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There are 8325 results for: content related to: POLICY IMPLICATIONS OF A FLOW-OF-FUNDS MODEL

  1. A FINANCIAL SECTOR ANALYSIS OF THE EURODOLLAR MARKET

    The Journal of Finance

    Volume 29, Issue 1, March 1974, Pages: 103–117, Jay H. Levin

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb00027.x

  2. A hedging deficiency in eurodollar futures

    Journal of Futures Markets

    Volume 26, Issue 2, February 2006, Pages: 189–207, Don M. Chance

    Article first published online : 14 DEC 2005, DOI: 10.1002/fut.20194

  3. BANK CREDIT AND MONEY SUPPLY PROCESSES IN AN OPEN ECONOMY: A MODEL APPLICABLE TO ITALY

    Metroeconomica

    Volume 24, Issue 1, February 1972, Pages: 24–69, Michelle Fratianni

    Article first published online : 28 JUL 2006, DOI: 10.1111/j.1467-999X.1972.tb00180.x

  4. Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models: An empirical comparison

    Journal of Futures Markets

    Volume 19, Issue 3, May 1999, Pages: 291–306, Roswell E. Mathis III and Gerald O. Bierwag

    Article first published online : 27 APR 1999, DOI: 10.1002/(SICI)1096-9934(199905)19:3<291::AID-FUT3>3.0.CO;2-K

  5. Do systematic risk premiums persist in eurodollar futures prices?

    Journal of Futures Markets

    Volume 16, Issue 4, June 1996, Pages: 389–403, Tim Krehbiel and Lee C. Adkins

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199606)16:4<389::AID-FUT2>3.0.CO;2-E

  6. THE STRUCTURE OF INTERNATIONAL INTEREST RATES: THE U.S. TREASURY BILL RATE AND THE EURODOLLAR DEPOSIT RATE

    The Journal of Finance

    Volume 22, Issue 3, September 1967, Pages: 455–465, Patric H. Hendershott

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1967.tb02980.x

  7. AN ECONOMETRIC STUDY OF EURODOLLAR BORROWING BY NEW YORK BANKS AND THE RATE OF INTEREST ON EURODOLLARS: COMMENT

    The Journal of Finance

    Volume 27, Issue 4, September 1972, Pages: 927–930, Vincent G. Massaeo

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb01325.x

  8. Explicit versus Implicit Contracts: The Case of DIFF and CROSS Futures

    Financial Review

    Volume 34, Issue 1, February 1999, Pages: 101–118, Ahmet K. Karagozoglu

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00447.x

  9. BOOK REVIEWS

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1243–1264,

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01976.x

  10. Intraday volatility in interest rate and foreign exchange spot and futures markets

    Journal of Futures Markets

    Volume 15, Issue 4, June 1995, Pages: 395–421, Susan J. Craln and Jae Ha Lee

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990150403

  11. Cross-Hedging: Basis Risk and Choice of the Optimal Hedging Vehicle

    Financial Review

    Volume 26, Issue 2, May 1991, Pages: 179–210, Mark G. Castelino, Jack C. Francis and Avner Wolf

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1991.tb00376.x

  12. The pricing relationship of eurodollar futures and eurodollar deposit rates

    Journal of Futures Markets

    Volume 13, Issue 2, April 1993, Pages: 115–126, Hung-Gay Fung and Wai K. Leung

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990130202

  13. The Sarbanes-Oxley Act and the Choice of Bond Market by Foreign Firms

    Journal of Accounting Research

    Volume 49, Issue 4, September 2011, Pages: 933–968, Yu Gao

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1475-679X.2011.00416.x

  14. The Causality Effects of the Federal Reserve's Monetary Policy on U.S. and Eurodollar Interest Rates

    Financial Review

    Volume 32, Issue 4, November 1997, Pages: 821–844, Mbodja Mougoué and John Wagster

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1997.tb00912.x

  15. Pricing Eurodollar Futures Options with the Heath—Jarrow—Morton Model

    Journal of Futures Markets

    Volume 21, Issue 7, July 2001, Pages: 655–680, Nusret Cakici and Jintao Zhu

    Article first published online : 17 MAY 2001, DOI: 10.1002/fut.1703

  16. Managing Fixed-Income Positions with Interest Rate Derivatives

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 583–605, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch18

  17. The effect of market opening and closing on the volatility of eurodollar futures prices

    Journal of Futures Markets

    Volume 14, Issue 1, February 1994, Pages: 51–78, Robert I. Webb and David G. Smith

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990140106

  18. An Empirical Examination of the Ex Ante International Interest Rate Transmission

    Financial Review

    Volume 30, Issue 1, February 1995, Pages: 175–192, Hung-Gay Fung and Wai-Chung Lo

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1995.tb00829.x

  19. International trading/nontrading time effects on risk estimation in futures markets

    Journal of Futures Markets

    Volume 10, Issue 4, August 1990, Pages: 407–423, Joanne Hill, Thomas Schneeweis and Jot Yau

    Article first published online : 25 AUG 2006, DOI: 10.1002/fut.3990100408

  20. LIQUIDITY AND MATURITY EFFECTS AROUND NEWS RELEASES

    Journal of Financial Research

    Volume 22, Issue 1, Spring 1999, Pages: 47–67, Rohan Christie-David and Mukesh Chaudhry

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00714.x