Forecasting the LIBOR-Federal Funds Rate Spread During and After the Financial Crisis-Reference-Cited by-同舟云学术

Forecasting the LIBOR-Federal Funds Rate Spread During and After the Financial Crisis

Published:2015-08-06 Issue:4 Volume:36 Page:345-374
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:

Author:

Dbouk Wassim¹,Jamali Ibrahim²,Kryzanowski Lawrence³

Affiliation:

1. Wassim Dbouk is an Associate Professor, Department of Finance, Accounting and Managerial Economics, Olayan School of Business; American University of Beirut; Beirut, Riad El-Solh Street Lebanon

2. Ibrahim Jamali is an Assistant Professor, Department of Finance, Accounting and Managerial Economics, Olayan School of Business; American University of Beirut; Beirut, Riad El-Solh Street Lebanon

3. Lawrence Kryzanowski is a Professor and Senior Concordia University Research Chair in Finance, Department of Finance, John Molson School of Business; Concordia University; 1455 de Maisonneuve Blvd. West, Montreal, P.Q. Canada

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

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4. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

5. On the information content of futures market and professional forecasts of interest rates;Baghestani;Applied Financial Economics,2000

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