Matches in SemOpenAlex for { <https://semopenalex.org/work/W2911339912> ?p ?o ?g. }
Showing items 1 to 62 of
62
with 100 items per page.
- W2911339912 abstract "Any announcement from Federal Reserve has a huge impact on the interest rate markets. The press releases from the Federal Open Market Committee(FOMC) are one of the major inputs to the market. The liquidity and the versatility of the Eurodollar(ED) market provides traders the opportunity to hedge their interest risk through Eurodollar Futures. The ED market is highly correlated to the US Government short term (T-bill) interest rate market. To estimate the impact associated with the FOMC announcements, the random intervention model is used for an empirical study on the Interrest Rate Futures markets, using transaction data. The study shows that the market trading on the announcement day is different from the market trading on a reference day for both the ED and T-bill Futures markets." @default.
- W2911339912 created "2019-02-21" @default.
- W2911339912 creator A5002196950 @default.
- W2911339912 creator A5007983229 @default.
- W2911339912 date "2005-01-01" @default.
- W2911339912 modified "2023-09-25" @default.
- W2911339912 title "Impact Analysis on the Interest Rate Futures Market" @default.
- W2911339912 doi "https://doi.org/10.2139/ssrn.686174" @default.
- W2911339912 hasPublicationYear "2005" @default.
- W2911339912 type Work @default.
- W2911339912 sameAs 2911339912 @default.
- W2911339912 citedByCount "0" @default.
- W2911339912 crossrefType "journal-article" @default.
- W2911339912 hasAuthorship W2911339912A5002196950 @default.
- W2911339912 hasAuthorship W2911339912A5007983229 @default.
- W2911339912 hasConcept C106159729 @default.
- W2911339912 hasConcept C106306483 @default.
- W2911339912 hasConcept C126285488 @default.
- W2911339912 hasConcept C144133560 @default.
- W2911339912 hasConcept C162324750 @default.
- W2911339912 hasConcept C175025494 @default.
- W2911339912 hasConcept C183582576 @default.
- W2911339912 hasConcept C18903297 @default.
- W2911339912 hasConcept C189722922 @default.
- W2911339912 hasConcept C2778108091 @default.
- W2911339912 hasConcept C2983622608 @default.
- W2911339912 hasConcept C52837651 @default.
- W2911339912 hasConcept C556758197 @default.
- W2911339912 hasConcept C70771513 @default.
- W2911339912 hasConcept C86803240 @default.
- W2911339912 hasConceptScore W2911339912C106159729 @default.
- W2911339912 hasConceptScore W2911339912C106306483 @default.
- W2911339912 hasConceptScore W2911339912C126285488 @default.
- W2911339912 hasConceptScore W2911339912C144133560 @default.
- W2911339912 hasConceptScore W2911339912C162324750 @default.
- W2911339912 hasConceptScore W2911339912C175025494 @default.
- W2911339912 hasConceptScore W2911339912C183582576 @default.
- W2911339912 hasConceptScore W2911339912C18903297 @default.
- W2911339912 hasConceptScore W2911339912C189722922 @default.
- W2911339912 hasConceptScore W2911339912C2778108091 @default.
- W2911339912 hasConceptScore W2911339912C2983622608 @default.
- W2911339912 hasConceptScore W2911339912C52837651 @default.
- W2911339912 hasConceptScore W2911339912C556758197 @default.
- W2911339912 hasConceptScore W2911339912C70771513 @default.
- W2911339912 hasConceptScore W2911339912C86803240 @default.
- W2911339912 hasLocation W29113399121 @default.
- W2911339912 hasOpenAccess W2911339912 @default.
- W2911339912 hasPrimaryLocation W29113399121 @default.
- W2911339912 hasRelatedWork W1485918329 @default.
- W2911339912 hasRelatedWork W1967023780 @default.
- W2911339912 hasRelatedWork W1992217238 @default.
- W2911339912 hasRelatedWork W2011904114 @default.
- W2911339912 hasRelatedWork W2044947024 @default.
- W2911339912 hasRelatedWork W2100209587 @default.
- W2911339912 hasRelatedWork W2273243534 @default.
- W2911339912 hasRelatedWork W3088894296 @default.
- W2911339912 hasRelatedWork W3123480207 @default.
- W2911339912 hasRelatedWork W4256019515 @default.
- W2911339912 isParatext "false" @default.
- W2911339912 isRetracted "false" @default.
- W2911339912 magId "2911339912" @default.
- W2911339912 workType "article" @default.