Works about INTEREST rate risk

Results: 919

What Constitutes Inside Information for Corporate Bond Issuers?

Published in:

European Company & Financial Law Review, 2025, v. 22, n. 2, p. 214, doi. 10.1515/ecfr-2025-0007

By:

Lidman, Erik

Publication type:

Article

A Legal Review of Default in Online Loans in Indonesia.

Published in:

Journal of Social Research, 2025, v. 4, n. 7, p. 1350, doi. 10.55324/josr.v4i7.2621

By:

Naraswari, Made Indah

Publication type:

Article

Optimal strategy in CIR model and modified constant elasticity of variance.

Published in:

International Journal of Financial Engineering, 2025, v. 12, n. 2, p. 1, doi. 10.1142/S2424786324500142

By:

Karimi, Arezou;
Mehrdoust, Farshid;
Salahi, Maziar

Publication type:

Article

Polynomial Spline Function Applied to Treasury Bonds Term Structure Research.

Published in:

Journal of Systems Science & Information, 2010, v. 8, n. 1, p. 49

By:

Lun Ran;
Jing Wen

Publication type:

Article

A Multistate Saddlepoint Approximation of Credit Risk.

Published in:

Journal of Systems Science & Information, 2005, v. 3, n. 3, p. 625

By:

Yidang Yang;
Fengjing Cai;
Yuan Li

Publication type:

Article

Strategic Planning of Central American Insurers.

Published in:

Journal of Risk & Insurance, 1977, v. 44, n. 3, p. 425, doi. 10.2307/252200

By:

Unterman, Israel

Publication type:

Article

Discovering High-Risk Bank Risk Factors Based on Risk Matrix.

Published in:

International Journal of Information Technology & Decision Making, 2025, v. 24, n. 3, p. 743, doi. 10.1142/S021962202341002X

By:

Wei, Lu;
Miao, Xiyuan;
Jing, Haozhe;
Li, Guowen

Publication type:

Article

FEATURE SELECTION VIA LEAST SQUARES SUPPORT FEATURE MACHINE.

Published in:

International Journal of Information Technology & Decision Making, 2007, v. 6, n. 4, p. 671, doi. 10.1142/S0219622007002733

By:

LI, JIANPING;
CHEN, ZHENYU;
WEI, LIWEI;
XU, WEIXUAN;
KOU, GANG

Publication type:

Article

Impact of Market Expectations on the U.S. Interest Rate Lift-Off in ASEAN-5 Financial System.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 2, p. 243, doi. 10.1007/s10690-020-09314-4

By:

Ooi, Teik-Khim;
Lau, Wee-Yeap

Publication type:

Article

Credit Derivatives in an Affine Framework.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 123, doi. 10.1007/s10690-007-9055-8

By:

Chen, Li;
Filipović, Damir

Publication type:

Article

Bank Exposure to Interest Rate Risks During Financial Liberalization: Evidence from South Korea.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 61, doi. 10.1007/s10690-006-9013-x

By:

Aggarwal, Raj;
Jeon, B.;
Zhao, Xinlei

Publication type:

Article

Understanding the Implied Volatility Surface for Options on a Diversified Index.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 55, doi. 10.1007/s10690-005-4249-4

By:

Heath, David;
Platen, Eckhard

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

TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE.

Published in:

Manchester School (1463-6786), 2009, v. 77, n. 1, p. 112, doi. 10.1111/j.1467-9957.2008.02090.x

By:

CAMARERO, MARIAM;
CARRION-I-SILVESTRE, JOSEP LLUIS;
TAMARIT, CECILIO

Publication type:

Article

Does Interest Rate Volatility Affect the US M1 Demand Function? Evidence From Cointegration.

Published in:

Manchester School (1463-6786), 1999, v. 67, n. 6, p. 621, doi. 10.1111/1467-9957.00172

By:

Choudhry, Taufiq

Publication type:

Article

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives.

Published in:

Management Science, 2000, v. 46, n. 1, p. 46, doi. 10.1287/mnsc.46.1.46.15124

By:

Das, Sanjiv Ranjan;
Sundaram, Rangarajan K.

Publication type:

Article

On the relative importance of duration constraints.

Published in:

Management Science, 1997, v. 43, n. 2, p. 198, doi. 10.1287/mnsc.43.2.198

By:

Paroush, Jacob;
Prisman, Eliezer Z.

