27, n. 4, p. 621

By:

Fongemie, Claude A.

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

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

The common-trend and transitory dynamics in real exchange rate fluctuations.

Published in:

Applied Economics, 2011, v. 43, n. 1, p. 1, doi. 10.1080/00036841003742645

By:

Michael Bergman, U.;
Cheung, Yin-Wong;
Lai, Kon S.

Publication type:

Article

Is the real interest rate parity condition affected by the method of calculating real interest rates?

Published in:

Applied Economics, 2010, v. 42, n. 14, p. 1771, doi. 10.1080/00036840701736073

By:

Pipatchaipoom, Onsurang;
Norrbin, Stefan C.

Publication type:

Article

Commercial Banks Liquidity in Pakistan: Firm Specific and Macroeconomic Factors.

Published in:

Romanian Economic Journal, 2013, v. 16, n. 48, p. 139

By:

Malik, Muhammad Farhan;
Rafique, Amir

Publication type:

Article

Expected Future Interest Rates and the Timing of Private Placements.

Published in:

Quarterly Journal of Finance & Accounting, 2014, v. 51, n. 1/2, p. 33

By:

KAYA, HAUL D.

Publication type:

Article

Bank Mergers, REIT Loan Pricing and Takeover Likelihood.

Published in:

Journal of Real Estate Finance & Economics, 2009, v. 38, n. 3, p. 275, doi. 10.1007/s11146-008-9150-2

By:

Hardin III, William G.;
Zhonghua Wu

Publication type:

Article

Land as Production Input and Collateral: Land Investment by Japanese Firms.

Published in:

Journal of Real Estate Finance & Economics, 2007, v. 35, n. 4, p. 497, doi. 10.1007/s11146-007-9051-9

By:

Sekine, Toshitaka;
Tachibana, Towa

Publication type:

Article

The Value of Equitable Redemption in Commercial Mortgage Contracting.

Published in:

Journal of Real Estate Finance & Economics, 2007, v. 35, n. 4, p. 411, doi. 10.1007/s11146-007-9064-4

By:

Fisher, Lynn;
Yavas, Abdullah

Publication type:

Article

The "Rent-To-Own" Mortgage and Prepayment Risk.

Published in:

Journal of Real Estate Finance & Economics, 1991, v. 4, n. 1, p. 69

By:

Plaut, Steven F.

Publication type:

Article

On Correlation and Default Clustering in Credit Markets.

Published in:

Review of Financial Studies, 2010, v. 23, n. 7, p. 2680, doi. 10.1093/rfs/hhq015

By:

Berndt, Antje;
Ritchken, Peter;
Sun, Zhiqiang

Publication type:

Article

The Behavior of Interest Rates.

Published in:

Review of Financial Studies, 2006, v. 19, n. 2, p. 359, doi. 10.1093/rfs/hhj019

By:

Fama, Eugene F.

Publication type:

Article

Strategic Trading, Liquidity, and Information Acquisition.

Published in:

Review of Financial Studies, 2004, v. 17, n. 2, p. 295, doi. 10.1093/rfs/hhg047

By:

Mendelson, Haim;
Tunca, Tunay I.

Publication type:

Article

FEEDBACK INFLUENCE ON THE BEHAVIOR OF FINANCIAL SYSTEM.

Published in:

Economic Computation & Economic Cybernetics Studies & Research, 2014, v. 48, n. 1, p. 1

By:

NOVOTNÁ, Veronika

Publication type:

Article

The profitability of carry trades.

Published in:

Annals of Finance, 2009, v. 5, n. 2, p. 231, doi. 10.1007/s10436-008-0098-2

By:

Olmo, Jose;
Pilbeam, Keith

Publication type:

Article

New No-arbitrage Conditions and the Term Structure of Interest Rate Futures.

Published in:

Annals of Finance, 2006, v. 2, n. 3, p. 303, doi. 10.1007/s10436-006-0040-4

By:

Miltersen, Kristian;
Nielsen, J.;
Sandmann, Klaus

Publication type:

Article

Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System-GARCH Model.

Published in:

Journal of Risk & Insurance, 2008, v. 75, n. 4, p. 873, doi. 10.1111/j.1539-6975.2008.00289.x

By:

Carson, James M.;
Elyasiani, Elyas;
Mansur, Iqbal

Publication type:

Article

ABSTRACTS.

Published in:: 1995
Publication type:: Abstract

INTEREST RATES AND INFLATION EXPECTATIONS: THE BRITISH EXPERIENCE.

Published in:

Oxford Bulletin of Economics & Statistics, 1979, v. 41, n. 2, p. 145, doi. 10.1111/j.1468-0084.1979.mp41002003.x

By:

Foster, John

Publication type:

Article

Ugly American Facts.

Published in:: International Economy, 2013, v. 27, n. 3, p. 5
Publication type:: Article

Not a Pretty Picture.

Published in:

International Economy, 2009, v. 23, n. 1, p. 76

By:

Rogoff, Kenneth

Publication type:

Article

Duisenberg's Lesson for The ECB.

Published in:

International Economy, 2009, v. 23, n. 1, p. 70

By:

Krauss, Melvyn

Publication type:

Article

Determination of Interest Rate Risk Premia: A GARCH(p,q) and an ARCH-M Model.

Published in:

Journal of Business & Society, 2002, v. 15, n. 1/2, p. 38

By:

Kallianiotis, Ioannis N.

Publication type:

Article

Revisiting elastic string models of forward interest rates.

Published in:

Quantitative Finance, 2024, v. 24, n. 11, p. 1561, doi. 10.1080/14697688.2024.2401450

By:

Le Coz, Victor;
Bouchaud, Jean-Philippe

Publication type:

Article

Regime-switching affine term structures.

Published in:

Quantitative Finance, 2024, v. 24, n. 1, p. 139, doi. 10.1080/14697688.2023.2288871

By:

Celary, Andreas;
Eksi-Altay, Zehra;
Krühner, Paul

Publication type:

Article

A novel Monte Carlo approach to hybrid local volatility models.

Published in:

Quantitative Finance, 2017, v. 17, n. 9, p. 1347, doi. 10.1080/14697688.2017.1280613

By:

van der Stoep, Anthonie W.;
Grzelak, Lech A.;
Oosterlee, Cornelis W.

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

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

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

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

Forecasting with Latent Structure Time Series Models: An Application to Nominal Interest Rates.

Published in:

Journal of Forecasting, 1999, v. 18, n. 6, p. 395, doi. 10.1002/(SICI)1099-131X(199911)18:6<395::AID-FOR731>3.0.CO;2-E

By:

Iyer, Sridhar;
Andrews, Rick L.

Publication type:

Article

How well do analysts forecast interest rates?

Published in:

Journal of Forecasting, 1996, v. 15, n. 5, p. 385, doi. 10.1002/(SICI)1099-131X(199609)15:5<385::AID-FOR627>3.0.CO;2-B

By:

Kolb, R. A.;
Stekler, H. O.

Publication type:

Article

Currency Carry, Momentum, and Global Interest Rate Volatility.

Published in:

Journal of Financial & Quantitative Analysis, 2025, v. 60, n. 2, p. 839, doi. 10.1017/S0022109023001485

By:

Zeng, Ming

Publication type:

Article

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 2, p. 937, doi. 10.1017/S0022109018000030

By:

Calvet, Laurent E.;
Fisher, Adlai J.;
Wu, Liuren

Publication type:

Article