THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM-STRUCTURE SPREADS

Economic Inquiry ◽

10.1111/j.1465-7295.1997.tb01967.x ◽

1997 ◽

Vol 35 (4) ◽

pp. 830-846 ◽

Author(s):

ANTULIO N. BOMFIM

Keyword(s):

Term Structure ◽

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Borrowed Reserves, Fed Funds Rate Targets and the Term Structure

Monetary Policy and Interest Rates ◽

10.1007/978-1-349-26891-7_5 ◽

1998 ◽

pp. 80-120 ◽

Author(s):

Jeffrey H. Nilsen

Keyword(s):

Term Structure ◽

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Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate

SSRN Electronic Journal ◽

10.2139/ssrn.675943 ◽

2005 ◽

Author(s):

Sutthisit Jamdee ◽

Cornelis A. Los

Keyword(s):

Term Structure ◽

The Us ◽

Fed Funds Rate ◽

Multifractal Modeling

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Borrowed Reserves, Fed Funds Rate Targets, and the Term Structure

SSRN Electronic Journal ◽

10.2139/ssrn.762484 ◽

1997 ◽

Author(s):

Jeffrey H. Nilsen

Keyword(s):

Term Structure ◽

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Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile

SSRN Electronic Journal ◽

10.2139/ssrn.302830 ◽

2002 ◽

Author(s):

Vassil A. Konstantinov

Keyword(s):

Term Structure ◽

Monetary Regimes ◽

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The Term Structure of Equity Risk: An Empirical Analysis

10.2469/dig.v27.n1.22 ◽

1997 ◽

Vol 27 (1) ◽

pp. 56-57

Author(s):

H. Kent Baker

Keyword(s):

Empirical Analysis ◽

Term Structure ◽

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The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis

10.2469/dig.v31.n2.875 ◽

2001 ◽

Vol 31 (2) ◽

pp. 61-62

Author(s):

David B. Miyazaki

Keyword(s):

Term Structure ◽

Expectations Hypothesis ◽

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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

10.2469/dig.v37.n3.4780 ◽

2007 ◽

Vol 37 (3) ◽

pp. 23-24

Author(s):

Richard D. Long

Keyword(s):

Term Structure ◽

Bond Yields ◽

Expectations Hypothesis

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Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity

10.2469/dig.v45.n4.22 ◽

2015 ◽

Vol 45 (4) ◽

Author(s):

Chen Sui

Keyword(s):

Term Structure ◽

Foreign Exchange ◽

Foreign Exchange Risk ◽

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Wartime finance and the term structure of interest rates

10.31274/rtd-180813-409 ◽

1969 ◽

Author(s):

Julian Howard Taylor

Keyword(s):

Interest Rates ◽

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The signalling properties of the shape of the credit default swap term structure

The Journal of Risk ◽

10.21314/jor.2015.298 ◽

2015 ◽

Vol 17 (4) ◽

pp. 71-99 ◽

Author(s):

Jenny Castellanos ◽

Nick Constantinou ◽

Wing Lon Ng

Keyword(s):

Term Structure ◽

Credit Default Swap ◽

Credit Default ◽

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