Works matching DE "INTEREST rate swaps"
Results: 267
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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- Article
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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- Article
Cross-Currency Interest Rate Swap Application in the Long-Term Currency Risk Management.
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- Annales Universitatis Mariae Curie-Sklodowska, Sectio H: Oeconomia, 2020, v. 54, n. 2, p. 113, doi. 10.17951/h.2020.54.2.113-124
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- Article
IMPLIED MONETARY POLICY EXTRACTED FROM INTEREST RATE SWAPS IN CHILE.
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- Economic Analysis Review / Revista de Análisis Económico, 2020, v. 35, n. 2, p. 3
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- Article
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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- Article
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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- Article
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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- Article
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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- Article
Comments and Discussion.
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- Brookings Papers on Economic Activity, 1974, n. 3, p. 633
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- Article
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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- Article
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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- Article
Bonding with Buyers.
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- Strategic Finance, 2003, v. 85, n. 2, p. 61
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- Article
Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure.
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- Review of Quantitative Finance & Accounting, 2009, v. 33, n. 1, p. 1, doi. 10.1007/s11156-008-0104-9
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- Article
PALŪKANŲ NORMŲ MAINŲ SANDORIŲ ĮKAINOJIMO YPATUMAI.
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- Economics & Management, 2009, p. 794
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- Article
THE RECENT FINANCIAL CRISIS AND ITS IMPACT ON INTEREST RATE SWAPS: A ROAD TO RECOVERY THROUGH THE FRUSTRATION OF COMMERCIAL PURPOSE DOCTRINE.
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- Indiana International & Comparative Law Review, 2015, v. 25, n. 1, p. 429
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- Article
THE RECENT FINANCIAL CRISIS AND ITS IMPACT ON INTEREST RATE SWAPS: A ROAD TO RECOVERY THROUGH THE FRUSTRATION OF COMMERCIAL PURPOSE DOCTRINE.
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- Indiana International & Comparative Law Review, 2014, v. 24, n. 2, p. 429, doi. 10.18060/18272
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- Article
Dissecting interbank risk using basis swap spreads.
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- World Economy, 2020, v. 43, n. 3, p. 729, doi. 10.1111/twec.12878
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- Article
Asset-based Reserve Requirements: Some Reservations.
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- Review of Political Economy, 2007, v. 19, n. 4, p. 563, doi. 10.1080/09538250701622501
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- Article
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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- Article
OPTIMAL TIMING OF BOND REFUNDING.
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- Management Science, 1967, v. 13, n. 7, p. 511, doi. 10.1287/mnsc.13.7.511
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- Article
Valuation of credit contingent interest rate swap with credit rating migration.
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- International Journal of Computer Mathematics, 2020, v. 97, n. 12, p. 2546, doi. 10.1080/00207160.2020.1713315
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- Article
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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- Article
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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- Article
Преминаване от несигурност към предвидимост – стратегии за управление на лихвения риск.
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- Journal Business Directions / Journal Biznes Posoki, 2023, n. 1/2, p. 21
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- Article
Accounting for Private Company Interest Rate Swaps: An Overview With Planning Strategies.
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- Journal of Corporate Accounting & Finance (Wiley), 2017, v. 28, n. 3, p. 10, doi. 10.1002/jcaf.22261
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- Article
Development and determinants of systemic risk in European banking - an empirical note.
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- Applied Economics Letters, 2009, v. 16, n. 4, p. 431, doi. 10.1080/09603100802047027
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- Article
Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases.
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- Applied Economics Letters, 2008, v. 15, n. 9, p. 707, doi. 10.1080/13504850600748950
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- Article
Real interest rate convergence under the euro.
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- Applied Economics Letters, 2008, v. 15, n. 6, p. 473, doi. 10.1080/13504850600706479
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- Article
Impacts of the exchange rate and the foreign interest rate on the Argentine money demand function.
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- Applied Economics Letters, 2008, v. 15, n. 1, p. 35, doi. 10.1080/13504850600706685
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- Article
Behavioural biases among interest rate forecasters?
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- Applied Economics Letters, 2004, v. 11, n. 5, p. 319, doi. 10.1080/1350485042000221607
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- Article
The term structure of Russian interest rates.
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- Applied Economics Letters, 2003, v. 10, n. 13, p. 867, doi. 10.1080/1350485032000158609
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- Article
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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- Article
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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- Article
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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- Article
Chinese yuan interest rate swap yields.
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- PLoS ONE, 2023, v. 18, n. 8, p. 1, doi. 10.1371/journal.pone.0289687
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Derivatives and Bank Ethics: Terminating an Interest Rate Swap.
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- 2012
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- Case Study
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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- Article
Practicing Solo: Interview: Malcolm McLelland.
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- Value Examiner, 2021, p. 44
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An analytical formula for pricing interest rate swaps in terms of bond prices under the extended Cox-Ingersoll Ross model.
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- Songklanakarin Journal of Science & Technology, 2021, v. 43, n. 4, p. 987
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- Article
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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- Article
LEGERDEMATH.
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- Boston Review, 2011, v. 36, n. 1, p. 7
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- Article
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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- Article
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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- Article
A generalization of Rubinstein's “Pay now, choose later”.
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- Journal of Futures Markets, 2008, v. 28, n. 5, p. 488, doi. 10.1002/fut.20311
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- Article
Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model.
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- Journal of Futures Markets, 2008, v. 28, n. 1, p. 82, doi. 10.1002/fut.20281
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- Article
DO DESIGNATED MARKET MAKERS IMPROVE LIQUIDITY IN OPEN-OUTCRY FUTURES MARKETS?
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- Journal of Futures Markets, 2004, v. 24, n. 5, p. 479, doi. 10.1002/fut.10117
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- Article
COMMON RISK FACTORS IN THE U.S. AND UK INTEREST RATE SWAP MARKETS:EVIDENCE FROM A NONLINEAR VECTOR AUTOREGRESSION APPROACH.
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- Journal of Futures Markets, 2004, v. 24, n. 3, p. 221, doi. 10.1002/fut.10116
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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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- Article
Proposed accounting for interest rate swaps.
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- CPA Journal, 1996, v. 66, n. 10, p. 54
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- Article