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1
Forecasting
swap
rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
2
Money markets, collateral and monetary policy
De Fiore, Fiorella
;
Hoerova, Marie
;
Uhlig, Harald
-
2022
-
This draft: December 2021.
Persistent link: https://www.econbiz.de/10012888394
Saved in:
3
FX spot and
swap
market liquidity spillovers
Krohn, Ingomar
;
Sushko, Vladyslav
-
2020
-
This Version: October 2019
Persistent link: https://www.econbiz.de/10012168958
Saved in:
4
The Fed takes on corporate credit risk: an analysis of the efficacy of the SMCCF
Gilchrist, Simon
;
Wei, Bin
;
Yue, Vivian Z.
;
Zakrajšek, Egon
-
2021
Persistent link: https://www.econbiz.de/10012620900
Saved in:
5
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
Saved in:
6
Monetary policy expectation errors
Schmeling, Maik
;
Schrimpf, Andreas
;
Steffensen, Sigurd …
-
2022
-
This version: January 24, 2022
Persistent link: https://www.econbiz.de/10012888375
Saved in:
7
Accumulation of foreign currency reserves and risk-taking
Fatum, Rasmus
;
Yetman, James
-
2018
Persistent link: https://www.econbiz.de/10011867341
Saved in:
8
An explanation of negative
swap
spreads : demand for duration from underfunded pension plans
Klingler, Sven
;
Sundaresan, Suresh M.
-
2018
Persistent link: https://www.econbiz.de/10011866843
Saved in:
9
Central bank swaps then and now : swaps and dollar liquidity in the 1960s
McCauley, Robert N.
;
Schenk, Catherine R.
-
2020
Persistent link: https://www.econbiz.de/10012238246
Saved in:
10
The failure of covered interest parity : FX hedging demand and costly balance sheets
Sushko, Vladyslav
;
Borio, Claudio E. V.
;
McCauley, Robert N.
-
2016
-
This version: 30 October, 2016
Persistent link: https://www.econbiz.de/10011609852
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