Publication type:

Article

MEASURING ISLAMIC STOCK PERFORMANCE IN INDONESIA WITH A MODIFIED SHARPE RATIO.

Published in:

Share: Journal of Islamic Economics & Finance / Jurnal Ekonomi dan Keuangan Islam, 2021, v. 10, n. 2, p. 155, doi. 10.22373/share.v10i2.10493

By:

Qudratullah, Mohammad Farhan

Publication type:

Article

Risques, comportements bancaires et déterminants de la surliquidité.

Published in:

Revue des Sciences de Gestion, 2007, n. 228, p. 93, doi. 10.1051/larsg:2007056

By:

Wanda, Robert

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

Using Corporate Inflation Protected Securities to Hedge Interest Rate Risk.

Published in:

Journal of Applied Corporate Finance, 2009, v. 21, n. 4, p. 97, doi. 10.1111/j.1745-6622.2009.00253.x

By:

Barney, L. Dwayne;
Harvey, Keith D.

Publication type:

Article

Callable Bonds: Better Value Than Advertised?

Published in:

Journal of Applied Corporate Finance, 2008, v. 20, n. 3, p. 91, doi. 10.1111/j.1745-6622.2008.00196.x

By:

Kalotay, Andrew

Publication type:

Article

CREDIT CONSTRAINTS IN THE MARKET FOR CONSUMER DURABLES: EVIDENCE FROM MICRO DATA ON CAR LOANS.

Published in:

International Economic Review, 2008, v. 49, n. 2, p. 401, doi. 10.1111/j.1468-2354.2008.00485.x

By:

Attanasio, Orazio P.;
Koujianou Goldberg, Pinelopi;
Kyriazidou, Ekaterini

Publication type:

Article

CORPORATE BANKRUPTCY REORGANIZATIONS: ESTIMATES FROM A BARGAINING MODEL.

Published in:

International Economic Review, 2008, v. 49, n. 2, p. 659, doi. 10.1111/j.1468-2354.2008.00493.x

By:

Eraslan, Hülya K. K.

Publication type:

Article

Optimization Parameters of Trading System with Constant Modulus of Unit Return.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 8, p. 1384, doi. 10.3390/math8081384

By:

Piasecki, Krzysztof;
Stasiak, Michał Dominik

Publication type:

Article

Risk Management for Bonds with Embedded Options.

Published in:

Mathematics (2227-7390), 2020, v. 8, n. 5, p. 790, doi. 10.3390/math8050790

By:

Díaz, Antonio;
Tolentino, Marta

Publication type:

Article

Determinants of Interest Margin in Pakistan: A Panel Data Analysis.

Published in:

Economies, 2020, v. 8, n. 2, p. 25, doi. 10.3390/economies8020025

By:

Khan, Murad;
Jalil, Abdul

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

Impact of changes in the level, slope and curvature of interest rates on U.S. sector returns: an asymmetric nonlinear cointegration approach.

Published in:

Economic Research-Ekonomska Istrazivanja, 2019, v. 32, n. 1, p. 1275, doi. 10.1080/1331677X.2019.1632726

By:

Jareño, Francisco;
Tolentino, Marta;
González, María de la O;
Oliver, Alejandro

Publication type:

Article

Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio.

Published in:

Economic Research-Ekonomska Istrazivanja, 2016, v. 29, n. 1, p. 475, doi. 10.1080/1331677X.2016.1174391

By:

Obadović, Milica;
Petrović, Evica;
Vunjak, Nenad;
Ilić, Mirjana

Publication type:

Article

Valuation of housing index derivatives.

Published in:

Journal of Futures Markets, 2010, v. 30, n. 7, p. 660, doi. 10.1002/fut.20438

By:

Cao, Melanie;
Wei, Jason

Publication type:

Article

Credit risk management in Greater China.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 6, p. 582, doi. 10.1002/fut.20320

By:

Byström, Hans

Publication type:

Article

Hedging under counterparty credit uncertainty.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 248, doi. 10.1002/fut.20287

By:

Mahul, Olivier;
David Cummins, J.

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

THE JUMP COMPONENT OF THE VOLATILITY STRUCTURE OF INTEREST RATE FUTURES MARKETS: AN INTERNATIONAL COMPARISON.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 12, p. 1125, doi. 10.1002/fut.10105

By:

Chiarella, Carl;
Thuy-Duong T&ocric;, Carl

Publication type:

Article

THE COMPONENTS OF INTEREST RATE SWAP SPREADS: THEORY AND INTERNATIONAL EVIDENCE.

