Search Results - subject:"interest rate swap"

The impact of yield curve control under different regimes on Japanese Government Bonds and swap markets in the super long term

Ito, Takayasu - In: The journal of corporate accounting & finance 36 (2025) 1, pp. 55-60

Persistent link: https://www.econbiz.de/10015371247

Macro-financial models of Canadian dollar interest rate swap yields

Akram, Tanweer; Mamun, Khawaja - 2024

This paper analyzes the dynamics of Canadian dollar-denominated (CAD) interest rate swap yields. It applies …-term interest rate and other relevant macro-financial variables on interest rate swap yields. It shows that the current short … the Keynesian hypothesis by showing that the same pattern holds for CAD interest rate swap yields. The results obtained in …

Persistent link: https://www.econbiz.de/10015152683

Regulatory reforms and price heterogeneity in an OTC derivative market

Miyakawa, Daisuke; Oda, Takemasa; Sone, Taihei - 2023

Persistent link: https://www.econbiz.de/10014430501

US ($) interest rate and cross currency swaps after the LIBOR funeral : a corporate treasury primer

Heidorn, Thomas; Liem, Erik; Requardt, Stefan; … - 2025

This paper examines the transition from LIBOR to SOFR in the US and maps out the consequences for European corporate treasurers by showing how the application of SOFR in cash products and derivatives differs from LIBOR. As interest rate and cross-currency swaps transition to compounded SOFR,...

Persistent link: https://www.econbiz.de/10015333448