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There are 10773 results for: content related to: How Markets Process Information: News Releases and Volatility

  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. 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

  3. Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1181–1209, BENI LAUTERBACH and PAUL SCHULTZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02432.x

  4. Fatalities Temporally Associated with the Ingestion of Ibogaine

    Journal of Forensic Sciences

    Volume 57, Issue 2, March 2012, Pages: 398–412, Kenneth R. Alper, Marina Stajić and James R. Gill

    Article first published online : 23 JAN 2012, DOI: 10.1111/j.1556-4029.2011.02008.x

  5. 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

  6. Futures Contracts on Debt Securities: Fundamentals

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 515–547, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch16

  7. Information content of the fed funds rates

    Journal of Futures Markets

    Volume 25, Issue 8, August 2005, Pages: 753–774, Jahangir Sultan

    Article first published online : 8 JUN 2005, DOI: 10.1002/fut.20162

  8. 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

  9. On Gaussian HJM framework for Eurodollar Futures

    Applied Stochastic Models in Business and Industry

    Volume 27, Issue 4, July/August 2011, Pages: 384–401, Balaji Raman and Vladimir Pozdnyakov

    Article first published online : 12 MAY 2010, DOI: 10.1002/asmb.845

  10. Pricing Eurodollar futures options using the BDT term structure model: The effect of yield curve smoothing

    Journal of Futures Markets

    Volume 20, Issue 3, March 2000, Pages: 293–306, Turin G. Bali and Ahmet K. Karagozoglu

    Article first published online : 16 FEB 2000, DOI: 10.1002/(SICI)1096-9934(200003)20:3<293::AID-FUT5>3.0.CO;2-4

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

    Journal of Futures Markets

    Volume 14, Issue 5, August 1994, Pages: 531–543, Tim Krehbiel and Lee C. Adkins

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990140504

  12. 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

  13. 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

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    GROWTH AND SIZE ECONOMIES OVER SPACE AND TIME: WHEAT-SHEEP FARMS IN NEW SOUTH WALES

    Australian Journal of Agricultural Economics

    Volume 20, Issue 3, December 1976, Pages: 160–178, James G. Ryan

    Article first published online : 16 APR 2012, DOI: 10.1111/j.1467-8489.1976.tb00186.x

  15. 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

  16. Futures Markets

    Financial Engineering and Arbitrage in the Financial Markets

    Robert Dubil, Pages: 57–93, 2012

    Published Online : 23 MAY 2012, DOI: 10.1002/9781118467343.ch3

  17. 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

  18. 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

  19. 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

  20. An Analysis of Call Strategy in the Eurodollar Bond Market

    Journal of International Financial Management & Accounting

    Volume 2, Issue 1, March 1990, Pages: 23–46, Finbarr Bradley

    Article first published online : 3 APR 2007, DOI: 10.1111/j.1467-646X.1990.tb00016.x