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  • Search: subject_exact:"Cross-currency swap"
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Year of publication
Subject
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Currency derivative 1,513 Währungsderivat 1,513 Theorie 625 Theory 624 USA 332 United States 332 Hedging 230 Wechselkurs 198 Exchange rate 196 Devisenmarkt 174 Foreign exchange market 172 Estimation 146 Schätzung 146 Risikoprämie 136 Risk premium 135 Welt 133 World 133 Derivat 117 Derivative 117 Volatility 115 Volatilität 115 Japan 102 Deutschland 99 Germany 99 US dollar 89 US-Dollar 89 Foreign exchange management 88 Währungsmanagement 88 Großbritannien 82 United Kingdom 82 Interest rate parity 72 Zinsparität 72 CAPM 69 Efficient market hypothesis 69 Effizienzmarkthypothese 69 Option pricing theory 61 Optionspreistheorie 61 Währungsrisiko 58 Yen 58 Yield curve 58
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Online availability
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Free 116 Undetermined 18
Type of publication
All
Article 1,014 Book / Working Paper 503 Journal 2
Type of publication (narrower categories)
All
Article in journal 940 Aufsatz in Zeitschrift 940 Graue Literatur 351 Non-commercial literature 351 Working Paper 284 Arbeitspapier 283 Hochschulschrift 68 Thesis 67 Aufsatz im Buch 58 Book section 58 Collection of articles of several authors 21 Sammelwerk 21 Lehrbuch 20 Bibliografie enthalten 14 Bibliography included 14 Collection of articles written by one author 11 Sammlung 11 Glossar enthalten 9 Glossary included 9 Guidebook 9 Ratgeber 9 Handbook 8 Handbuch 8 Systematic review 6 Übersichtsarbeit 6 Konferenzschrift 5 Conference proceedings 4 Mehrbändiges Werk 3 Multi-volume publication 3 Amtsdruckschrift 2 Aufsatzsammlung 2 Diskette 2 Floppy disk 2 Government document 2 Nachschlagewerk 2 No longer published / No longer aquired 2 Reference book 2 Statistics 2 Statistik 2 Aufgabensammlung 1
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Language
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English 1,328 German 98 Spanish 28 French 27 Italian 10 Undetermined 8 Dutch 4 Polish 4 Portuguese 4 Czech 3 Hungarian 3 Finnish 2 Russian 1 Turkish 1
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Author
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Broll, Udo 47 Wahl, Jack E. 18 Zilcha, Itzhak 18 Kit, Pong Wong 13 Baba, Naohiko 11 Taylor, Mark P. 11 Tucker, Alan L. 10 Vries, Casper G. de 10 Röthig, Andreas 9 Wolff, Christiaan Cornelis Petrus 9 Bernoth, Kerstin 8 Chesney, Marc 8 Lien, Da-hsiang Donald 8 MacDonald, Ronald 8 Peel, David 8 Baillie, Richard 7 Cheung, Yin-Wong 7 Fung, Hung-gay 7 Hagen, Jürgen von 7 Moore, Michael J. 7 Sarno, Lucio 7 Sercu, Piet 7 Zhou, Su 7 Bacchetta, Philippe 6 Batten, Jonathan A. 6 Boucher Breuer, Janice Lee 6 Eckwert, Bernhard 6 Gallo, Giampiero M. 6 Ghosh, Dilip K. 6 Goss, Barry A. 6 Kutan, Ali Mustafa 6 McCurdy, Thomas H. 6 McMahon, Patrick C. 6 Roon, Frans de 6 Bhargava, Vivek 5 Caples, Stephen C. 5 Chiarella, Carl 5 Cifarelli, Giulio 5 Colavecchio, Roberta 5 Díez de los Ríos, Antonio 5
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Institution
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European University Institute / Department of Economics 4 Internationaler Währungsfonds / Research Department 3 Bundesverband Deutscher Banken / Kommission für Bilanzierungsfragen 2 Internationaler Währungsfonds 2 University of Adelaide / School of Economics 2 Arthur Andersen und Co. <Düsseldorf> 1 Association Luxembourgeoise des Juristes de Banque 1 Banco Central de la República Dominicana <Santo Domingo> 1 Bank for International Settlements (BIS) 1 Banque cantonale vaudoise 1 Banque de France / Direction des Etudes Economiques et de la Recherche 1 Caja de Ahorros del Mediterráneo <Alicante> 1 Canadian International Futures Conference and Research Seminar <4, 1988, Toronto> 1 Canadian Securities Institute <Toronto> 1 Center for Strategic and International Studies / Freeman Chair in China Studies 1 Centre for Analytical Finance <Århus> 1 Chicago Mercantile Exchange 1 Commodity Research Bureau 1 Ekonomiska forskningsinstitutet <Stockholm> 1 Frankfurt