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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

Cross-currency swap market through the lens of OTC derivative transaction data : impact of COVID-19 and subsequent recovery

Maruyama, Rinto; Washimi, Kazuaki - In: Bank of Japan review (2021) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10015187534

European Markets Infrastructure Regulation (EMIR) and Dodd-Frank Wall Street Reform and Consumer Protection Act (DFA) : A New Revolution of OTC Derivatives Towards Transparency

Aditya, P. D. - 2014

Both the European Union (EU) and the United States (US) have now adopted the primary legislation which aims to fulfill the G20 commitments that all standardized over-the-counter (OTC) derivatives should be cleared through central counterparties (CCPs) by end of 2012 and that OTC derivatives...

Persistent link: https://www.econbiz.de/10013063173

Impact of COVID-19 turmoil on the foreign exchange option market : evidence from the Japanese OTC derivative transaction data

Takizuka, Yasutaka; Suzuki, Kazuya - In: Bank of Japan review (2022) 6, pp. 1-10

Persistent link: https://www.econbiz.de/10015187699

Mitigating margin procyclicality : the effectiveness of anti-procyclicality measures during the Covid-19 stress event

Kahros, Argyris; Weißler, Marco - In: The journal of financial market infrastructures 10 (2022) 3, pp. 69-97

Persistent link: https://www.econbiz.de/10014335794

Assessing buy-side preparations for meeting derivatives reform under the European Market Infrastructure Regulation

Goodchild, Elspeth - In: Journal of securities operations & custody 6 (2013/2014) 2, pp. 174-180

Persistent link: https://www.econbiz.de/10010234975

Impact of macroeconomic news on metal futures

Elder, John; Miao, Hong; Ramchander, Sanjay - In: Journal of banking & finance 36 (2012) 1, pp. 51-65

Persistent link: https://www.econbiz.de/10009411172

Essays in financial stability - evaluating the financial reform agenda

Falter, Alexander - 2019

Persistent link: https://www.econbiz.de/10012115809

Macroeconomic news effects in commodity futures and German stock and bond futures markets

Huang, He - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003942888

Linking the Interest Rate Swap Markets to the Macroeconomic Risk : The UK and US Evidence

Azad, A. S. M. Sohel - 2015

In this paper we aim to link the volatility of interest rate swap (hereafter, IRS) markets to the macroeconomic risk … of macroeconomic fundamentals and the fluctuation in swap market volatility. The association between the two is robust …

Persistent link: https://www.econbiz.de/10013028716