Published in:

Journal of Futures Markets, 2003, v. 23, n. 4, p. 347, doi. 10.1002/fut.10065

By:

Fehle, Frank

Publication type:

Article

MODELING THE CONDITIONAL MEAN AND VARIANCE OF THE SHORT RATE USING DIFFUSION, GARCH, AND MOVING AVERAGE MODELS.

Published in:

Journal of Futures Markets, 2000, v. 20, n. 8, p. 717, doi. 10.1002/1096-9934(200009)20:8<717::AID-FUT2>3.0.CO;2-A

By:

Bali, Turan G.

Publication type:

Article

DERIVATIVES AND THE PRICE OF RISK.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 7, p. 839, doi. 10.1002/(SICI)1096-9934(199710)17:7<839::AID-FUT6>3.0.CO;2-O

By:

Bollen, Nicolas P.B.

Publication type:

Article

HEDGING SHORT-TERM INTEREST RISK UNDER TIME-VARYING DISTRIBUTIONS.

Published in:

Journal of Futures Markets, 1995, v. 15, n. 7, p. 767, doi. 10.1002/fut.3990150703

By:

Gagnon, Louis;
Lypny, Greg

Publication type:

Article

Effectiveness of Hedging Interest Rate Risks and Stock Market Risks with Financial Futures.

Published in:

Journal of Futures Markets, 1988, v. 8, n. 3, p. 319, doi. 10.1002/fut.3990080306

By:

Fortin, Michel;
Khoury, Nabil T.

Publication type:

Article

Interest rate risk of life insurers: Evidence from accounting data.

Published in:

Financial Management (Wiley-Blackwell), 2021, v. 50, n. 2, p. 587, doi. 10.1111/fima.12305

By:

Möhlmann, Axel

Publication type:

Article

Callable Bonds Revisited.

Published in:

Financial Management (Wiley-Blackwell), 2010, v. 39, n. 2, p. 613, doi. 10.1111/j.1755-053X.2010.01086.x

By:

Banko, John C.;
Lei Zhou

Publication type:

Article

The Overvaluation of Sterling Since 1996: How the Policy makers Responded and Why.

Published in:

Economic Journal, 2006, v. 116, n. 512, p. F185, doi. 10.1111/j.1468-0297.2006.01096.x

By:

Cobham, David

Publication type:

Article

SHOE-LEATHER COSTS RECONSIDERED.

Published in:

Economic Journal, 1998, v. 108, n. 447, p. 363, doi. 10.1111/1468-0297.00292

By:

Chadha, Jagjit S.;
Haldane, Andrew G.;
Janssen, Norbert G. J.

Publication type:

Article

TÜRK BANKACILIK SEKTÖRÜNDE FAİZ ORANI RİSKİ ALGISI VE YÖNETİMİ.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2011, v. 25, n. 93, p. 101

By:

Candemİr, Gözde

Publication type:

Article

BİST SINAİ SEKTÖRÜ SİSTEMATİK RİSK BİLEŞENLERİNİN ANALİZİ.

Published in:

Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar, 2019, v. 56, n. 649, p. 43

By:

GÜMÜŞ, Ersin;
ÇOŞKUN, Metin

Publication type:

Article

A New Stochastic Duration Based on the Vasicek and CIR Term Structure Theories.

Published in:

Journal of Business Finance & Accounting, 2000, v. 27, n. 7/8, p. 911, doi. 10.1111/1468-5957.00339

By:

Xueping Wu

Publication type:

Article

RISK MANAGEMENT TECHNIQUES EMPLOYED WITHIN THE U.S. CREDIT UNION INDUSTRY.

Published in:

Journal of Business Finance & Accounting, 1994, v. 21, n. 1, p. 15, doi. 10.1111/j.1468-5957.1994.tb00303.x

By:

Reichert, Alan K.;
Rubens, Jack H.

Publication type:

Article

DIVERSIFICATION AND INTEREST RATE RISK.

Published in:

Journal of Business Finance & Accounting, 1991, v. 18, n. 1, p. 43, doi. 10.1111/j.1468-5957.1991.tb00578.x

By:

Ehrhardt, Michael C.

Publication type:

Article

SYNOPSES OF ARTICLES.

Published in:: 1975
Publication type:: Abstract