School of Finance and Management 1 GITAM Institute of Management 1 India / Forward Markets Commission 1 Indian Council for Research on International Economic Relations 1 Institut Universitaire International de Luxembourg 1 Institute of Financial Markets 1 Instituto Valenciano de Investigaciones Económicas 1 Instytut Finansów <Warschau> 1 International Conference on Financial Derivatives <2010, Puducherry> 1 Internationaler Währungsfonds / Central Asia Department 1 Melbourne Business School 1 Multi Commodity Exchange of India Limited 1 National Bank for Agriculture and Rural Development (India) 1 Nederlands Instituut voor het Bank- en Effectenbedrijf <Amsterdam> 1 New York Institute of Finance 1 Oesterreichische Nationalbank 1 Pondicherry University / Department of Commerce 1 School of Economics and Finance <Brisbane> 1 Springer Fachmedien Wiesbaden GmbH 1 Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen 1 University of Western Sydney, Macarthur / Department of Economics and Finance 1
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Published in...
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The journal of futures markets 107 Journal of international money and finance 61 Working paper / National Bureau of Economic Research, Inc. 24 Journal of banking & finance 23 Journal of international financial markets, institutions & money 22 Applied financial economics 21 Economics letters 21 Discussion paper / Centre for Economic Policy Research 17 Global finance journal 17 Journal of financial and quantitative analysis : JFQA 17 Advances in futures and options research : a research annual 14 Journal of international economics 14 The journal of finance : the journal of the American Finance Association 13 Wiley trading series 12 IMF working paper 11 International review of economics & finance : IREF 11 Journal of foreign exchange and international finance : JFEIF 10 Die Bank : Zeitschrift für Bankpolitik und Praxis 9 European economic review : EER 9 International review of financial analysis 9 Journal of multinational financial management 9 Review of futures markets 9 Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück 8 International journal of finance & economics : IJFE 8 International journal of theoretical and applied finance 8 Open economies review 8 The Manchester School of Economic and Social Studies 8 The economic record : er 8 Journal of money, credit and banking : JMCB 7 The European journal of finance 7 Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel 7 Applied economics 6 BIS quarterly review : international banking and financial market developments 6 Discussion paper / Tinbergen Institute 6 EUI working paper / ECO 6 Economie & prévision : EP 6 Journal of applied econometrics 6 Journal of empirical finance 6 Journal of monetary economics 6 Pacific-Basin finance journal 6
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Source
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ECONIS (ZBW) 1,514 RePEc 4 EconStor 1
Showing 1 - 50 of 1,519
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Discriminatory pricing of over-the-counter derivatives
Hau, Harald; Hoffmann, Peter; Langfield, Sam; Timmer, … - 2019
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Persistent link: https://ebtypo.dmz1.zbw/10012021832
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Discriminatory pricing of over-the-counter derivatives
Hau, Harald; Hoffmann, Peter; Langfield, Sam; Timmer, … - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011821204
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Discriminatory pricing of over-the-counter derivatives
Hau, Harald; Hoffmann, Peter; Langfield, Sam; Timmer, … - 2017
Persistent link: https://ebtypo.dmz1.zbw/10011875673
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Discriminatory pricing of over-the-counter derivatives
Hau, Harald; Hoffmann, Peter; Langfield, Sam; Timmer, … - 2017
New regulatory data reveal extensive discriminatory pricing in the foreign exchange derivatives market, in which dealer-banks and their non-financial clients trade over-the-counter. After controlling for contract characteristics, dealer fixed effects, and market conditions, we find that the...
