Works matching DE "INTEREST rate futures"
Results: 327
Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 198
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LONG-RUN INCOME AND INTEREST ELASTICITIES OF MONEY DEMAND IN THE UNITED STATES.
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- Review of Economics & Statistics, 1991, v. 73, n. 4, p. 665, doi. 10.2307/2109405
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LINKAGES AMONG COMMODITY FUTURES MARKETS AND DYNAMIC WELFARE ANALYSIS.
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- Review of Economics & Statistics, 1990, v. 72, n. 4, p. 631, doi. 10.2307/2109603
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THE RELATIONSHIP BETWEEN HOUSING STARTS AND MORTGAGE AVAILABILITY.
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- Review of Economics & Statistics, 1985, v. 67, n. 4, p. 693, doi. 10.2307/1924817
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A NOTE ON INTERNATIONAL REAL INTEREST RATE DIFFERENTIALS.
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- Review of Economics & Statistics, 1985, v. 67, n. 4, p. 681, doi. 10.2307/1924814
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TESTING EQUILIBRIUM MODELS OF THE BUSINESS CYCLE: THE CASE OF THE LABOR MARKET.
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- Review of Economics & Statistics, 1985, v. 67, n. 4, p. 670, doi. 10.2307/1924812
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EXCHANGE RATE EXPECTATIONS AND INTEREST RATE DIFFERENTIALS.
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- Review of Economics & Statistics, 1981, v. 63, n. 1, p. 148, doi. 10.2307/1924233
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Convexity Bias in Eurodollar Futures Prices: A Dimension-Free HJM Criterion.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 4, p. 551, doi. 10.1007/s11009-008-9082-6
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On the Bias of the Unbiased Expectation Theory.
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- Mathematics (2227-7390), 2024, v. 12, n. 1, p. 105, doi. 10.3390/math12010105
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Determination of Interest Rate Risk Premia: A GARCH(p,q) and an ARCH-M Model.
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- Journal of Business & Society, 2002, v. 15, n. 1/2, p. 38
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Accounting for Interest Rate Futures in Bank Asset-Liability Management.
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- Journal of Futures Markets, 1983, v. 3, n. 4, p. 415, doi. 10.1002/fut.3990030407
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The Impact of Interest Rate Level and Volatility on the Performance of Interest Rate Hedges.
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- Journal of Futures Markets, 1982, v. 2, n. 4, p. 341, doi. 10.1002/fut.3990020405
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- Article
Managing Foreign Interest Rate Risk.
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- Journal of Futures Markets, 1982, v. 2, n. 2, p. 151, doi. 10.1002/fut.3990020206
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An Empirical Investigation of the Effects of the Arkansas Best Decision on the Volume of Futures Contracts on Treasury Obligations.
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- Journal of the American Taxation Association, 2000, v. 22, n. 2, p. 111
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- Article
The Price and Volume Effect of Single-Stock Futures Trading on the Pakistani stock market.
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- Lahore Journal of Business, 2014, v. 2, n. 2, p. 1
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ADJUSTMENT IN EXCHANGE RATE, INTEREST RATE, AND PRICE LEVEL BY ECONOMIC FORCES.
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- Hyperion International Journal of Econophysics & New Economy, 2012, v. 5, n. 1, p. 41
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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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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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Is Money an Omitted Variable in the Production Function? Some Further Results.
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- Empirical Economics, 1993, v. 18, n. 3, p. 431, doi. 10.1007/BF01176197
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The House that Pork Bellies Built.
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- Financial History, 2024, n. 150, p. 8
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PROJEÇÃO DA TAXA DE JUROS SELIC NA ECONOMIA BRASILEIRA: UMA ANÁLISE COMPARATIVA ENTRE MODELOS DE PREVISÃO.
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- Revista de Economia Mackenzie, 2023, v. 20, n. 2, p. 38, doi. 10.5935/1808-2785/rem.v20n2p.38-69
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A matter of no small interest: real short-term interest rates and inflation since the 1990s.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 2, p. 283
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Communicating monetary policy in practice.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 2, p. 266
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Public attitudes to inflation.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 2, p. 194
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The fall in global long-term real interest rates.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 1, p. 12
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The efficient resolution of capital account crises: how to avoid moral hazard.
