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Barth, Jörn - 2000

Persistent link: https://www.econbiz.de/10013432848

A new approach for an integrated credit and market risk measurement of interest rate swap portfolios

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Persistent link: https://www.econbiz.de/10003905883

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Rauleder, Rainer - 1994

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Valuation, hedging, and bounds of swaps under multi-factor BNS-type stochastic volatility models

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Intervention strategies in foreign exchange market

Martin, Vesna - In: Ekonomske teme 58 (2020) 3, pp. 381-399

The goal of the paper is to present the intervention strategies used by central banks in order to influence the value of the domestic currency, transparency versus discretion when it comes to publishing data about FX intervention and the cost and effectiveness of intervention. It is rarely that...

Persistent link: https://www.econbiz.de/10012522647

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