search query: @indexterm INTEREST RATES / total: 1028
references: 30-39 / 1028
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30.
The liquidity effect in a flexible-price monetary model
Oxford Economic Papers
2008 : JAN, VOL. 60:1, p. 122-142
 2008 Chen, S-S.
31.
Asymmetric volume-return relation and concentrated trading in LIFFE futures
European Financial Management
2008 : JUN, VOL. 14:3, p. 528-563
 2008 Puri, T.N.
Philippatos, G.C.
32.
Testing conditional asset pricing models using a Markov Chain Monte Carlo approach
European Financial Management
2008 : JUN, VOL. 14:3, p. 391-418
 2008 Ammann, M.
Verhofen, M.
33.
Asymmetric mean reversion in European interest rates: A two-factor model
European Journal of Finance
2007 : OCT/DEC, VOL. 13:7-8, p. 741-750
 2007 Koutmos, G.
Philippatos, G.C.
34.
A technique for reducing discretization bias from Monte Carlo simulations: Option pricing under stochastic interest rates
European Journal of Finance
2007 : JUL/SEP, VOL. 13:5-6, p. 545-564
 2007 Lindset, S.
Lund, A-C.
35.
Foreign currency-denominated borrowing in the absence of operating incentives
Journal of Financial Economics
2007 : OCT, VOL. 86:1, p. 145-177
 2007 McBrady, M.R.
Schill, M.J.
36.
Speculative attacks and the information role of the interest rate
Journal of the European Economic Association
2007 : MAR, VOL. 5:1, p. 1-36
 2007 Tarashev, N.A.
37.
Design and estimation of multi-currency quadratic models
Review of finance
2007 : JUN, VOL. 11:2, p. 167-207
 2007 Leippold, M.
Wu, L.
38.
Will the Fed save the day?
Accountancy
2007 : OCT, VOL. 140:1370, p. 31-32
 2007 Gabay, D.
39.
The political economy of wealth and interest
Economic Journal
2007 : OCT, VOL. 117:523, p. 1403-1422
 2007 Grüner, H.P.
Schils, R.
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