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Persistent link: https://ebtypo.dmz1.zbw/10011978406
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Currency mismatches and vulnerability to exchange rate shocks : nonfinancial firms in Colombia
Barajas, Adolfo; Restrepo Ochoa, Sergio Iván; Steiner, … - 2017
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Persistent link: https://ebtypo.dmz1.zbw/10011763769
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Currency risk management : selected research papers : conference conducted by Department of Finance, GITAM Institute of Management, GITAM - Deemed to be University, Visakhapatnam,...
Prasad, M. S. V. (ed.); Sekhar, G. V. Satya (ed.) - GITAM Institute of Management - 2019
A Comparative Study of Forex Trade of India and China through Forecasting using Browns Method / Kamakshaiah Musunuru, Prof. S.S. Prasada Rao -- Indias Exchange Traded Currency Derivatives Market: An Overview / Gangineni Dhananjhay, Prof. S.S. Prasada Rao An Overview of the Foreign Exchange...
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Persistent link: https://ebtypo.dmz1.zbw/10012036950
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Bank risk premia and abenomics : the return of the Japan premium in the cross-currency swap market
Shabani, Mimoza; Stenfors, Alexis; Toporowski, Jan - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011456787
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China's bilateral currency swap lines
Lin, Zhitao; Zhan, Wenjie; Cheung, Yin-Wong - 2016
We study the determinants of China's bilateral local currency swap lines that were established since the recent global finance crisis. It is found that economic factors, political considerations, and institutional characteristics including trade intensity, economic size, strategic partnership,...
Persistent link: https://ebtypo.dmz1.zbw/10011420839
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Stitching together the global financial safety net
Denbee, Edd; Jung, Carsten; Paternò, Francesco - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011843478
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Deviations from covered interest rate parity and the dollar funding of global banks
Iida, Tomoyuki; Kimura, Takeshi; Sudo, Nao - In: International journal of central banking : IJCB 14 (2018) 4, pp. 275-325
Persistent link: https://ebtypo.dmz1.zbw/10011929547
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Uninformative feedback and risk taking : evidence from retail forex trading
Ben-David, Itzhak; Birru, Justin; Prokopenya, Viktor - 2015
Persistent link: https://ebtypo.dmz1.zbw/10010531877
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Asynchronous monetary policies and international Dollar credit
He, Dong; Wong, Eric; Tsang, Andrew; Ho, Kelvin - 2015
Persistent link: https://ebtypo.dmz1.zbw/10011384186
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Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market
Hossfeld, Oliver; Röthig, Andreas - 2015
We address the question of whether various types of speculative investor correctly anticipate future USD/EUR currency movements or whether they tend rather to react to past exchange rate movements. Throughout the analysis, we differentiate between large and small traders, and an upper bound of...
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Persistent link: https://ebtypo.dmz1.zbw/10011391722
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Hedge Accounting nach IFRS 9 : Analyse des Regelwerks unter besonderer Berücksichtigung des Cash Flow Hedge
Hochreiter, Gerhard - 2017
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Persistent link: https://ebtypo.dmz1.zbw/10011653623
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Empirical study of factors affecting RMB internationalization
Yu, Shih-Chang; Lee, Wo-Chiang - In: The empirical economics letters : a monthly … 16 (2017) 1, pp. 65-72
Persistent link: https://ebtypo.dmz1.zbw/10011718786
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Currency kings : how billionaire traders made their fortune trading forex and how you can too
Robson, Ben - 2017
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Persistent link: https://ebtypo.dmz1.zbw/10011630003
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A review on pricing of currency futures in Indian foreign exchange market
Srivastava, Ankita - In: International journal of economics and business research 13 (2017) 2, pp. 182-189
Persistent link: https://ebtypo.dmz1.zbw/10011714386
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FX options and structured products
Wystup, Uwe - 2017 - Second edition
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Persistent link: https://ebtypo.dmz1.zbw/10011655416
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FX swaps and forwards: missing global debt?
Borio, Claudio E. V.; McCauley, Robert N.; McGuire, … - In: BIS quarterly review : international banking and … (2017), pp. 37-54
Persistent link: https://ebtypo.dmz1.zbw/10011803636
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Over the hedge : do exporters practice selective hedging?
