EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject_exact:"Swap"
Narrow search

Narrow search

Year of publication
Subject
All
Swap 2,211 Theorie 620 Theory 616 Derivat 515 Derivative 514 Kreditrisiko 508 Kreditderivat 500 Credit derivative 497 Credit risk 494 Optionspreistheorie 355 Option pricing theory 350 Zinsstruktur 307 Yield curve 301 Interest rate derivative 281 Zinsderivat 281 Volatilität 273 Volatility 270 Welt 203 World 200 USA 198 United States 193 Finanzkrise 183 Financial crisis 181 Risikoprämie 171 Risk premium 170 Hedging 138 Insolvency 130 Insolvenz 130 Schätzung 130 Estimation 129 Portfolio selection 126 Portfolio-Management 126 Geldpolitik 120 Monetary policy 119 Stochastic process 117 Stochastischer Prozess 117 Zins 115 Interest rate 113 Währungsderivat 111 Currency derivative 110
more ... less ...
Online availability
All
Free 800 Undetermined 415
Type of publication
All
Book / Working Paper 1,164 Article 1,074
Type of publication (narrower categories)
All
Article in journal 953 Aufsatz in Zeitschrift 953 Graue Literatur 360 Non-commercial literature 360 Working Paper 321 Arbeitspapier 306 Aufsatz im Buch 96 Book section 96 Hochschulschrift 81 Thesis 64 Collection of articles of several authors 22 Sammelwerk 22 Lehrbuch 19 Textbook 19 Bibliografie enthalten 18 Bibliography included 18 Collection of articles written by one author 15 Sammlung 15 Dissertation u.a. Prüfungsschriften 13 Glossar enthalten 6 Glossary included 6 Amtsdruckschrift 5 Government document 5 Konferenzschrift 5 Aufsatzsammlung 3 Bibliografie 3 Case study 3 Conference paper 3 Fallstudie 3 Konferenzbeitrag 3 Mehrbändiges Werk 3 Multi-volume publication 3 Handbook 2 Handbuch 2 Systematic review 2 Übersichtsarbeit 2 Article 1 CD-ROM, DVD 1 Conference proceedings 1 Diskette 1
more ... less ...
Language
All
English 2,033 German 124 Undetermined 50 French 9 Italian 9 Spanish 9 Polish 2 Danish 1 Finnish 1 Portuguese 1
more ... less ...
Author
All
Yang, Zhaojun 17 Tang, Dragon Yongjun 16 Fabozzi, Frank J. 15 Longstaff, Francis A. 15 Aizenman, Joshua 14 Bahaj, Saleem 13 Reis, Ricardo 13 Schwartz, Eduardo S. 13 Goldberg, Linda S. 12 Joshi, Mark S. 12 Brigo, Damiano 10 Carr, Peter 10 Duffie, Darrell 10 SenGupta, Indranil 10 Subrahmanyam, Marti G. 10 Trolle, Anders B. 10 Zhang, Hai 10 Baba, Naohiko 9 Burgess, Nicholas 9 Fang, Victor 9 Filipović, Damir 9 Jinjarak, Yothin 9 Pelsser, Antoon André Jean 9 Swishchuk, Anatoliy V. 9 Syrstad, Olav 9 Wang, Sarah Qian 9 Azad, A. S. M. Sohel 8 Batten, Jonathan A. 8 Bordo, Michael D. 8 Cossin, Didier 8 Kolb, Robert W. 8 Norden, Lars 8 Park, Donghyun 8 Pietersz, Raoul 8 Zheng, Wendong 8 Allen, William A. 7 Chen, Ren-Raw 7 Cui, Zhenyu 7 Das, Satyajit 7 Lee, Samuel 7
more ... less ...
Institution
All
National Bureau of Economic Research 21 Institut für Schweizerisches Bankwesen <Zürich> 9 National Centre of Competence in Research North South <Bern> 6 Group of Thirty / Global Derivatives Study Group 4 HAL 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 3 Institut für Industrielle Informationstechnik <Karlsruhe> 3 OECD 3 Task Force on Low Inflation (LIFT) 3 World Bank 3 Bank für Internationalen Zahlungsausgleich <Basel> 2 Bundesverband Deutscher Banken / Kommission für Bilanzierungsfragen 2 Centre for Financial Research <Köln> 2 Econometrisch Instituut <Rotterdam> 2 Federal Reserve System / Board of Governors 2 Frankfurt School of Finance & Management 2 Inter-American Development Bank 2 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 2 Swiss National Centre of Competence in Research North South <Bern> 2 Universität <Mannheim> / Behavioral Finance Group 2 Asian Development Bank Institute, Asian Development Bank 1 Association Luxembourgeoise des Juristes de Banque 1 Bank für Internationalen Zahlungsausgleich 1 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 Bank of England 1 British Bankers' Association 1 C.E.P.R. Discussion Papers 1 Centre for Analytical Finance <Århus> 1 Chambre de commerce et d'industrie de Paris 1 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 1 Deloitte Touche Tohmatsu <New York, NY> 1 Deutsche Bundesbank <Frankfurt, Main> 1 Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe 1 Economics Department, European Investment Bank (EIB) 1 Ekonomiska forskningsinstitutet <Stockholm> 1 Erasmus Research Institute of Management 1 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 1 Federal Reserve Bank <New York, NY> 1 Federal Reserve Bank of Chicago 1
more ... less ...
Published in...
