Works matching DE "INTEREST rate swaps"

Results: 276

Bootstrapping Risk-Free Rates in the Post-IBOR Environment.

Published in:

Journal of Fixed Income, 2025, v. 35, n. 1, p. 6, doi. 10.3905/jfi.2025.1.207

By:

Russo, Vincenzo;
Fabozzi, Frank J.

Publication type:

Article

II. Protecting the U.S. Commodities Market: CFTC Weighs in with New and Improved Final Swap Margin Rules.

Published in:

Review of Banking & Financial Law, 2016, v. 35, n. 2, p. 427

By:

Ma, Jaime

Publication type:

Article

An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 13, p. 2106, doi. 10.3390/math13132106

By:

Thamrongrat, Nopporn;
Chhum, Chhaunny;
Rujivan, Sanae;
Djehiche, Boualem

Publication type:

Article

Euro Interest Rate Swap Yields: A GARCH Analysis.

Published in:

International Journal of Empirical Economics, 2025, v. 4, n. 2, p. 1, doi. 10.1142/S2810943025500039

By:

Akram, Tanweer;
Mamun, Khawaja

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

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

Risk and Regulation in Derivatives (or Why Derivatives Are a Blessing, Not a Curse).

Published in:

Journal of Applied Corporate Finance, 2020, v. 32, n. 1, p. 36, doi. 10.1111/jacf.12387

By:

Hentschel, Ludger;
Smith, Clifford

Publication type:

Article

Synthetic Floating-Rate Debt: An Example of an Asset-Driven Liability Structure.

Published in:

Journal of Applied Corporate Finance, 2013, v. 25, n. 4, p. 50, doi. 10.1111/jacf.12042

By:

Adams, James;
Smith, Donald J.

Publication type:

Article

The RPF Model for Calculating the Equity Market Risk Premium and Explaining the Value of the S&P with Two Variables.

Published in:

Journal of Applied Corporate Finance, 2010, v. 22, n. 2, p. 118, doi. 10.1111/j.1745-6622.2010.00281.x

By:

Hassett, Stephen D.

Publication type:

Article

A Framework for Corporate Treasury Performance Measurement.

Published in:

Journal of Applied Corporate Finance, 2005, v. 17, n. 1, p. 88, doi. 10.1111/j.1745-6622.2005.018_1.x

By:

Kalotay, Andrew

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

Interactions of Logistic Distribution to Credit Valuation Adjustment: A Study on the Associated Expected Exposure and the Conditional Value at Risk.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 20, p. 3828, doi. 10.3390/math10203828

By:

Song, Yanlai;
Shateyi, Stanford;
He, Jianying;
Cui, Xueqing

Publication type:

Article

Between Scylla and Charybdis: The Bermudan Swaptions Pricing Odyssey.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 2, p. 112, doi. 10.3390/math9020112

By:

Gatarek, Dariusz;
Jabłecki, Juliusz

Publication type:

Article

Преминаване от несигурност към предвидимост – стратегии за управление на лихвения риск.

Published in:

Journal Business Directions / Journal Biznes Posoki, 2023, n. 1/2, p. 21

By:

Янкова, Калина

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

INTEREST RATES, EXCHANGE RATES AND PRESENT VALUE MODELS OF THE CURRENT ACCOUNT *.

Published in:

Economic Journal, 2000, v. 110, n. 463, p. 535, doi. 10.1111/1468-0297.00536

By:

Bergin, Paul R.;
Sheffrin, Steven M.

Publication type:

Article

Discussion of An International Analysis of Earnings, Stock Prices and Bond Yields.

Published in:

Journal of Business Finance & Accounting, 2007, v. 34, n. 3/4, p. 642, doi. 10.1111/j.1468-5957.2007.02036.x

By:

Bowe, Michael

Publication type:

Article

Netting in the United Arab Emirates.

Published in:

Insolvency & Restructuring International, 2019, v. 13, n. 1, p. 32

By:

Farn, James

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

Margin constraints and asset prices.