Fabling, Richard; Grimes, Arthur L. - 2014
Persistent link: https://ebtypo.dmz1.zbw/10010243417
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The derivatives market and financial instability
Ionescu, Cristian - In: Economics, management and financial markets 9 (2014) 1, pp. 457-465
Persistent link: https://ebtypo.dmz1.zbw/10011543988
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Yield Curve Construction after Crisis
Baran, Jaroslav; Witzany, Jiří - In: Politická ekonomie 2014 (2014) 1, pp. 67-99
Market value of derivatives after crisis requires discounting with interest rates that take into account the credit risk of the involved counterparties of the trade. The increase of credit risk is evidenced by the presence of basis swap spreads. Using one curve to both estimating the forward...
Persistent link: https://ebtypo.dmz1.zbw/10011195265
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Dislocations in the won-dollar swap markets during the crisis of 2007 - 2009
Baba, Naohiko; Shim, Ilhyock - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 279-302
Persistent link: https://ebtypo.dmz1.zbw/10010471898
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Central bank cooperation during the great recession
Papadia, Francesco - 2013
During the Great Recession, central banks went well beyond their normal operations and provided liquidity in unlimited amounts, in foreign currency and to foreign banks. Central bank cooperation took the form of a swap network, and amounted to an episode of global monetary policy. However,...
Persistent link: https://ebtypo.dmz1.zbw/10009757100
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Interest rate derivative markets in Hungary between 2009 and 2012 in light of the K14 dataset
Kocsis, Zalán; Csávás, Csaba; Mák, István; Pulai, … - 2013
MNB has received daily, transaction-level data on key Hungarian interest rate derivatives markets since the beginning of 2009 with the launching of the K14 report. The dataset that has accumulated since early 2009 provides an opportunity to better comprehend the structure and functioning of...
Persistent link: https://ebtypo.dmz1.zbw/10010222120
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Official interventions through derivatives : affecting the demand for foreign exchange
Kohlscheen, Emanuel; Andrade, Sandro C. - 2013
Persistent link: https://ebtypo.dmz1.zbw/10010206902
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Local currency sovereign risk
Du, Wenxin; Schreger, Jesse - 2013
Persistent link: https://ebtypo.dmz1.zbw/10010227403
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OTC Derivatives Reforms and the Australian Cross-currency Swap Market
Arsov, Ivailo; Moran, Greg; Shanahan, Ben; Stacey, Karl - In: RBA Bulletin (2013) June, pp. 55-64
Reforms to improve the management of counterparty credit risk in over-the-counter (OTC) derivatives markets are underway globally. A key pillar of the reforms is the migration of these markets to central counterparties (CCPs), while higher capital charges and increased collateralisation will...
Persistent link: https://ebtypo.dmz1.zbw/10010815246
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Day trading and swing trading the currency market : technical and fundamental strategies to profit from market moves
Lien, Kathy - 2016 - Third edition
"Play the forex markets to win with this invaluable guide to strategy and analysis Day Trading and Swing Trading the Currency Market gives forex traders the strategies and skills they need to approach this highly competitive arena on an equal footing with major institutions. Now in it's third...
