Works matching DE "INTEREST rate swaps"

Results: 261

Equity and fixed income markets as drivers of securitised real estate

Published in:

Review of Financial Economics, 2009, v. 18, n. 2, p. 103, doi. 10.1016/j.rfe.2008.03.002

By:

Cheong, Chee Seng;
Gerlach, Richard;
Stevenson, Simon;
Wilson, Patrick J.;
Zurbruegg, Ralf

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

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

RANDOM VARIABLES, THE TIME VALUE OF MONEY AND CAPITAL EXPENDITURES.

Published in:

Management Science, 1970, v. 17, n. 3, p. 142, doi. 10.1287/mnsc.17.3.142

By:

Kabak, Irwin W.;
Owen, Joel

Publication type:

Article

U.S. Dollar Swap Yields: An Analysis of the Dynamics of Monthly Changes.

Published in:

Journal of Economic Issues, 2023, v. 57, n. 2, p. 522, doi. 10.1080/00213624.2023.2201797

By:

Akram, Tanweer;
Mamun, Khawaja

Publication type:

Article

Global Banking and Macroprudential Policy: New Evidence on U.S. Banks.

Published in:

Journal of Economic Issues, 2020, v. 54, n. 4, p. 1095, doi. 10.1080/00213624.2020.1829908

By:

D'Avino, Carmela

Publication type:

Article

МОНЕТАРНІ ЗАХОДИ ЦЕНТРАЛЬНИХ БАНКІВ ДЛЯ ПІДТРИМКИ ЕКОНОМІКИ В УМОВАХ ПАНДЕМІЇ.

Published in:

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

By:

Ігорівна, Щуревич Оксана;
Юріївна, Калинів Оксана

Publication type:

Article

Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.

Published in:

Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9

By:

Sutthimat, Phiraphat;
Rujivan, Sanae;
Mekchay, Khamron;
Rakwongwan, Udomsak

Publication type:

Article

Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.

Published in:

Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9

By:

Sutthimat, Phiraphat;
Rujivan, Sanae;
Mekchay, Khamron;
Rakwongwan, Udomsak

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

BOND RETURNS, DISCRETE STOCHASTIC PROCESSES, AND DURATION.

Published in:

Journal of Financial Research, 1987, v. 10, n. 3, p. 191, doi. 10.1111/j.1475-6803.1987.tb00491.x

By:

Bierwag, Gerald O.

Publication type:

Article

A Comparison of Time-Varying Parameter and Multiprocess Mixture Models in the Case of Money-Supply Announcements.

Published in:

Journal of Business & Economic Statistics, 1992, v. 10, n. 2, p. 201, doi. 10.2307/1391678

By:

LeSage, James P.

Publication type:

Article

Yield Reversals and the Yin-Yang Trap: A Note on Time Valuation and Interest Rate Swaps.

Published in:

Australian Journal of Management (University of New South Wales), 1992, v. 17, n. 1, p. 1, doi. 10.1177/031289629201700101

By:

Bowden, Roger J.

Publication type:

Article

Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle.

Published in:

American Economic Review, 2010, v. 100, n. 3, p. 870, doi. 10.1257/aer.100.3.870

By:

Bacchetta, Philippe;
van Wincoop, Eric

Publication type:

Article

Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank's Financial Market Inflation Expectations survey.

Published in:

Applied Economics, 2024, v. 56, n. 17, p. 2077, doi. 10.1080/00036846.2023.2178633

By:

Kladívko, Kamil;
Österholm, Pär

Publication type:

Article

Relating Interest Rate Swaps Volatility and Macroeconomic Uncertainty in Europe.

Published in:

Banking & Finance Review, 2013, v. 5, n. 2, p. 95

By:

Pinho, Carlos;
Madaleno, Mara

Publication type:

Article

An Analytic Solution for Interest Rate Swap Spreads.

Published in:

International Review of Finance, 2001, v. 2, n. 3, p. 113, doi. 10.1111/1468-2443.00022

By:

Grinblatt, Mark

Publication type:

Article

SWAPS DE TASA DE INTERÉS Y DE CRUCE DE MONEDAS COMO HERRAMIENTAS DE COBERTURA PARA LAS EMPRESAS COLOMBIANAS.

Published in:

Revista EIA, 2011, n. 16, p. 189

By:

Arango, Eduardo;
Arroyave, Jaime Alberto

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

FURTHER COMMENT.

Published in:

Journal of Risk & Insurance, 1972, v. 39, n. 1, p. 156

By:

Josephson, Halsky D.

Publication type:

Article

Interest rate swaps: a comparison of compounded daily versus discrete reference rates.

Published in:

Review of Derivatives Research, 2023, v. 26, n. 1, p. 1, doi. 10.1007/s11147-022-09191-1

By:

Jarrow, Robert;
Li, Siguang

Publication type:

Article

Pricing cross-currency interest rate swaps under the Levy market model.

