Works matching DE "INTEREST rate swaps"
Results: 266
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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MULTIVARIATE FORECAST EVALUATION AND RATIONALITY TESTING.
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- Review of Economics & Statistics, 2012, v. 94, n. 4, p. 1066, doi. 10.1162/REST_a_00215
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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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Non-Linear Impact of Chinese Treasury Bond Futures on the Information Content of IRS.
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- Fluctuation & Noise Letters, 2021, v. 20, n. 6, p. 1, doi. 10.1142/S0219477521500516
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Risk and Regulation in Derivatives (or Why Derivatives Are a Blessing, Not a Curse).
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- Journal of Applied Corporate Finance, 2020, v. 32, n. 1, p. 36, doi. 10.1111/jacf.12387
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Synthetic Floating-Rate Debt: An Example of an Asset-Driven Liability Structure.
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- Journal of Applied Corporate Finance, 2013, v. 25, n. 4, p. 50, doi. 10.1111/jacf.12042
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The Security of Cryptography and the Wisdom of the Crowd.
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- ISSA Journal, 2017, v. 15, n. 6, p. 7
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Leveraging Bayesian Quadrature for Accurate and Fast Credit Valuation Adjustment Calculations.
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- Mathematics (2227-7390), 2024, v. 12, n. 23, p. 3779, doi. 10.3390/math12233779
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On the Calibration of the Kennedy Model.
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- Mathematics (2227-7390), 2024, v. 12, n. 19, p. 3059, doi. 10.3390/math12193059
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Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk.
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- Mathematics (2227-7390), 2022, v. 10, n. 20, p. 3828, doi. 10.3390/math10203828
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The 'End of Geography' in Financial Services? Local Embeddedness and Territorialization in the....
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- Economic Geography, 2000, v. 76, n. 4, p. 347, doi. 10.2307/144391
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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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UNCONVENTIONAL MONETARY POLICY.
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- 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
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Analytically Pricing Formula for Contingent Claim with Polynomial Payoff under ECIR Process.
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- Symmetry (20738994), 2022, v. 14, n. 5, p. 933, doi. 10.3390/sym14050933
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PLS Based Financing for SMEs: Returns to IFIs.
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- Acta Universitatis Danubius: Œconomica, 2014, v. 10, n. 2, p. 61
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Value–Risk Calculator for Blended Finance: A Systems Perspective of the Nachtigal Hydropower Project.
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- Sustainability (2071-1050), 2023, v. 15, n. 13, p. 10357, doi. 10.3390/su151310357
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Valuing Interest Rate Swap Contracts in Uncertain Financial Market.
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- Sustainability (2071-1050), 2016, v. 8, n. 11, p. 1186, doi. 10.3390/su8111186
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Democracy, capital flows, and odious debt.
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- Journal of International Trade & Economic Development, 2009, v. 18, n. 2, p. 207, doi. 10.1080/09638190902916485
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The return of the credit cycle: old lessons in new markets.
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- Bank of England Quarterly Bulletin, 2008, v. 48, n. 1, p. 91
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Stabilising short-term interest rates.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 4, p. 462
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Interpreting long-term forward rates.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 4, p. 418
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Interest rate expectations from overnight swap rates.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 4, p. 410
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A matter of no small interest: real short-term interest rates and inflation since the 1990s.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 2, p. 283
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Understanding and modelling swap spreads.
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- Bank of England Quarterly Bulletin, 2003, v. 43, n. 4, p. 407
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Quarterly Bulletin-- Winter 2003.
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- Bank of England Quarterly Bulletin, 2003, v. 43, n. 4, p. 391
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Stock Returns Under High Inflation and Interest Rates: Evidence from the Brazilian Market.
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- Emerging Markets Finance & Trade, 2014, v. 50, n. 1, p. 71, doi. 10.2753/REE1540-496X500104
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Macroeconomic Variables and the Housing Market in Turkey.
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- Emerging Markets Finance & Trade, 2007, v. 43, n. 5, p. 5, doi. 10.2753/REE1540-496X430501
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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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FASB Issues First New Private Company Proposals for Comment.
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- Financial Executive, 2013, v. 29, n. 8, p. 3
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Online Swaps Platform.
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- Financial Executive, 2000, v. 16, n. 6, p. 16
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AN INTEREST-RATE GAME PLAN.
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- Financial Executive, 1992, v. 8, n. 6, p. 39
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The impact of risk on financial products.
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- Financial Executive, 1989, v. 5, n. 3, p. 59
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Measuring the gains from arbitraging the swap market.
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- Financial Executive, 1988, v. 4, n. 2, p. 46
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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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Examining swap butterfly risk premia in South Africa.
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- Investment Analysts Journal, 2023, v. 52, n. 3, p. 220, doi. 10.1080/10293523.2023.2240563
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The Case of Interest Rate Swaps and Questions for the Pozen Committee.
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- CPA Journal, 2008, v. 78, n. 6, p. 26
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MODELLING COUNTERPARTY CREDIT RISK IN CZECH INTEREST RATE SWAPS.
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- Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017, v. 65, n. 3, p. 1015, doi. 10.11118/actaun201765031015
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Credit Default Swaps From The Viewpoint of Libertarian Property Rights And Contract Credit Default Swaps Theory.
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- Libertarian Papers, 2011, v. 3, n. 31-38, p. 1
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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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Property Derivatives for Managing European Real-Estate Risk.
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- European Financial Management, 2010, v. 16, n. 1, p. 8, doi. 10.1111/j.1468-036X.2009.00528.x
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Asymmetric Volume-Return Relation and Concentrated Trading in LIFFE Futures.
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- European Financial Management, 2008, v. 14, n. 3, p. 528, doi. 10.1111/j.1468-036X.2007.00396.x
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Determinants of Interest rate swap spreads: A quantile regression approach.
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- Journal of Economics & Finance, 2022, v. 46, n. 3, p. 522, doi. 10.1007/s12197-022-09574-y
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The Effect of Systematic Risk Factors on Counterparty Default and Credit Risk of Interest Rate...
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- Journal of Economics & Finance, 2000, v. 24, n. 3, p. 215, doi. 10.1007/BF02752604
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- Article
Immunization: A new look for actuarial liabilities.
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- Journal of Portfolio Management, 1976, v. 2, n. 2, p. 50, doi. 10.3905/jpm.1976.408555
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End of the Long Regime of LIBOR - Evolving Alternate Benchmarks.
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- Vinimaya, 2021, v. 42, n. 2, p. 18
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A Panel Approach to the Determinants of Interest Rate Swap Usage of Turkish Banks.
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- Ekonomik Yaklaşim, 2019, v. 30, n. 111, p. 55, doi. 10.5455/ey.17002
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Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models.
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- Journal of Forecasting, 2007, v. 26, n. 8, p. 601, doi. 10.1002/for.1048
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Comments and Discussion.
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- Brookings Papers on Economic Activity, 1974, n. 3, p. 633
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Repo Rates as Reference Interest Rates: Testing the Expectations Hypothesis of the Term Structure of Interest Rates.
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- Economic Analysis (0013-3213), 2022, v. 55, n. 2, p. 8, doi. 10.28934/ea.22.55.2.pp1-19
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