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Impact study on the interest rate futures market

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  • Choi, Hyunyoung
  • Finnerty, Joseph

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  • Choi, Hyunyoung & Finnerty, Joseph, 2006. "Impact study on the interest rate futures market," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 495-512, September.
    • Handle: RePEc:eee:quaeco:v:46:y:2006:i:4:p:495-512
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    References listed on IDEAS

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    1. Harvey, Campbell R. & Huang, Roger D., 2002. "The impact of the Federal Reserve Bank's open market operations," Journal of Financial Markets, Elsevier, vol. 5(2), pages 223-257, April.
    2. Garbade, Kenneth D & Silber, William L, 1979. "Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk," Journal of Finance, American Finance Association, vol. 34(3), pages 577-593, June.
    3. Kuttner, Kenneth N., 2001. "Monetary policy surprises and interest rates: Evidence from the Fed funds futures market," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 523-544, June.
    4. Ray C. Fair, 2002. "Events That Shook the Market," The Journal of Business, University of Chicago Press, vol. 75(4), pages 713-732, October.
    5. Avner Kalay & Li Wei & Avi Wohl, 2002. "Continuous Trading or Call Auctions: Revealed Preferences of Investors at the Tel Aviv Stock Exchange," Journal of Finance, American Finance Association, vol. 57(1), pages 523-542, February.
    6. Nandram, Balgobin & Petruccelli, Joseph D, 1997. "A Bayesian Analysis of Autoregressive Time Series Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(3), pages 328-334, July.
    7. Hartman, David G., 1984. "The international financial market and US interest rates," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 91-103, April.
    8. Krol, Robert, 1987. "The term structure of Eurodollar interest rates and its relationship to the US Treasury-bill market," Journal of International Money and Finance, Elsevier, vol. 6(3), pages 339-354, September.
    9. Fung, Hung-Gay & Isberg, Steven C., 1992. "The international transmission of eurodollar and US interest rates: A cointegration analysis," Journal of Banking & Finance, Elsevier, vol. 16(4), pages 757-769, August.
    10. David G. Hartman, 1980. "The International Financial Market and U.S. Interest Rates," NBER Working Papers 0598, National Bureau of Economic Research, Inc.
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