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Persistent link: https://ebtypo.dmz1.zbw/10011413554
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Evidence of information transmission across currency futures markets using frequency domain tests
Kumar, Satish - In: The North American journal of economics and finance : a … 37 (2016), pp. 319-327
Persistent link: https://ebtypo.dmz1.zbw/10011672977
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Uninformative feedback and risk taking : evidence from retail Forex trading
Ben-David, Itzhak; Birru, Justin; Prokopenya, Viktor - 2016
Persistent link: https://ebtypo.dmz1.zbw/10011460512
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Dynamic allocations for currency futures under switching regimes signals
Reus, Lorenzo; Mulvey, John M. - In: European journal of operational research : EJOR 253 (2016) 1, pp. 85-93
Persistent link: https://ebtypo.dmz1.zbw/10011477369
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Information flow between forward and spot markets : evidence from the Chinese Renminbi
Tong, Jiadong; Wang, Zijun; Yang, Jian - In: The journal of futures markets 36 (2016) 7, pp. 695-718
Persistent link: https://ebtypo.dmz1.zbw/10011568547
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Modelling volatility in Indian currency market
Mittal, Sanjiv; Kumar, Ashish - In: International journal of bonds and derivatives 2 (2016) 1, pp. 40-58
Persistent link: https://ebtypo.dmz1.zbw/10011585698
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Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek; Malhotra, Davinder Kumar; Tsetsekos, … - In: International journal of bonds and derivatives 2 (2016) 1, pp. 59-86
Persistent link: https://ebtypo.dmz1.zbw/10011585700
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Trading activities and price discovery in foreign currency futures markets
Chen, Yu-Lun; Gau, Yin-feng; Liao, Wen-Ju - In: Review of quantitative finance and accounting 46 (2016) 4, pp. 792-818
Persistent link: https://ebtypo.dmz1.zbw/10011595489
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Dynamic conditional copula correlation and optimal hedge ratios with currency futures
Kotkatvuori-Örnberg, Juha - In: International review of financial analysis 47 (2016), pp. 60-69
Persistent link: https://ebtypo.dmz1.zbw/10011624046
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China's bilateral currency swap lines
Lin, Zhitao; Zhan, Wenjie; Cheung, Yin-Wong - In: China & world economy 24 (2016) 6, pp. 19-42
Persistent link: https://ebtypo.dmz1.zbw/10011659376
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Covered interest parity with default risk
Csávás, Csaba - In: The European journal of finance 22 (2016) 10/12, pp. 1130-1144
Persistent link: https://ebtypo.dmz1.zbw/10011715322
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The changing shape of interest rate derivatives markets
Ehler, Torsten; Eren, Egemen - In: BIS quarterly review : international banking and … (2016), pp. 53-65
Persistent link: https://ebtypo.dmz1.zbw/10011644090
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Emerging derivatives markets?
Upper, Christian; Valli, Marcos - In: BIS quarterly review : international banking and … (2016), pp. 67-80
Persistent link: https://ebtypo.dmz1.zbw/10011644819
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Non-deliverable forwards: impact of currency internationalisation and derivatives reform
McCauley, Robert N.; Shu, Chang - In: BIS quarterly review : international banking and … (2016), pp. 81-93
Persistent link: https://ebtypo.dmz1.zbw/10011644826
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Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market
Hossfeld, Oliver; Röthig, Andreas - In: Finance research letters 18 (2016), pp. 218-225
Persistent link: https://ebtypo.dmz1.zbw/10011657024
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Measuring efficiency of using currency derivatives to hedge foreign exchange risk : a study on Advanced Chemical Industries (ACI) in Bangladesh
Jahan, Nusrat - In: International journal of economics, finance and … 4 (2016) 2, pp. 57-66
Persistent link: https://ebtypo.dmz1.zbw/10011657929
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FX hedging using forwards and "premium-free" options
Caruana, John Mark - In: Contemporary issues in bank financial management, (pp. 37-71). 2016
Persistent link: https://ebtypo.dmz1.zbw/10011498410
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Forward exchange rate biasedness across developed and developing country currencies : do observed patterns persist out of sample?
Loring, Grace; Lucey, Brian M. - 2012
Persistent link: https://ebtypo.dmz1.zbw/10009666046
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Carry trade and liquidity risk : evidence from forward and cross-currency swap markets
Chang, Yang; Schlögl, Erik - 2012
Persistent link: https://ebtypo.dmz1.zbw/10009613974
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Convertibility restriction in China's foreign exchange market and its impact on forward pricing
Wang, Yi David - 2012
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Persistent link: https://ebtypo.dmz1.zbw/10009678606
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Determinants and dynamics of price disparity in onshore and offshore Renminbi forward exchange rate markets
Li, Ka Fai; Hui, Cho H.; Chung, Tsz-Kin - 2012
Persistent link: https://ebtypo.dmz1.zbw/10009683407
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Currency derivatives and the disconnect between exchange rate volatility and international trade
Straathof, Bas; Calió, Paolo - 2012
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Persistent link: https://ebtypo.dmz1.zbw/10009487395
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