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~isPartOf:"Journal of financial economics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Geldpolitik"
~subject:"Kreditrisiko"
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Geldpolitik
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Journal of financial economics
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
2
The differential impact of monetary policy announcements and explanatory minutes releases on the Australian interest rate futures market
McCredie, Bronwyn
;
Docherty, Paul
;
Easton, Steve
; …
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010495710
Saved in:
3
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
4
RBA monetary policy communication : the response of Australian interest rate futures to changes in RBA monetary policy
Smales, Lee A.
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 793-808
Persistent link: https://www.econbiz.de/10009619763
Saved in:
5
Decomposing swap spreads
Feldhütter, Peter
;
Lando, David
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 375-405
Persistent link: https://www.econbiz.de/10003720318
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