Works matching DE "INTEREST rate swaps"

Results: 270

EVIDENCE OF THE STRUCTURAL STABILITY OF SHORT-TERM CAPITAL FLOW.

Published in:

Review of Economics & Statistics, 1982, v. 64, n. 4, p. 584, doi. 10.2307/1923942

By:

Yang, Yung Y.;
Gehrmann, James E.

Publication type:

Article

An analysis of UK swap yields.

Published in:

Journal of Post Keynesian Economics, 2023, v. 46, n. 4, p. 566, doi. 10.1080/01603477.2023.2242348

By:

Akram, Tanweer;
Mamun, Khawaja

Publication type:

Article

Non-Linear Impact of Chinese Treasury Bond Futures on the Information Content of IRS.

Published in:

Fluctuation & Noise Letters, 2021, v. 20, n. 6, p. 1, doi. 10.1142/S0219477521500516

By:

Yang, Wei;
Ruan, Qingsong;
Yin, Linsen

Publication type:

Article

Verlustausgleichs- und -abzugsbeschränkung bei Zins-Währungsswaps; Feststellung des verbleibenden Verlustvortrags bei Termingeschäften.

Published in:

FinanzRundschau, 2023, v. 105, n. 11, p. 520, doi. 10.9785/fr-2023-1051108

By:

Bode, Walter

Publication type:

Article

End of the Long Regime of LIBOR - Evolving Alternate Benchmarks.

Published in:

Vinimaya, 2021, v. 42, n. 2, p. 18

By:

Rao, K. Srinivasa

Publication type:

Article

The Security of Cryptography and the Wisdom of the Crowd.

Published in:

ISSA Journal, 2017, v. 15, n. 6, p. 7

By:

Martin, Luther

Publication type:

Article

DEVELOPMENT OF FINANCIAL RISK HEDGING STRATEGIES.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2024, v. 1, n. 54, p. 68, doi. 10.55643/fcaptp.1.54.2024.4251

By:

Prymostka, Liudmyla;
Krasnova, Іryna;
Okhrymenko, Іryna;
Shchehliuk, Maksym;
Prymostka, Andrii

Publication type:

Article

FASB Issues First New Private Company Proposals for Comment.

Published in:

Financial Executive, 2013, v. 29, n. 8, p. 3

By:

Evans, L. Charles

Publication type:

Article

Online Swaps Platform.

Published in:: Financial Executive, 2000, v. 16, n. 6, p. 16
Publication type:: Article

AN INTEREST-RATE GAME PLAN.

Published in:

Financial Executive, 1992, v. 8, n. 6, p. 39

By:

MARKS, RONALD D.;
HERALD, LYNN A.

Publication type:

Article

The impact of risk on financial products.

Published in:: Financial Executive, 1989, v. 5, n. 3, p. 59
Publication type:: Article

Measuring the gains from arbitraging the swap market.

Published in:

Financial Executive, 1988, v. 4, n. 2, p. 46

By:

Smith, Donald J.

Publication type:

Article

Examining swap butterfly risk premia in South Africa.

Published in:

Investment Analysts Journal, 2023, v. 52, n. 3, p. 220, doi. 10.1080/10293523.2023.2240563

By:

Hariparsad, Sanveer;
Maré, Eben

Publication type:

Article

Convexity adjustment for constant maturity swaps in a multi-curve framework.

Published in:

Annals of Operations Research, 2018, v. 266, n. 1/2, p. 159, doi. 10.1007/s10479-017-2430-6

By:

Karouzakis, Nikolaos;
Hatgioannides, John;
Andriosopoulos, Kostas

Publication type:

Article

Financial Innovation, Derivatives and the UK and US Interest Rate Swap Scandals: Drawing New Boundaries for the Regulation of Financial Innovation.

Published in:

Global Policy, 2016, v. 7, n. 2, p. 227, doi. 10.1111/1758-5899.12300

By:

Bavoso, Vincenzo

Publication type:

Article

Repo Rates as Reference Interest Rates: Testing the Expectations Hypothesis of the Term Structure of Interest Rates.

Published in:

Economic Analysis (0013-3213), 2022, v. 55, n. 2, p. 8, doi. 10.28934/ea.22.55.2.pp1-19

By:

Nenadović, Sanja

Publication type:

Article

Did the Great East Japan Earthquake Have an Impact on the Market for Long-Term Interest Rates in Japan?

Published in:

IUP Journal of Applied Finance, 2013, v. 19, n. 4, p. 61

By:

Takayasu Ito

Publication type:

Article

Japanese Interest Rate Swap Spreads Under Different Monetary Policy Regimes.