Published in:

Review of Derivatives Research, 2019, v. 22, n. 2, p. 329, doi. 10.1007/s11147-018-9150-1

By:

Wang, Ming-Chieh;
Huang, Li-Jhang

Publication type:

Article

Derivatives Arrive at Community Banks.

Published in:

Bank Accounting & Finance (08943958), 2006, v. 19, n. 2, p. 45

By:

McKernan, Tom

Publication type:

Article

Accounting for Derivatives at Fannie Mae.

Published in:

Bank Accounting & Finance (08943958), 2005, v. 19, n. 1, p. 13

By:

Christian, Cal

Publication type:

Article

Yen Carry Trade and the Subprime Crisis.

Published in:

IMF Staff Papers, 2009, v. 56, n. 2, p. 384, doi. 10.1057/imfsp.2009.2

By:

HATTORI, MASAZUMI;
SHIN, HYUN SONG

Publication type:

Article

Interest rate swaps.

Published in:

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

By:

Lynch, Thomas E.

Publication type:

Article

An inquiry concerning Japanese yen swap yields.

Published in:

Japanese Political Economy, 2023, v. 49, n. 4, p. 346, doi. 10.1080/2329194X.2023.2273879

By:

Akram, Tanweer;
Mamun, Khawaja

Publication type:

Article

Svop poslovi kao instrument zaštite od valutnog i kamatnog rizika u Republici Srpskoj.

Published in:

Financing, 2019, n. 3, p. 51, doi. 10.7251/FIN1903051K

By:

Krčmar, Aleksandra;
Jandrić, Miodrag

Publication type:

Article

Opportunities in Derivatives for Community and Regional Banks.

Published in:

Banking Law Journal, 2016, v. 133, n. 3, p. 105

By:

Arciniegas, Juan M.;
O'Rourke, Daniel

Publication type:

Article

Accounting for Interest Rate Swaps.

Published in:

Journal of Accounting, Auditing & Finance, 1987, v. 2, n. 4, p. 396, doi. 10.1177/0148558X8700200407

By:

Bierman Jr., Harold

Publication type:

Article

SYSTEMIC PERSPECTIVE OF TERM RISK IN BANK FUNDING MARKETS.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 3/4, p. 1, doi. 10.1142/S0219024924500018

By:

MACRINA, ANDREA;
MAHOMED, OBEID

Publication type:

Article

ARBITRAGE-FREE VALUATION OF BILATERAL COUNTERPARTY RISK FOR INTEREST-RATE PRODUCTS:: IMPACT OF VOLATILITIES AND CORRELATIONS.

Published in:

International Journal of Theoretical & Applied Finance, 2011, v. 14, n. 6, p. 773, doi. 10.1142/S0219024911006759

By:

BRIGO, DAMIANO;
PALLAVICINI, ANDREA;
PAPATHEODOROU, VASILEIOS

Publication type:

Article

CORRELATIONS AMONG FORWARD RETURNS IN THE NORDIC ELECTRICITY MARKET.

Published in:

International Journal of Theoretical & Applied Finance, 2009, v. 12, n. 5, p. 589, doi. 10.1142/S0219024909005385

By:

FRESTAD, DENNIS

Publication type:

Article

A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT.

Published in:

International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 7, p. 657, doi. 10.1142/S021902490800497X

By:

KANAS, ANGELOS

Publication type:

Article

Engineering Estate Planning in 2012: Impact of Interest Rates.

Published in:

Journal of Financial Service Professionals, 2012, v. 66, n. 4, p. 15

By:

Parthemer, Mark R.

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

A BRIEF HISTORY OF THE JEFFERSON COUNTY, ALABAMA SEWER FINANCING CRISIS.

Published in:

Cumberland Law Review, 2009, v. 40, n. 3, p. 691

By:

Floyd, Michael D.

Publication type:

Article

Asymmetric Information and Interest Rate Swaps.

Published in:

American Business Review, 1994, v. 12, n. 2, p. 76

By:

Sharma, Maneesh

Publication type:

Article

The Valuation of Interest-Rate Swaps.

Published in:

American Business Review, 1992, v. 10, n. 2, p. 37

By:

Murphy, J. Austin

Publication type:

Article

The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility.

Published in:: Annals of Economics & Finance, 2010, v. 11, n. 2, p. 277
Publication type:: Article

Fluctuations of Real Interest Rates and Business Cycles.

Published in:

Annals of Economics & Finance, 2010, v. 11, n. 1, p. 185

By:

Yongli Zhang

Publication type:

Article

Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations.

Published in:

Journal of Financial Econometrics, 2011, v. 9, n. 1, p. 198

By:

Bu, Ruijun;
Giet, Ludovic;
Hadri, Kaddour;
Lubrano, Michel

Publication type:

Article

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

The Macrodynamics of Indian Rupee Swap Yields.

Published in:

International Journal of Empirical Economics, 2024, v. 3, n. 1, p. 1, doi. 10.1142/S2810943024500021

By:

Akram, Tanweer;
Mamun, Khawaja

Publication type:

Article