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- Bank of England Quarterly Bulletin, 2004, v. 44, n. 4, p. 457
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Interest-free unsecured debt.
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- Bank of England Quarterly Bulletin, 2004, v. 44, n. 4, p. 422
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Auction Design And Bidding Strategy For The Note Issuance Facility.
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- Asia Pacific Journal of Management, 1990, v. 7, n. 3, p. 79, doi. 10.1007/BF01951480
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A Simple Measure for Examining the Proxy Problem of the Short-Rate.
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- Asia-Pacific Financial Markets, 2007, v. 14, n. 4, p. 341, doi. 10.1007/s10690-008-9066-0
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AT A GLANCE …: The world economy.
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- National Institute Economic Review, 2008, v. 204, p. 2, doi. 10.1177/0027950108093755
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Interest Rates and Inflation Expectations.
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- National Institute Economic Review, 2004, v. 190, p. 11
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Mortgages and Markov Chains: A Simplified Evaluation Model.
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- Management Science, 1993, v. 39, n. 6, p. 683, doi. 10.1287/mnsc.39.6.683
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Comparison of Exchange Market Pressure Across the New Part of the European Union.
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- Emerging Markets Finance & Trade, 2011, v. 47, p. 21, doi. 10.2753/REE1540-496X4704S302
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Macroeconomic Variables and the Housing Market in Turkey.
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- Emerging Markets Finance & Trade, 2007, v. 43, n. 5, p. 5, doi. 10.2753/REE1540-496X430501
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Analysis of drawdowns and drawups in the US$ interest-rate market.
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- Quantitative Finance, 2006, v. 6, n. 4, p. 297, doi. 10.1080/14697680600680555
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The Role of Non-Interest-Bearing Instruments in the Net Interest Margin.
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- Federal Reserve Bulletin, 2004, v. 90, n. 2, p. 173
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- Article
THE TWO-SECTOR VON THÜNEN ORIGINAL MARGINAL PRODUCTIVITY MODEL OF CAPITAL; AND BEYOND.
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- Metroeconomica, 2008, v. 59, n. 1, p. 85, doi. 10.1111/j.1467-999X.2007.00293.x
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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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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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Döviz Kuru Tahmininde Parasal Model ve Yapay Sinir Ağları Karşılaştırması.
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- Business & Economics Research Journal, 2012, v. 3, n. 1, p. 27
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Devaluations and depreciation expectations in the EMS.
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- Applied Economics, 1997, v. 29, n. 4, p. 471, doi. 10.1080/000368497326967
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Trade connections and interest rate linkages among ASEAN, Japan, and the USA: An empirical analysis.
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- Applied Economics, 1996, v. 28, n. 5, p. 617, doi. 10.1080/00036849600000041
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Government deficits, capital flows, and interest rates.
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- Applied Economics, 1988, v. 20, n. 6, p. 753, doi. 10.1080/00036848800000070
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Commercial Banks Liquidity in Pakistan: Firm Specific and Macroeconomic Factors.
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- Romanian Economic Journal, 2013, v. 16, n. 48, p. 139
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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
Macroeconomic effects of monetary policy in Japan: an analysis using interest rate futures surprises: Macroeconomic effects of monetary policy...: H. Kubota, M. Shintani.
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- Empirical Economics, 2025, v. 68, n. 2, p. 783, doi. 10.1007/s00181-024-02654-4
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- Article
DYNAMICS OF THE FEDERAL FUNDS TARGET RATE: A NONSTATIONARY DISCRETE CHOICE APPROACH.
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- Journal of Applied Econometrics, 2004, v. 19, n. 7, p. 851, doi. 10.1002/jae.747
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CHANGES IN EXPECTATIONS AND THE FORECASTING ERROR OF INTEREST RATES: AN ERROR LEARNING MODEL OF TREASURY BILL FUTURES.
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- Quarterly Journal of Business & Economics, 1986, v. 25, n. 2, p. 22
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Interest rate futures as a tool for immunization.
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- Journal of Portfolio Management, 1983, v. 10, n. 1, p. 65, doi. 10.3905/jpm.1983.408932
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The term structure and callable bond yield spreads.
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- Journal of Portfolio Management, 1983, v. 9, n. 2, p. 57, doi. 10.3905/jpm.1983.408914
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