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Countercyclical foreign currency borrowing : Eurozone firms in 2007-2009
Bacchetta, Philippe; Merrouche, Ouarda - 2015
disruptions in the FX swap market caused a rise in dollar borrowing from US banks, especially for firms in export-oriented sectors …
Persistent link: https://www.econbiz.de/10011507853
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Benchmark interest rates when the government is risky
Augustin, Patrick; Chernov, Mikhail; Schmid, Lukas; … - 2019
Persistent link: https://www.econbiz.de/10012205741
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Essays on the market structure and pricing of credit derivatives
Junge, Benjamin - 2016
Mots-clés de l'auteur: Credit Default Swap ; Dodd-Frank Act ; Index Credit Default Swap ; Liquidity Risk ; Over …-The-Counter Markets ; Swap Execution Facility ; Transaction Costs …
Persistent link: https://www.econbiz.de/10011903108
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The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars; Weber, Martin - 2004
Persistent link: https://www.econbiz.de/10002434757
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The valuation of market-leveraged stock units
Hull, John; White, Alan - 2019
A market-leveraged stock unit (MSU) is a form of employee compensation in which the number of shares received on the vesting date depends on the stock price at that time. MSUs have been proposed as a way of overcoming some of the drawbacks of stock options and restricted stock units. In this...
Persistent link: https://www.econbiz.de/10012052462
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The real value of China's stock market
Carpenter, Jennifer N.; Lu, Fangzhou; Whitelaw, Robert F. - 2015
Persistent link: https://www.econbiz.de/10010496154
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Liability investment with downside risk
Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013
Persistent link: https://www.econbiz.de/10009748525
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Optimal retirement benefit guarantees
Panageas, Stauros - 2010
Persistent link: https://www.econbiz.de/10003950872
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The price of the smile and variance risk premia
Gruber, Peter H.; Tebaldi, Claudio; Trojani, Fabio - 2015 - This version: September 8, 2015
traded in SPX option markets. The price of the smile reflects two persistent volatility and skewness risks, which imply a … puzzling skew sensitivities of option markets with credit-constrained intermediaries and it builds a challenge for many reduced …
Persistent link: https://www.econbiz.de/10011412294
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The impact of international swap lines on stock returns of banks in emerging markets
Andrieş, Alin Marius; Fischer, Andreas M.; Yeşin, Pınar - 2016
Persistent link: https://www.econbiz.de/10011484477