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Efficiency and Premiums in the Short-Term Money Market

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  • Fildes, Robert A
  • Fitzgerald, M Desmond

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  • Fildes, Robert A & Fitzgerald, M Desmond, 1980. "Efficiency and Premiums in the Short-Term Money Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(4), pages 615-629, November.
    • Handle: RePEc:mcb:jmoncb:v:12:y:1980:i:4:p:615-29
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    Cited by:

    1. Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
    2. Lenz, Rainer, 2010. "Yield Curve Analysis: Choosing the optimal maturity date of investments and financing," MPRA Paper 27781, University Library of Munich, Germany.
    3. Matthias Muck, 2012. "Spread ladder swaps—an analysis of controversial interest rate derivatives," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 269-289, June.
    4. Lenz, Rainer, 2010. "Analyse der Renditestrukturkurve: Zur Laufzeitenstruktur von Investitions- und Finanzierungsentscheidungen [Yield curve analysis]," MPRA Paper 26621, University Library of Munich, Germany.
    5. Yvon Fauvel & Alain Paquet & Christian Zimmermann, 1999. "A Survey on Interest Rate Forecasting," Cahiers de recherche CREFE / CREFE Working Papers 87, CREFE, Université du Québec à Montréal.

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