Works matching DE "INTEREST rate swaps"
Results: 266
Equity and fixed income markets as drivers of securitised real estate
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- Review of Financial Economics, 2009, v. 18, n. 2, p. 103, doi. 10.1016/j.rfe.2008.03.002
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An analysis of UK swap yields.
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- Journal of Post Keynesian Economics, 2023, v. 46, n. 4, p. 566, doi. 10.1080/01603477.2023.2242348
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Verlustausgleichs- und -abzugsbeschränkung bei Zins-Währungsswaps; Feststellung des verbleibenden Verlustvortrags bei Termingeschäften.
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- FinanzRundschau, 2023, v. 105, n. 11, p. 520, doi. 10.9785/fr-2023-1051108
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RANDOM VARIABLES, THE TIME VALUE OF MONEY AND CAPITAL EXPENDITURES.
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- Management Science, 1970, v. 17, n. 3, p. 142, doi. 10.1287/mnsc.17.3.142
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U.S. Dollar Swap Yields: An Analysis of the Dynamics of Monthly Changes.
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- Journal of Economic Issues, 2023, v. 57, n. 2, p. 522, doi. 10.1080/00213624.2023.2201797
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Global Banking and Macroprudential Policy: New Evidence on U.S. Banks.
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- Journal of Economic Issues, 2020, v. 54, n. 4, p. 1095, doi. 10.1080/00213624.2020.1829908
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МОНЕТАРНІ ЗАХОДИ ЦЕНТРАЛЬНИХ БАНКІВ ДЛЯ ПІДТРИМКИ ЕКОНОМІКИ В УМОВАХ ПАНДЕМІЇ.
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- Scientific Proceedings of Ostroh Academy National University Series, Economics, 2021, v. 48, n. 20, p. 125, doi. 10.25264/2311-5149-2021-20(48)-125-132
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Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.
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- Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9
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Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.
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- Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9
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A multiple-curve Lévy forward rate model in a two-price economy.
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- Quantitative Finance, 2018, v. 18, n. 4, p. 537, doi. 10.1080/14697688.2017.1384558
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Fed funds futures variance futures.
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- Quantitative Finance, 2016, v. 16, n. 9, p. 1413, doi. 10.1080/14697688.2016.1152391
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Exploring the total positivity of yields correlations.
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- Quantitative Finance, 2016, v. 16, n. 4, p. 605, doi. 10.1080/14697688.2015.1051097
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- Article
Stochastic volatility for interest rate derivatives.
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- Quantitative Finance, 2014, v. 14, n. 3, p. 457, doi. 10.1080/14697688.2012.757848
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BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION.
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- Journal of Financial Research, 1987, v. 10, n. 3, p. 191, doi. 10.1111/j.1475-6803.1987.tb00491.x
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A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements.
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- Journal of Business & Economic Statistics, 1992, v. 10, n. 2, p. 201, doi. 10.2307/1391678
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Yield Reversals and the Yin-Yang Trap: A Note on Time Valuation and Interest Rate Swaps.
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- Australian Journal of Management (University of New South Wales), 1992, v. 17, n. 1, p. 1, doi. 10.1177/031289629201700101
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Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle.
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- American Economic Review, 2010, v. 100, n. 3, p. 870, doi. 10.1257/aer.100.3.870
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Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank's Financial Market Inflation Expectations survey.
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- Applied Economics, 2024, v. 56, n. 17, p. 2077, doi. 10.1080/00036846.2023.2178633
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Relating Interest Rate Swaps Volatility and Macroeconomic Uncertainty in Europe.
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- Banking & Finance Review, 2013, v. 5, n. 2, p. 95
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An Analytic Solution for Interest Rate Swap Spreads.
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- International Review of Finance, 2001, v. 2, n. 3, p. 113, doi. 10.1111/1468-2443.00022
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DYNAMIC RELATIONSHIP BETWEEN SECTOR-SPECIFIC INDICES AND MACROECONOMIC FUNDAMENTALS.
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- Malaysian Accounting Review, 2009, v. 8, n. 1, p. 81
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- Article
SWAPS DE TASA DE INTERÉS Y DE CRUCE DE MONEDAS COMO HERRAMIENTAS DE COBERTURA PARA LAS EMPRESAS COLOMBIANAS.
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- Revista EIA, 2011, n. 16, p. 189
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Treatment of interest rate swaps under the Sec's net...
