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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Swap"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Credit spread"
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Yield curve
95
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Geldpolitik
45
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39
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39
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34
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Augustin, Patrick
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers / CEPR
Working papers / Bank for International Settlements
Research paper series / Swiss Finance Institute
6
Working papers / The Levy Economics Institute
4
HKIMR working paper
3
Staff working papers / Bank of England
3
Danmarks Nationalbank working papers
2
Discussion paper / Tinbergen Institute
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2
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1
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1
FIW working paper
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Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
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ECONIS (ZBW)
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1
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
2
Monetary policy expectations and risk premiums : evidence from the OIS curve
Kısacıkoğlu, Burçin
-
2024
Persistent link: https://www.econbiz.de/10014547351
Saved in:
3
An explanation of negative swap spreads : demand for duration from underfunded pension plans
Klingler, Sven
;
Sundaresan, Suresh M.
-
2018
Persistent link: https://www.econbiz.de/10011866843
Saved in:
4
The failure of covered interest parity : FX hedging demand and costly balance sheets
Sushko, Vladyslav
;
Borio, Claudio E. V.
;
McCauley, Robert N.
-
2016
-
This version: 30 October, 2016
Persistent link: https://www.econbiz.de/10011609852
Saved in:
5
The term structure of government debt uncertainty
Mele, Antonio
;
Obayashi, Yoshiki
;
Yang, Shihao
-
2019
Persistent link: https://www.econbiz.de/10012181125
Saved in:
6
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012205741
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