Published in:

IUP Journal of Applied Finance, 2010, v. 16, n. 1, p. 57

By:

Ito, Takayasu

Publication type:

Article

Chinese yuan interest rate swap yields.

Published in:

PLoS ONE, 2023, v. 18, n. 8, p. 1, doi. 10.1371/journal.pone.0289687

By:

Akram, Tanweer;
Mamun, Khawaja

Publication type:

Article

Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps.

Published in:

Journal of Real Estate Finance & Economics, 2012, v. 45, n. 3, p. 774, doi. 10.1007/s11146-010-9268-x

By:

Lizieri, Colin;
Marcato, Gianluca;
Ogden, Paul;
Baum, Andrew

Publication type:

Article

Interest Rate Risk and Optimal Design of Mortgage Instruments.

Published in:

Journal of Real Estate Finance & Economics, 1991, v. 4, n. 1, p. 59, doi. 10.1007/BF00171361

By:

Dokko, Yoon;
Edelstein, Robert H.

Publication type:

Article

Considerations for the beginning of the end of LIBOR.

Published in:

Law & Financial Markets Review, 2017, v. 11, n. 2/3, p. 105, doi. 10.1080/17521440.2017.1375210

By:

Gibbons, Kate;
Mann, Toby;
Hoskins, Rebecca

Publication type:

Article

EU Regulatory Developments.

Published in:

Law & Financial Markets Review, 2016, v. 10, n. 1, p. 56, doi. 10.1080/17521440.2016.1157280

By:

Chance, Clifford

Publication type:

Article

EU Regulatory Developments.

Published in:

Law & Financial Markets Review, 2015, v. 9, n. 3, p. 217, doi. 10.1080/17521440.2015.1107357

By:

Chance, Clifford

Publication type:

Article

Financial regulatory developments.

Published in:: Law & Financial Markets Review, 2013, v. 7, n. 6, p. 323, doi. 10.5235/17521440.7.6.323
Publication type:: Article

Análisis exploratorio de la efectividad de coberturas de instrumentos derivados bajo las IFRS.

Published in:

Contabilidad y Negocios, 2011, v. 6, n. 11, p. 5, doi. 10.18800/contabilidad.201101.001

By:

Bravo Herrera, Fernando;
Márquez Sepúlveda, Ariel;
Pinto Gutiérrez, Cristian

Publication type:

Article

The Swaption Cube.

Published in:

Review of Financial Studies, 2014, v. 27, n. 8, p. 2307, doi. 10.1093/rfs/hhu015

By:

Trolle, Anders B.;
Schwartz, Eduardo S.

Publication type:

Article

Asset Prices with Heterogeneity in Preferences and Beliefs.

Published in:

Review of Financial Studies, 2014, v. 27, n. 2, p. 519, doi. 10.1093/rfs/hht051

By:

Bhamra, Harjoat S.;
Uppal, Raman

Publication type:

Article

Strict certainty preference in the predictive brain: a new perspective on financial innovations and their role in the real economy.

Published in:

Annals of Finance, 2024, v. 20, n. 2, p. 277, doi. 10.1007/s10436-024-00444-7

By:

Siddiqi, Hammad

Publication type:

Article

Treatment of interest rate swaps under the Sec's net...

Published in:

William & Mary Law Review, 1996, v. 37, n. 2, p. 791

By:

Frost, Matthew Calhoun

Publication type:

Article

The Cost of Counterparty Risk and Collateralization in Longevity Swaps.

Published in:

Journal of Risk & Insurance, 2016, v. 83, n. 2, p. 387, doi. 10.1111/jori.12055

By:

Biffis, Enrico;
Blake, David;
Pitotti, Lorenzo;
Sun, Ariel

Publication type:

Article

General Equilibrium in a Heterogeneous-Agent Incomplete-Market Economy with Many Consumption Goods and a Risk-Free Bond.

Published in:

Operations Research, 2023, v. 71, n. 4, p. 1093, doi. 10.1287/opre.2023.2442

By:

Light, Bar

Publication type:

Article

Valuations of Variance and Volatility Swaps Under Double Heston Jump-Diffusion Model With Approximative Fractional Stochastic Volatility.

Published in:

Computational Economics, 2024, v. 63, n. 4, p. 1543, doi. 10.1007/s10614-023-10374-7

By:

Wang, Ke;
Guo, Xunxiang

Publication type:

Article

Interest rate swaps.

Published in:

Internal Auditor, 1996, v. 53, n. 4, p. 54

By:

Lynch, Thomas E.

