Works matching DE "LIBOR"

Results: 273

TEI Holds 2021 Virtual Liaison Meetings With Canada Revenue Agency and Department of Finance.

Published in:: Tax Executive, 2022, v. 74, n. 1, p. 10
Publication type:: Article

The Wheatley Report on Reforming LIBOR: A Step in the Right Direction?

Published in:

University of Miami Law Review, 2014, v. 68, n. 3, p. 883

By:

PIRANA, GABRIELA

Publication type:

Article

BENCHMARK COMPETITION.

Published in:

Maryland Law Review, 2021, v. 80, n. 1, p. 1

By:

GUAN, SUE S.

Publication type:

Article

The Price Reporters: A Guide to PRAs and Commodity Benchmarks.

Published in:

2020

By:

Doshi, Tilak K.

Publication type:

Book Review

LIBOR: A FINANCE LAWYER'S ASSESSMENT.

Published in:

2013

By:

SCHEINBERG, RONALD

Publication type:

Essay

UNLOCKING STOCKHOLDER VALUE.

Published in:

Banking Law Journal, 2013, v. 130, n. 2, p. 97

By:

MEYEROWITZ, STEVEN A.

Publication type:

Article

IMPLICATIONS FOR COMMERCIAL ORGANIZATIONS OF THE GLOBAL INVESTIGATIONS INTO LIBOR.

Published in:

Banking Law Journal, 2012, v. 129, n. 9, p. 831

By:

EDWARDS, CHRISTINE A.;
HARDIMAN, PATRICK M.;
MADDEN, MICHAEL;
McCLELLAND, JUSTIN

Publication type:

Article

LIBOR: THE WHEATLEY REVIEW.

Published in:

Banking Law Journal, 2012, v. 129, n. 9, p. 838

By:

PROCTOR, CHARLES

Publication type:

Article

Do Central Bank Liquidity Facilities Affect Interbank Lending Rates?

Published in:

Journal of Business & Economic Statistics, 2014, v. 32, n. 1, p. 136, doi. 10.1080/07350015.2013.858631

By:

Christensen, Jens H. E.;
Lopez, Jose A.;
Rudebusch, Glenn D.

Publication type:

Article

How to Get New Banks to Join the LIBOR Panel.

Published in:

Journal of Critical Incidents, 2016, v. 9, p. 76

By:

Pagani, Marco;
Grace, Elizabeth;
Osland, Asbjorn

Publication type:

Article

Design and Estimation of Multi-Currency Quadratic Models.

Published in:

Review of Finance, 2007, v. 11, n. 2, p. 167, doi. 10.1093/rof/rfl002

By:

LEIPPOLD, MARKUS;
WU, LIUREN

Publication type:

Article

Determinants of Treasury-LIBOR Swap Spreads.

Published in:

Review of Pacific Basin Financial Markets & Policies, 2005, v. 8, n. 4, p. 687, doi. 10.1142/S0219091505000567

By:

Malhotra, D. K.;
Bhargava, Vivek;
Chaudhry, Mukesh

Publication type:

Article

TERM STRUCTURE MODELING OF SOFR: EVALUATING THE IMPORTANCE OF SCHEDULED JUMPS.

Published in:

International Journal of Theoretical & Applied Finance, 2024, v. 27, n. 2, p. 1, doi. 10.1142/S0219024924500092

By:

SCHLÖGL, ERIK;
SKOV, JACOB BJERRE;
SKOVMAND, DAVID

Publication type:

Article

A MEAN-FIELD EXTENSION OF THE LIBOR MARKET MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2022, v. 25, n. 1, p. 1, doi. 10.1142/S0219024922500054

By:

DESMETTRE, SASCHA;
HOCHGERNER, SIMON;
OMEROVIC, SANELA;
THONHAUSER, STEFAN

Publication type:

Article

AN ARITHMETIC PURE-JUMP MULTI-CURVE INTEREST RATE MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 8, p. N.PAG, doi. 10.1142/S0219024919500420

By:

HESS, MARKUS

Publication type:

Article

EFFICIENT LONG-DATED SWAPTION VOLATILITY APPROXIMATION IN THE FORWARD-LIBOR MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 4, p. N.PAG, doi. 10.1142/S0219024918500206

By:

VAN APPEL, JACQUES;
MCWALTER, THOMAS A.

Publication type:

Article

EXPANSION FORMULAS FOR EUROPEAN QUANTO OPTIONS IN A LOCAL VOLATILITY FX-LIBOR MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 2, p. -1, doi. 10.1142/S0219024918500176

By:

HOK, JULIEN;
NGARE, PHILIP;
PAPAPANTOLEON, ANTONIS

Publication type:

Article

THE MULTI-CURVE POTENTIAL MODEL.

