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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of financial crises"
~subject:"Finanzmarktregulierung"
~subject:"Zinsderivat"
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Finanzmarktregulierung
Zinsderivat
Swap
39
Central bank
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Zentralbank
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Geldpolitik
17
Monetary policy
17
Financial crisis
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Finanzkrise
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liquidity
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Arnold, Vincient
1
Cenedese, Gino
1
Filipović, Damir
1
Gupta, Salil
1
Leippold, Markus
1
Minton, Bernadette A.
1
Onur, Esen
1
Ranaldo, Angelo
1
Reiffen, David A.
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Riggs, Lynn
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Strømberg, Jacob
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Trolle, Anders B.
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Zhu, Haoxiang
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Journal of financial economics
The journal of financial crises
Working papers / The Levy Economics Institute
8
International journal of theoretical and applied finance
7
Journal of securities operations & custody
7
Applied mathematical finance
5
International review of financial analysis
5
The journal of computational finance
5
The journal of fixed income
5
Bank of England Working Paper
3
International journal of financial engineering
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper series / Swiss Finance Institute
3
Staff working papers / Bank of England
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
The journal of futures markets
3
Working paper series / Federal Reserve Bank of Atlanta
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Working paper series / Frankfurt School of Finance & Management
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Applied financial economics letters
2
Corporate risk : strategies and management
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Discussion paper
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Economics letters
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European journal of operational research : EJOR
2
Europäische Hochschulschriften / 5
2
Financial markets and instruments
2
Financial markets and portfolio management
2
HKIMR working paper
2
Harvard Business School Finance Case
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of international financial markets, institutions & money
2
Journal of mathematical finance
2
Proceedings of a Conference on Bank Structure and Competition
2
Quantitative finance
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Review of derivatives research
2
The handbook of municipal bonds
2
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
China: central bank swaps to Argentina, 2014
Arnold, Vincient
- In:
The journal of financial crises
5
(
2023
)
1
,
pp. 158-188
Persistent link: https://www.econbiz.de/10014384281
Saved in:
2
Eurozone: central bank swap to Sweden, 2007
Gupta, Salil
- In:
The journal of financial crises
5
(
2023
)
1
,
pp. 335-347
Persistent link: https://www.econbiz.de/10014384457
Saved in:
3
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:
4
Swap trading after Dodd-Frank : evidence from index CDS
Riggs, Lynn
;
Onur, Esen
;
Reiffen, David A.
;
Zhu, Haoxiang
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 857-886
Persistent link: https://www.econbiz.de/10012588374
Saved in:
5
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:
6
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:
7
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
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