Works matching DE "INTEREST rate swaps"

Results: 271

Stock Returns Under High Inflation and Interest Rates: Evidence from the Brazilian Market.

Published in:

Emerging Markets Finance & Trade, 2014, v. 50, n. 1, p. 71, doi. 10.2753/REE1540-496X500104

By:

Pimentel, Rene Coppe;
Choudhry, Taufiq

Publication type:

Article

Macroeconomic Variables and the Housing Market in Turkey.

Published in:

Emerging Markets Finance & Trade, 2007, v. 43, n. 5, p. 5, doi. 10.2753/REE1540-496X430501

By:

Sari, Ramazan;
Ewing, Bradley T.;
Aydin, Bahadir

Publication type:

Article

Secular Stagnation and Monetary Policy.

Published in:

Review (00149187), 2016, v. 98, n. 2, p. 93, doi. 10.20955/r.2016.93-110

By:

Summers, Lawrence H.

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

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

MODELLING COUNTERPARTY CREDIT RISK IN CZECH INTEREST RATE SWAPS.

Published in:

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017, v. 65, n. 3, p. 1015, doi. 10.11118/actaun201765031015

By:

Křivánková, Lenka;
Zlatošová, Silvie

Publication type:

Article

Monetary Policy Transmission Mechanism Using Econometric Models.

Published in:

Romanian Statistical Review, 2013, n. Sup, p. 148

By:

PÂRŢACHI, Ion;
MIJA, Simion

Publication type:

Article

Mauritius Financial System Stress Index: Estimating the Costs of the Subprime Crisis.

Published in:

Journal of African Business, 2015, v. 16, n. 3, p. 235, doi. 10.1080/15228916.2015.1069678

By:

Ramlall, Indranarain

Publication type:

Article

Estimating the term structure of interest rates using penalized splines.

Published in:

Statistical Papers, 2006, v. 47, n. 3, p. 443, doi. 10.1007/s00362-006-0297-8

By:

Krivobokova, Tatyana;
Kauermann, Göran;
Archontakis, Theofanis

Publication type:

Article

How Negative Interest Rates Affect Commodity Derivatives and Collateral Transactions in the European Market.

Published in:

Journal of Taxation & Regulation of Financial Institutions, 2015, v. 28, n. 6, p. 47

By:

ZAMAN, PETER;
BROWN, CLAUDE

Publication type:

Article

The Integration of Financial Markets in GCC Countries.

Published in:

Pakistan Development Review, 2011, v. 22, n. 3, p. 209

By:

Ahmad, Shabbir

Publication type:

Article

An Empirical Study of Interest Rate Swap Usage by Nonfinancial Corporate Business.

Published in:

Journal of Financial Services Research, 1996, v. 10, n. 1, p. 43, doi. 10.1007/BF00120145

By:

Salamat, Ajay

Publication type:

Article

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

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

Finanza derivata e meritevolezza. Il problema degli interest rate swap con funzione di copertura.

Published in:

Rassegna di Diritto Civile, 2019, n. 3, p. 952

By:

NUCCIO, MARIA RITA

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

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

International transmission of China's monetary policy.

Published in:

Applied Economics, 2025, v. 57, n. 20, p. 2495, doi. 10.1080/00036846.2024.2325377

By:

Zhang, Mi;
Mei, Dongzhou;
Lei, Wenni

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

Bonding with Buyers.

Published in:

Strategic Finance, 2003, v. 85, n. 2, p. 61

By:

Levinsohn, Alan

Publication type:

Article

Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure.

Published in:

Review of Quantitative Finance & Accounting, 2009, v. 33, n. 1, p. 1, doi. 10.1007/s11156-008-0104-9

By:

Czaja, Marc-Gregor;
Scholz, Hendrik;
Wilkens, Marco

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

DYNAMIC RELATIONSHIP BETWEEN SECTOR-SPECIFIC INDICES AND MACROECONOMIC FUNDAMENTALS.