Published in:

International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 7, p. -1, doi. 10.1142/S0219024915500491

By:

NGUYEN, THE ANH;
SEIFRIED, FRANK THOMAS

Publication type:

Article

The Manipulation Potential of Libor and Euribor.

Published in:

European Financial Management, 2017, v. 23, n. 4, p. 604, doi. 10.1111/eufm.12126

By:

Eisl, Alexander;
Jankowitsch, Rainer;
Subrahmanyam, Marti G.

Publication type:

Article

Information Transmission in the World Money Markets.

Published in:

European Financial Management, 2011, v. 17, n. 1, p. 183, doi. 10.1111/j.1468-036X.2008.00479.x

By:

Resnick, Bruce G.;
Shoesmith, Gary L.

Publication type:

Article

Synthetic Leases UNDER FIRE.

Published in:

Strategic Finance, 2002, v. 84, n. 4, p. 33

By:

POLLERT, WILLIAM R.;
Glickman, Edwin J.

Publication type:

Article

Social media disclosure and reputational damage.

Published in:

Review of Quantitative Finance & Accounting, 2024, v. 62, n. 4, p. 1355, doi. 10.1007/s11156-023-01239-z

By:

Huan, Xing;
Parbonetti, Antonio;
Redigolo, Giulia;
Zhang, Zhewei

Publication type:

Article

The search for a new reference rate.

Published in:

Review of Quantitative Finance & Accounting, 2022, v. 58, n. 3, p. 939, doi. 10.1007/s11156-021-01014-y

By:

Baig, Ahmed;
Winters, Drew B.

Publication type:

Article

PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP.

Published in:

Asia-Pacific Journal of Operational Research, 2010, v. 27, n. 2, p. 243, doi. 10.1142/S0217595910002661

By:

Ito, Daisuke;
Ohnishi, Masamitsu;
Tamba, Yasuhiro

Publication type:

Article

THE LIBOR MANIPULATION SCANDAL & THE WHEATLEY REVIEW: A BAND-AID ON A KNIFE WOUND.

Published in:

Syracuse Journal of International Law & Commerce, 2013, v. 41, n. 1, p. 199

By:

Weldon, John

Publication type:

Article

ALL TOGETHER NOW: INTERNATIONAL REGULATORY RESPONSE TO THE LIBOR RATE SETTING CONSPIRACY.

Published in:

Georgia Journal of International & Comparative Law, 2014, v. 42, n. 2, p. 491

By:

Conrad-Alam, Melissa Anne

Publication type:

Article

A Yen is Not a Yen: TIBOR/LIBOR and the Determinants of the Japan Premium.

Published in:

Journal of Financial & Quantitative Analysis, 2004, v. 39, n. 1, p. 193, doi. 10.1017/S002210900000394X

By:

Covrig, Vicentiu;
Low, Buen Sin;
Melvin, Michael

Publication type:

Article

A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives.

Published in:

Journal of Financial & Quantitative Analysis, 2003, v. 38, n. 4, p. 847, doi. 10.2307/4126746

By:

Peterson, Sandra;
Stapleton, Richard C.;
Subrahmanyam, Marti G.

Publication type:

Article

Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure.

Published in:

Journal of Financial & Quantitative Analysis, 1991, v. 26, n. 3, p. 409, doi. 10.2307/2331215

By:

Sundaresan, Suresh

Publication type:

Article

Editorial introduction.

Published in:

2010

By:

Gugushvili, Shota;
Klaassen, Chris;
Spreij, Peter

Publication type:

Editorial

Linearized Hamiltonian of the LIBOR market model: analytical and empirical results.

Published in:

Applied Economics, 2016, v. 48, n. 10, p. 878, doi. 10.1080/00036846.2015.1090546

By:

Tang, Pan;
Baaquie, Belal E.;
Du, Xin;
Zhang, Ying

Publication type:

Article

Real-World Scenarios With Negative Interest Rates based on the LIBOR Market Model.

Published in:

Applied Mathematical Finance, 2018, v. 25, n. 5/6, p. 466, doi. 10.1080/1350486X.2018.1492348

By:

Lopes, Sara Dutra;
Vázquez, Carlos

Publication type:

Article

The affine inflation market models.

Published in:

Applied Mathematical Finance, 2017, v. 24, n. 4, p. 281, doi. 10.1080/1350486X.2017.1378582

By:

Waldenberger, Stefan

Publication type:

Article

THE RECENT FINANCIAL CRISIS AND ITS IMPACT ON INTEREST RATE SWAPS: A ROAD TO RECOVERY THROUGH THE FRUSTRATION OF COMMERCIAL PURPOSE DOCTRINE.