Published in:

Review of Finance, 2025, v. 29, n. 1, p. 141, doi. 10.1093/rof/rfae039

By:

Ahn, Jungkyu

Publication type:

Article

Test of the Response of the Overnight Rate to the Real Exchange Rate: The Case of Korea, Hong Kong, and Singapore.

Published in:

Global Economic Review, 2008, v. 37, n. 3, p. 333, doi. 10.1080/12265080802273307

By:

Hsing, Yu

Publication type:

Article

Unit Root Properties: Interest Rate Swaps.

Published in:

SCMS Journal of Indian Management, 2014, v. 11, n. 1, p. 21

By:

Anoruo, Emmanuel;
Nwala, Kingsley

Publication type:

Article

A double obstacle model for pricing bi-leg defaultable interest rate swaps.

Published in:

European Journal of Applied Mathematics, 2020, v. 31, n. 3, p. 511, doi. 10.1017/S0956792519000184

By:

CHEN, XINFU;
LIANG, JIN

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

The FASB Endorses Three Private Company Council Proposals.

Published in:

Strategic Finance, 2013, v. 95, n. 1, p. 20

By:

Barlas, Stephen;
Dowsett, Christopher

Publication type:

Article

Treasury Eases Concerns about Foreign Exchange Derivatives.

Published in:

Strategic Finance, 2011, v. 92, n. 12, p. 20

By:

Barlas, Stephen

Publication type:

Article

Bonding with Buyers.

Published in:

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

By:

Levinsohn, Alan

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

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

OPTIMAL TIMING OF BOND REFUNDING.

Published in:

Management Science, 1967, v. 13, n. 7, p. 511, doi. 10.1287/mnsc.13.7.511

By:

Weingartner, H. Martin

Publication type:

Article

Term Premia in Norwegian Interest Rate Swaps.

Published in:

Journal of Risk & Financial Management, 2023, v. 16, n. 3, p. 188, doi. 10.3390/jrfm16030188

By:

de Lange, Petter Eilif;
Risstad, Morten;
Semmen, Kristian;
Westgaard, Sjur

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

Analytically Pricing Formula for Contingent Claim with Polynomial Payoff under ECIR Process.

Published in:

Symmetry (20738994), 2022, v. 14, n. 5, p. 933, doi. 10.3390/sym14050933

By:

Nualsri, Fukiat;
Mekchay, Khamron

Publication type:

Article

Accounting for Interest Rate Swaps -- A Critical Evaluation.

Published in:

Accounting Horizons, 1990, v. 4, n. 3, p. 20

By:

Nair, R.D.;
Rittenberg, Larry E.

Publication type:

Article

Accounting for Interest Rate Swaps: An Emerging Issue.

Published in:

Accounting Horizons, 1987, v. 1, n. 2, p. 19

By:

Cummings, Barbara K.;
Apostolou, Nicholas G.;
Mister, William G.

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

Value–Risk Calculator for Blended Finance: A Systems Perspective of the Nachtigal Hydropower Project.

Published in:

Sustainability (2071-1050), 2023, v. 15, n. 13, p. 10357, doi. 10.3390/su151310357

By:

Swanson, A. Richard;
Sakhrani, Vivek

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

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

Barrier swaption pricing problem in uncertain financial market.

Published in:

Mathematical Methods in the Applied Sciences, 2021, v. 44, n. 1, p. 568, doi. 10.1002/mma.6762

By:

Liu, Zhe;
Yang, Ying

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

The Rise and Fall of the Municipal Swaps and Derivatives Market.

Published in:

Municipal Finance Journal, 2018, v. 39, n. 3, p. 33

By:

Singla, Akheil

Publication type:

Article

Dealing With Municipal Swap Risks.

Published in:

Municipal Finance Journal, 2005, v. 26, n. 3, p. 35

By:

Buchanan, Alexander B.

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