Published in:

Malaysian Accounting Review, 2009, v. 8, n. 1, p. 81

By:

Pyeman, Jaafar;
Ahmad, Ismail

Publication type:

Article

Non-linear interest rate dynamics and forecasting: evidence for US and Australian interest rates.

Published in:

International Journal of Finance & Economics, 2009, v. 14, n. 2, p. 139, doi. 10.1002/ijfe.358

By:

MCMILLAN, DAVID G.

Publication type:

Article

PALŪKANŲ NORMŲ MAINŲ SANDORIŲ ĮKAINOJIMO YPATUMAI.

Published in:

Economics & Management, 2009, p. 794

By:

Juozapavičienė, Aldona

Publication type:

Article

Political Cycles in the Australian Stock Market since Federation.

Published in:

Australian Economic Review, 2009, v. 42, n. 4, p. 397, doi. 10.1111/j.1467-8462.2009.00558.x

By:

Worthington, Andrew C.

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

LEGERDEMATH.

Published in:

Boston Review, 2011, v. 36, n. 1, p. 7

By:

Rosen, Omer

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

State Budget, public debt and fiscal figures perspectives.

Published in:

Greek Economic Outlook, 2024, n. 55, p. 31

By:

Nitsi, Elisavet I.

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

UNCONVENTIONAL MONETARY POLICY.

Published in:

Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2015, v. 1, n. 1, p. 264

By:

RALUCA, DIACONESCU DIANA;
PAULA, BOTEZATU HORTENSIA

Publication type:

Article

The Wealth Effect of Swap Usage in the Food Processing Industry.

Published in:

Agribusiness, 2000, v. 16, n. 3, p. 367, doi. 10.1002/1520-6297(200022)16:3<367::AID-AGR8>3.0.CO;2-4

By:

Jian Yang;
Leatham, David J.

Publication type:

Article

Behavioural biases among interest rate forecasters?

Published in:

Applied Economics Letters, 2004, v. 11, n. 5, p. 319, doi. 10.1080/1350485042000221607

By:

Pons-Novell, Jordi

Publication type:

Article

The term structure of Russian interest rates.

Published in:

Applied Economics Letters, 2003, v. 10, n. 13, p. 867, doi. 10.1080/1350485032000158609

By:

Anatolyev, Stanislav;
Korepanov, Sergey

Publication type:

Article

Banks, Risk, and FAS105 Disclosures.

Published in:

Journal of Accounting, Auditing & Finance, 1996, v. 11, n. 3, p. 453, doi. 10.1177/0148558X9601100313

By:

McAnally, Mary Léa

Publication type:

Article

The Interest Rate Component of Systematic Risk.

Published in:: Journal of Accounting, Auditing & Finance, 1990, v. 5, n. 4, p. 589, doi. 10.1177/0148558X9000500410
Publication type:: Article

The Interest Rate Component of Systematic Risk.

Published in:

Journal of Accounting, Auditing & Finance, 1990, v. 5, n. 4, p. 573, doi. 10.1177/0148558X9000500409

By:

Gordon, D. A.;
Gordon, M. J.;
Gould, L. I.

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

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

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

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

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

Dissecting interbank risk using basis swap spreads.

Published in:

World Economy, 2020, v. 43, n. 3, p. 729, doi. 10.1111/twec.12878

By:

Lafuente, Juan Ángel;
Petit, Nuria;
Ruiz, Jesús;
Serrano, Pedro

Publication type:

Article

MULTIVARIATE FORECAST EVALUATION AND RATIONALITY TESTING.

Published in:

Review of Economics & Statistics, 2012, v. 94, n. 4, p. 1066, doi. 10.1162/REST_a_00215

By:

Komunjer, Ivana;
Owyang, Michael T.

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

A Panel Approach to the Determinants of Interest Rate Swap Usage of Turkish Banks.

Published in:

Ekonomik Yaklaşim, 2019, v. 30, n. 111, p. 55, doi. 10.5455/ey.17002

By:

İMER-ERTUNGA, Evrim;
ÇAKAR, Şerife Serap

Publication type:

Article