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~person:"Fang, Victor"
~person:"Gupta, Anurag"
~subject:"Currency derivative"
~subject:"Zins"
~type_genre:"Article in journal"
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Currency derivative
Zins
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4
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Fang, Victor
Gupta, Anurag
Akram, Tanweer
3
Azad, A. S. M. Sohel
3
Bieg, Hartmut
3
Ito, Takayasu
3
Kawaller, Ira G.
3
Mamun, Khawaja Abdullah al
3
Moessner, Richhild
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Rübel, Markus
3
Subrahmanyam, Marti G.
3
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2
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International review of financial analysis
2
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ECONIS (ZBW)
5
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1
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
2
Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
3
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
4
Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk
Azad, A. S. M. Sohel
;
Fang, Victor
;
Wickramanayake, …
- In:
International review of finance
11
(
2011
)
3
,
pp. 353-390
Persistent link: https://www.econbiz.de/10009350006
Saved in:
5
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
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