Interest-rate and calendar-time effects in money market fund and bank deposit cash flows-Reference-Cited by-同舟云学术

Interest-rate and calendar-time effects in money market fund and bank deposit cash flows

Published:2011-10-28 Issue:1 Volume:38 Page:84-95
ISSN:1055-0925
Container-title:Journal of Economics and Finance
language:en
Short-container-title:J Econ Finan

Author:

Kotomin Vladimir,Smith Stanley D.,Winters Drew B.

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Finance

Link

http://link.springer.com/content/pdf/10.1007/s12197-011-9210-y.pdf

Reference16 articles.

1. Blackwell D, Griffiths M, Winters DB (2007) Modern financial markets: prices, yields, and risk analysis, 1st Edition, John Wiley & Sons

2. Cook T, Duffield J (1993) Chapter 12—Money market funds and other short-term investment pools. Instruments of the Money Market, Federal Reserve Bank of Richmond, accessed at http://www.richmondfed.org/publications/research/special_reports/instruments_of_the_money_market/pdf/chapter_12.pdf

3. Farinella J, Koch T (2000) Seasonal patterns in money market mutual funds. Rev Quant Finance Account 14:261–276

4. Garbade K (1996) Fixed income analytics. MIT Press

5. Griffiths M, Winters D (1997) On a preferred habitat for liquidity at the turn-of-the-year: evidence from the term-repo market. J Financ Serv Res 12:21–38

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