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subject:"Interest rate"
~subject:"USA"
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Selected writings on futures markets : explorations in financial futures markets
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1
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
2
Examining arguments made by interest rate cap advocates
Miller, Thomas W.
;
Black, Harold A.
- In:
Reframing financial regulation : enhancing stability …
,
(pp. 342-387)
.
2016
Persistent link: https://www.econbiz.de/10011799954
Saved in:
3
Manipulations of libor and other reference rates: assessing the impact on the interest rate derivatives market
Meyer, Ralf
- In:
Systemic risk and derivatives trading patterns in the …
,
(pp. 91-143)
.
2015
Persistent link: https://www.econbiz.de/10011950066
Saved in:
4
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
5
Equilibrium on the interest rate market analysis
Kvasničková, Eva
- In:
Market risk and financial markets modeling
,
(pp. 99-113)
.
2012
Persistent link: https://www.econbiz.de/10009514449
Saved in:
6
Massachusetts sells LIBOR index general obligation bonds with an interest rate swap
Feldstein, Sylvan G.
;
Landers, Patrick
- In:
The handbook of municipal bonds
,
(pp. 1253-1256)
.
2008
Persistent link: https://www.econbiz.de/10003715614
Saved in:
7
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
Saved in:
8
Interest rate swaps
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003763594
Saved in:
9
Inflation targeting and the anchoring of inflation expectations in the Western Hemisphere
Gürkaynak, Refet S.
;
Levin, Andrew T.
;
Marder, Andrew N.
; …
- In:
Monetary policy under inflation targeting
,
(pp. 415-465)
.
2007
Persistent link: https://www.econbiz.de/10003537406
Saved in:
10
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
11
Econometric modelling of the euro using two-factor continous time dynamic interest rate models
Nowman, Khalid B.
;
Thapar, Harry
- In:
Dynamic models and their applications in emerging markets
,
(pp. 69-76)
.
2005
Persistent link: https://www.econbiz.de/10003225351
Saved in:
12
Introduction to interest-rate futures and options contracts
Fabozzi, Frank J.
;
Mann, Steven V.
;
Pitts, Mark
- In:
The handbook of fixed income securities
,
(pp. 1163-1185)
.
2005
Persistent link: https://www.econbiz.de/10003055263
Saved in:
13
The basics of interest-rate options
Gartland, William J.
;
Letica, Nicholas C.
- In:
The handbook of fixed income securities
,
(pp. 1225-1248)
.
2005
Persistent link: https://www.econbiz.de/10003055301
Saved in:
14
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
15
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan
- In:
Geld- und Wirtschaftspolitik in gesellschaftlicher …
,
(pp. 255-267)
.
2004
Persistent link: https://www.econbiz.de/10002412082
Saved in:
16
The impact of scheduled news announcements on T-Bond and Bund futures trading
Franke, Günter
;
Hess, Dieter
- In:
Institutional arrangements for global economic integration
,
(pp. 337-366)
.
2000
Persistent link: https://www.econbiz.de/10001533882
Saved in:
17
Predicting monetary policy using federal funds futures prices
Söderström, Ulf
- In:
Monetary policy under uncertainty
,
(pp. 49-80)
.
1999
Persistent link: https://www.econbiz.de/10001440129
Saved in:
18
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 457-467)
.
1985
Persistent link: https://www.econbiz.de/10001305653
Saved in:
19
The effect of futures trading on the price volatility of GNMA securities
Simpson, W. Gary
- In:
Selected writings on futures markets : explorations in …
,
(pp. 431-440)
.
1985
Persistent link: https://www.econbiz.de/10001305655
Saved in:
20
The relationship between futures and cash prices for US Treasury bonds
Resnick, Bruce G.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 367-383)
.
1985
Persistent link: https://www.econbiz.de/10001305659
Saved in:
21
Interest rate hedging for the mortgage banker : the effect of interest rate futures and loan commitments on portfolio return distributions
Bookstaber, Richard M.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 157-185)
.
1985
Persistent link: https://www.econbiz.de/10001305675
Saved in:
22
Improving hedging performance using interest rate futures
Kolb, Robert W.
- In:
Selected writings on futures markets : explorations in …
,
(pp. 105-117)
.
1985
Persistent link: https://www.econbiz.de/10001305695
Saved in:
23
Forward and futurers pricing of Treasury bills
Morgan, George Emir
- In:
Interest rate futures : concepts and issues
,
(pp. 387-400)
.
1982
Persistent link: https://www.econbiz.de/10001258087
Saved in:
24
Interest rate futures : new tool for the financial manager
Bacon, Peter W.
- In:
Interest rate futures : concepts and issues
,
(pp. 241-253)
.
1982
Persistent link: https://www.econbiz.de/10001258096
Saved in:
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