Published in:

Indiana International & Comparative Law Review, 2015, v. 25, n. 1, p. 429

By:

Ahonen, Zachary

Publication type:

Article

Final Regulations Addressing IBOR Transitions.

Published in:

Journal of Taxation of Financial Products, 2022, v. 19, n. 1, p. 5

By:

Cholst, David J.;
Kopp, Steven L;
Nirenberg, David Z.

Publication type:

Article

The More Things Change, the More They Stay the Same? Losses in a Deemed Exchange and the Wash Sale Rules.

Published in:

Journal of Taxation of Financial Products, 2021, v. 18, n. 3, p. 7

By:

Humphreys, Thomas A.;
Young, Brennan W.

Publication type:

Article

The Modern Treasury and Risk Management Function: An Overview of Certain Key Tax Considerations.

Published in:

Journal of Taxation of Financial Products, 2021, v. 18, n. 1, p. 5

By:

Weiss, Justin;
Raglan, Hubert

Publication type:

Article

IRS Guidance: Rev. Proc. 2020-44 Guidance on LIBOR-Related Contract Modifications Adopting Fallback Language.

Published in:

Journal of Taxation of Financial Products, 2020, v. 17, n. 4, p. 5

By:

Rodrick, Jeffrey T.;
Raglan, Hubert;
Mosby, Matthew

Publication type:

Article

A Note from the Editors-in-Chief.

Published in:

Journal of Taxation of Financial Products, 2020, v. 17, n. 4, p. 3

By:

PRICE, MARK H.;
TOMPKINS, JOSHUA S.

Publication type:

Article

Clearing Up the Tax Considerations of the Cleared Swap Discounting Transitions.

Published in:

Journal of Taxation of Financial Products, 2020, v. 17, n. 3, p. 29

By:

Mosby, Matthew;
Raglan, Hubert;
Tompkins, Joshua S.

Publication type:

Article

New IRS IBOR/SOFR Rules Do Not Fully Resolve Calculation Challenges for Debt.

Published in:

Journal of Taxation of Financial Products, 2019, v. 16, n. 4, p. 21

By:

Conlon, Stevie D.;
Vayser, Anna;
Schwaba, Robert

Publication type:

Article

The Tax Advisor’s Practical Guide to LIBOR Replacement.

Published in:

Journal of Taxation of Financial Products, 2019, v. 16, n. 4, p. 11

By:

Humphreys, Thomas A.;
Young, Brennan W.

Publication type:

Article

Transitioning from LIBOR to a Replacement Rate Index: What Steps Should Lenders Take Now?

Published in:

Journal of Equipment Lease Financing, 2019, v. 37, n. 2, p. 1

By:

Kalgreen, Andrew

Publication type:

Article

TOBs: More Than Meets the Eye.

Published in:

Municipal Finance Journal, 2020, v. 40/41, n. 4/1, p. 109

By:

Vetter, John;
Hlavin, Steven M.

Publication type:

Article

Correction to: Learning from Law Enforcement.

Published in:: Journal of the European Economic Association, 2024, v. 22, n. 6, p. 2909, doi. 10.1093/jeea/jvae021
Publication type:: Article

lacking interest in interest rates: will the phase-out of LIBOR and negative rates go unnoticed by arbitration practitioners?

Published in:

Arbitration International, 2021, v. 37, n. 3, p. 735, doi. 10.1093/arbint/aiab031

By:

Kalinin, Mikhail;
Peer, Michael

Publication type:

Article

Introducing the Kansas City Fed's Measure of Policy Rate Uncertainty (KC PRU).

Published in:

Economic Review (01612387), 2024, v. 109, n. 7, p. 1

By:

Bundick, Brent;
Smith, A. Lee;
Van der Meer, Luca

Publication type:

Article

Two Decades of Accounting Fraud Research: The Missing Meso-Level Analysis.

Published in:

SAGE Open, 2023, v. 13, n. 2, p. 1, doi. 10.1177/21582440231197305

By:

Lokanan, Mark E.;
Sharma, Prerna

Publication type:

Article

Winners announced for the Uniformed Youth Social Action Fund.

Published in:: Education Journal, 2014, n. 210, p. 8
Publication type:: Article

Distress in Money Markets During the Global Financial Crisis: An Analysis of Co-Movement and Transmission.

Published in:

IUP Journal of Applied Finance, 2013, v. 19, n. 1, p. 72

By:

Ito, Takayasu

Publication type:

Article