Publication type:

Article

IMPLIED MONETARY POLICY EXTRACTED FROM INTEREST RATE SWAPS IN CHILE.

Published in:

Economic Analysis Review / Revista de Análisis Económico, 2020, v. 35, n. 2, p. 3

By:

CALCAGNI T., RODRIGO

Publication type:

Article

Comment on 'Swap Pricing with Two-Sided Default Risk in a Rating-Based Model'

Published in:

European Finance Review, 1999, v. 3, n. 3, p. 269, doi. 10.1023/A:1009804813249

By:

Hübner, Georges

Publication type:

Article

A multiple-curve Lévy forward rate model in a two-price economy.

Published in:

Quantitative Finance, 2018, v. 18, n. 4, p. 537, doi. 10.1080/14697688.2017.1384558

By:

Eberlein, Ernst;
Gerhart, Christoph

Publication type:

Article

Fed funds futures variance futures.

Published in:

Quantitative Finance, 2016, v. 16, n. 9, p. 1413, doi. 10.1080/14697688.2016.1152391

By:

Filipović, Damir;
Trolle, Anders B.

Publication type:

Article

Exploring the total positivity of yields correlations.

Published in:

Quantitative Finance, 2016, v. 16, n. 4, p. 605, doi. 10.1080/14697688.2015.1051097

By:

Goia, A.;
Salinelli, E.

Publication type:

Article

Stochastic volatility for interest rate derivatives.

Published in:

Quantitative Finance, 2014, v. 14, n. 3, p. 457, doi. 10.1080/14697688.2012.757848

By:

Kaisajuntti, Linus;
Kennedy, Joanne

Publication type:

Article

A generalization of Rubinstein's “Pay now, choose later”.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 5, p. 488, doi. 10.1002/fut.20311

By:

Jia-Hau Guo;
Mao-Wei Hung

Publication type:

Article

Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 1, p. 82, doi. 10.1002/fut.20281

By:

Ying Huang;
Chen, Carl R.;
Camacho, Maximo

Publication type:

Article

DO DESIGNATED MARKET MAKERS IMPROVE LIQUIDITY IN OPEN-OUTCRY FUTURES MARKETS?

Published in:

Journal of Futures Markets, 2004, v. 24, n. 5, p. 479, doi. 10.1002/fut.10117

By:

Tse, Yiuman;
Zabotina, Tatyana

Publication type:

Article

COMMON RISK FACTORS IN THE U.S. AND UK INTEREST RATE SWAP MARKETS:EVIDENCE FROM A NONLINEAR VECTOR AUTOREGRESSION APPROACH.

Published in:

Journal of Futures Markets, 2004, v. 24, n. 3, p. 221, doi. 10.1002/fut.10116

By:

Lekkos, Ilias;
Milas, Costas

Publication type:

Article

IDENTIFYING THE FACTORS THAT AFFECT INTEREST-RATE SWAP SPREADS: SOME EVIDENCE FROM THE UNITED...

Published in:

Journal of Futures Markets, 2001, v. 21, n. 8, p. 737, doi. 10.1002/fut.1803

By:

Lekkos, Ilias;
Milas, Costas

Publication type:

Article

Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act.

Published in:

Journal of Financial & Quantitative Analysis, 2020, v. 55, n. 1, p. 159, doi. 10.1017/S0022109018001527

By:

Benos, Evangelos;
Payne, Richard;
Vasios, Michalis

Publication type:

Article

Senior Secured Floating-Rate Bank Loans for Life Insurance Company Investment Portfolios.

Published in:

Financial Analysts Journal, 1997, v. 53, n. 2, p. 47, doi. 10.2469/faj.v53.n2.2071

By:

Gold, Mark L.;
Leat, Chad A.;
Perrin, Michel

Publication type:

Article

Pricing Swap Default Risk.

Published in:

Financial Analysts Journal, 1994, v. 50, n. 3, p. 23, doi. 10.2469/faj.v50.n3.23

By:

Sorensen, Eric H.;
Bollier, Thierry F.

Publication type:

Article

The Pricing of Short-Dated and Forward Interest Rate Swaps.

Published in:

Financial Analysts Journal, 1993, v. 49, n. 2, p. 82, doi. 10.2469/faj.v49.n2.82

By:

Bansal, Vipul K.;
Ellis, M.E.;
Marshall, John F.

Publication type:

Article

A Simple Method for Pricing Interest Rate Swaptions.

Published in:

Financial Analysts Journal, 1991, v. 47, n. 3, p. 72, doi. 10.2469/faj.v47.n3.72

By:

Smith, David R.

Publication type:

Article