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~isPartOf:"Journal of financial economics"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Liquidität"
~subject:"Zinsderivat"
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Search: subject_exact:"Finanzswap"
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Liquidität
Zinsderivat
Swap
30
Derivat
9
Derivative
9
Theorie
9
Theory
9
Credit risk
8
Kreditrisiko
8
Yield curve
8
Zinsstruktur
8
Credit derivative
7
Interest rate derivative
7
Kreditderivat
7
Liquidity
6
Risikoprämie
6
Risk premium
6
Credit default swaps
5
Geldpolitik
5
Monetary policy
5
Interest rate parity
4
Option pricing theory
4
Optionspreistheorie
4
Zinsparität
4
Credit insurance
3
Currency derivative
3
Erwartungsbildung
3
Expectation formation
3
Financial crisis
3
Finanzkrise
3
Insolvency
3
Insolvenz
3
Interest rate
3
Kreditversicherung
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Public bond
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US dollar
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US-Dollar
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Welt
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World
3
Währungsderivat
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English
11
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Pinter, Gabor
2
Vasios, Michalis
2
Aragon, George O.
1
Bahaj, Saleem
1
Benos, Evangelos
1
Cenedese, Gino
1
Ferrara, Gerardo
1
Filipović, Damir
1
Leippold, Markus
1
Li, Lei
1
Minton, Bernadette A.
1
Mueller, Philippe
1
Payne, Richard
1
Qian, Jun
1
Ranaldo, Angelo
1
Reis, Ricardo
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Tang, Dragon Yongjun
1
Trolle, Anders B.
1
Viswanath-Natraj, Ganesh
1
Walker, Danny
1
Wang, Junxuan
1
Wang, Sarah Qian
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Journal of financial economics
Staff working papers / Bank of England
The journal of financial crises
9
Working papers / The Levy Economics Institute
8
International journal of theoretical and applied finance
7
Discussion papers / CEPR
6
International review of financial analysis
6
Applied mathematical finance
5
The journal of computational finance
5
The journal of fixed income
5
BIS Working Paper
4
European journal of operational research : EJOR
4
NBER working paper series
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
Working papers / Bank for International Settlements
4
Bank of England Working Paper
3
HKIMR working paper
3
IMES discussion paper series / Englische Ausgabe
3
International journal of financial engineering
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NBER Working Paper
3
Staff reports / Federal Reserve Bank of New York
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Working paper series / Federal Reserve Bank of Atlanta
3
Working paper series / Frankfurt School of Finance & Management
3
Annual review of financial economics
2
Applied financial economics letters
2
BIS working papers
2
CFM discussion paper series
2
Corporate risk : strategies and management
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Documentos de trabajo / Banco de España
2
Economics letters
2
Essays on the market structure and pricing of credit derivatives
2
Europäische Hochschulschriften / 5
2
Finance research letters
2
Financial markets and instruments
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ECONIS (ZBW)
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1
An anatomy of the 2022 gilt market crisis
Pinter, Gabor
-
2023
Persistent link: https://www.econbiz.de/10014330112
Saved in:
2
Hedging, market concentration and monetary policy : a joint analysis of gilt and derivatives exposures
Pinter, Gabor
;
Walker, Danny
-
2023
Persistent link: https://www.econbiz.de/10014373716
Saved in:
3
Central bank swap lines : micro-level evidence
Ferrara, Gerardo
;
Mueller, Philippe
;
Viswanath-Natraj, …
-
2022
Persistent link: https://www.econbiz.de/10013272068
Saved in:
4
Central bank swap lines
Bahaj, Saleem
;
Reis, Ricardo
-
2018
Persistent link: https://www.econbiz.de/10011919647
Saved in:
5
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
6
Centralized trading, transparency and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos
;
Payne, Richard
;
Vasios, Michalis
-
2016
Persistent link: https://www.econbiz.de/10011443334
Saved in:
7
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
8
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
9
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
10
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:
1
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