Search Results - subject:"STR"

Sensitivity of the Euro OIS term structure to ECB policy rate surprises

Herzel, Stefano; Nicolosi, Marco - 2026

Persistent link: https://www.econbiz.de/10015633391

Leverage actually : the impact on banks' borrowing costs in euro area money markets

Andreeva, Desislava Č.; Samarina, Anna; Sousa Faria, Lara - 2025

This paper explores the impact of the regulatory leverage ratio (LR) on banks' demand for reserves and thus the pricing of overnight liquidity in the euro area money markets. We use daily transaction-level money market data during the period between January 2017 - February 2023 and examine the...

Persistent link: https://www.econbiz.de/10015330342

Leverage actually: The impact on banks' borrowing costs in euro area money markets

Andreeva, Desislava; Samarina, Anna; Sousa Faria, Lara - 2025

Persistent link: https://www.econbiz.de/10015432226

Do educational expenditures matter? : Application of a smooth transition regression model

Hassanzadeh, Khadijeh; Naeini, Iman Emtiazi; … - In: World development sustainability 7 (2025), pp. 1-11

Regression (STR) model. The findings reveal that this relationship is statistically significant at both high and low values of …

Persistent link: https://www.econbiz.de/10015605378

Term structure modeling with overnight rates beyond stochastic continuity

Fontana, Claudio; Grbac, Zorana; Schmidt, Thorsten - In: Mathematical finance : an international journal of … 34 (2024) 1, pp. 151-189

Persistent link: https://www.econbiz.de/10014471210

Threshold-based influence of currency devaluation on external debt sustainability : insights from smooth transition regression and multiple thresholds nonlinear ARDL approaches

Odionye, Joseph Chukwudi; Odo, Augustine Chika; Orji, … - In: Journal of international trade & economic development : … 34 (2025) 6, pp. 1483-1516

Persistent link: https://www.econbiz.de/10015552767

How the IBOR reform affects interest rate swaps

Goebel, Josua; Heidorn, Thomas; Huang, Zizhen - 2022

from EONIA to €STR OIS discounting. USD IRS will move from USD LIBOR to the overnight rate SOFR. Consequently, interest … rate that captures their funding costs. Lastly, EURUSD cross currency swaps now mostly exchange €STR for SOFR instead of …

Persistent link: https://www.econbiz.de/10014372714

How the IBOR reform affects interest rate swaps

Goebel, Josua; Heidorn, Thomas; Huang, Zizhen - 2022

Persistent link: https://www.econbiz.de/10014376035

Are natural resource volatility curses or blessings for economic performance? : stories of resource-rich regions

Wang, Qi; Zhang, Li - In: Finance research letters 69 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015192241

The End of LIBOR: On Interest Rate Benchmark Reform, Alternative Risk-Free Rates, IBOR Fallbacks, LIBOR Cessation and Transition

Read, Oliver; Beißer, Jochen - 2021

The reform of LIBOR by its administrator IBA to a transaction-based benchmark, completed 2019, has not succeeded due to lack of transactions. In July 2017 the UK FCA Chief Bailey prepared the market for the end of LIBOR by end-2021. National working groups have developed alternatives to LIBOR...

Persistent link: https://www.econbiz.de/10013439921