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- William & Mary Law Review, 1996, v. 37, n. 2, p. 791
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FURTHER COMMENT.
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- Journal of Risk & Insurance, 1972, v. 39, n. 1, p. 156
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Interest rate swaps: a comparison of compounded daily versus discrete reference rates.
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- Review of Derivatives Research, 2023, v. 26, n. 1, p. 1, doi. 10.1007/s11147-022-09191-1
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Pricing cross-currency interest rate swaps under the Levy market model.
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- Review of Derivatives Research, 2019, v. 22, n. 2, p. 329, doi. 10.1007/s11147-018-9150-1
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Derivatives Arrive at Community Banks.
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- Bank Accounting & Finance (08943958), 2006, v. 19, n. 2, p. 45
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Accounting for Derivatives at Fannie Mae.
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- Bank Accounting & Finance (08943958), 2005, v. 19, n. 1, p. 13
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Yen Carry Trade and the Subprime Crisis.
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- IMF Staff Papers, 2009, v. 56, n. 2, p. 384, doi. 10.1057/imfsp.2009.2
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Interest rate swaps.
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- Internal Auditor, 1996, v. 53, n. 4, p. 54
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An inquiry concerning Japanese yen swap yields.
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- Japanese Political Economy, 2023, v. 49, n. 4, p. 346, doi. 10.1080/2329194X.2023.2273879
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- Article
Svop poslovi kao instrument zaštite od valutnog i kamatnog rizika u Republici Srpskoj.
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- Financing, 2019, n. 3, p. 51, doi. 10.7251/FIN1903051K
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Opportunities in Derivatives for Community and Regional Banks.
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- Banking Law Journal, 2016, v. 133, n. 3, p. 105
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Accounting for Interest Rate Swaps.
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- Journal of Accounting, Auditing & Finance, 1987, v. 2, n. 4, p. 396, doi. 10.1177/0148558X8700200407
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- Article
SYSTEMIC PERSPECTIVE OF TERM RISK IN BANK FUNDING MARKETS.
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- International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924500018
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- Article
ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS:: IMPACT OF VOLATILITIES AND CORRELATIONS.
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- International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 6, p. 773, doi. 10.1142/S0219024911006759
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CORRELATIONS AMONG FORWARD RETURNS IN THE NORDIC ELECTRICITY MARKET.
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- International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 5, p. 589, doi. 10.1142/S0219024909005385
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A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT.
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- International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 7, p. 657, doi. 10.1142/S021902490800497X
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Engineering Estate Planning in 2012: Impact of Interest Rates.
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- Journal of Financial Service Professionals, 2012, v. 66, n. 4, p. 15
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Considerations for the beginning of the end of LIBOR.
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- Law & Financial Markets Review, 2017, v. 11, n. 2/3, p. 105, doi. 10.1080/17521440.2017.1375210
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EU Regulatory Developments.
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- Law & Financial Markets Review, 2016, v. 10, n. 1, p. 56, doi. 10.1080/17521440.2016.1157280
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EU Regulatory Developments.
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- Law & Financial Markets Review, 2015, v. 9, n. 3, p. 217, doi. 10.1080/17521440.2015.1107357
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Financial regulatory developments.
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- Law & Financial Markets Review, 2013, v. 7, n. 6, p. 323, doi. 10.5235/17521440.7.6.323
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- Article
A BRIEF HISTORY OF THE JEFFERSON COUNTY, ALABAMA SEWER FINANCING CRISIS.
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- Cumberland Law Review, 2009, v. 40, n. 3, p. 691
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Asymmetric Information and Interest Rate Swaps.
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- American Business Review, 1994, v. 12, n. 2, p. 76
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The Valuation of Interest-Rate Swaps.
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- American Business Review, 1992, v. 10, n. 2, p. 37
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The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility.
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- Annals of Economics & Finance, 2010, v. 11, n. 2, p. 277
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- Article
Fluctuations of Real Interest Rates and Business Cycles.
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- Annals of Economics & Finance, 2010, v. 11, n. 1, p. 185
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Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations.
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- Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 198
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EVIDENCE OF THE STRUCTURAL STABILITY OF SHORT-TERM CAPITAL FLOW.
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- Review of Economics & Statistics, 1982, v. 64, n. 4, p. 584, doi. 10.2307/1923942
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- Article