All
International journal of theoretical and applied finance 43 The journal of derivatives : the official publication of the International Association of Financial Engineers 29 The journal of fixed income 24 Applied mathematical finance 23 Journal of banking & finance 23 NBER working paper series 21 International review of financial analysis 19 Working paper / National Bureau of Economic Research, Inc. 19 Mathematical finance : an international journal of mathematics, statistics and financial theory 18 Journal of financial economics 17 The journal of computational finance 17 The journal of futures markets 16 NBER Working Paper 15 Review of derivatives research 14 Working Paper 14 Finance and stochastics 13 The journal of finance : the journal of the American Finance Association 13 International review of economics & finance : IREF 12 Journal of international financial markets, institutions & money 12 Research paper series / Swiss Finance Institute 12 European journal of operational research : EJOR 11 Journal of international money and finance 11 Staff working papers / Bank of England 11 Applied economics 10 Journal of financial and quantitative analysis : JFQA 10 Journal of securities operations & custody 10 The European journal of finance 10 The review of financial studies 10 Discussion paper / Centre for Economic Policy Research 9 Discussion papers / CEPR 9 European financial management : the journal of the European Financial Management Association 9 Finance research letters 9 International journal of financial engineering 9 Journal of financial services research : JFSR 9 Management science : journal of the Institute for Operations Research and the Management Sciences 9 The North American journal of economics and finance : a journal of financial economics studies 9 The journal of investment compliance 9 Applied economics letters 8 Bank of England Working Paper 8 Economics letters 8
more ... less ...
Source
All
ECONIS (ZBW) 2,109 USB Cologne (EcoSocSci) 47 USB Cologne (business full texts) 35 RePEc 30 EconStor 17
Showing 1 - 50 of 2,238
Cover Image
Chinese yuan interest rate swap yields
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023
This paper models the dynamics of Chinese yuan (CNY)-denominated long-term interest rate swap yields. The financial sector plays a vital role in the Chinese economy, which has grown rapidly in the past several decades. Going forward, interest rate swaps are likely to have an important role in...
Persistent link: https://ebtypo.dmz1.zbw/10013547789
Saved in:
Cover Image
Carbon default swap : disentangling the exposure to carbon risk through CDS
Blasberg, Alexander; Kiesel, Rüdiger; Taschini, Luca - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013502606
Saved in:
Cover Image
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi; Xie, Jinming - 2023
Persistent link: https://ebtypo.dmz1.zbw/10013502696
Saved in:
Cover Image
An analysis of UK swap yields
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2022
John Maynard Keynes argued that the central bank influences the long-term interest rate through the effect of its policy rate on the short-term interest rate. However, Keynes's claim was confined to the behavior of the long-term government bond yield. This paper investigates whether Keynes's...
Persistent link: https://ebtypo.dmz1.zbw/10013484618
Saved in:
Cover Image
The Term Structure of Covered Interest Rate Parity Violations
Augustin, Patrick; Chernov, Mikhail; Schmid, Lukas; … - 2022
This working paper was written by Patrick Augustin (McGill University and Canadian Derivatives Institute), Mikhail Chernov (University of California Los Angeles, NBER and CEPR), Lukas Schmid (University of Southern California and CEPR) and Dongho Song (Johns Hopkins University).We show...
Persistent link: https://ebtypo.dmz1.zbw/10013492075
Saved in:
Cover Image
Stress relief? : funding structures and resilience to the Covid Shock
Forbes, Kristin; Friedrich, Christian; Reinhardt, Dennis - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013536420
Saved in:
Cover Image
The 2008 financial crises in the Baltic countries
Baudino, Patrizia; Lielkalne, Olga; Reichenbachas, Tomas; … - 2022
Preview
Preview
Persistent link: https://ebtypo.dmz1.zbw/10013477178
Saved in:
Cover Image
The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor - In: The journal of futures markets 42 (2022) 3, pp. 446-471
Persistent link: https://ebtypo.dmz1.zbw/10012817941
Saved in:
Cover Image
The dynamics of rating based credit benchmark curves
Heidorn, Thomas; Schlamann, Sara - 2022
The paper models and analyses the dynamics of credit spread curves based on ratings over the period from 2004 to 2021. Using more than 1.5 million data points of individual bonds, instead of using index data, monthly asset swap spread (ASW) curves are constructed for all rating levels. The paper...
Persistent link: https://ebtypo.dmz1.zbw/10013207136
Saved in:
Cover Image
Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013172797
Saved in:
Cover Image
Demand-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuiri - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013175025
Saved in:
Cover Image
Monetary policy expectation errors
Schmeling, Maik; Schrimpf, Andreas; Steffensen, Sigurd … - 2022 - This version: January 24, 2022
Persistent link: https://ebtypo.dmz1.zbw/10012888375
Saved in:
Cover Image
Effectiveness of central bank swap lines in alleviating the mispricing of FX swaps at the start of the Covid-19 pandemic
Schellekens, Kai; Duijm, Patty - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013426282
Saved in:
Cover Image
"Where’s my swap line?" : a money view of international lender of last resort
Mehrling, Perry - In: Jahrbuch für Wirtschaftsgeschichte 63 (2022) 2, pp. 559-574
Persistent link: https://ebtypo.dmz1.zbw/10013447685
Saved in:
Cover Image
Norway: covered bond swap program
Fulmer, Sean - In: The journal of financial crises 4 (2022) 2, pp. 949-968
Persistent link: https://ebtypo.dmz1.zbw/10013447886
Saved in:
Cover Image
Forecasting variance swap payoffs
Dark, Jonathan; Gao, Xin; Heijden, Thijs van der; … - In: The journal of futures markets 42 (2022) 12, pp. 2135-2164
Persistent link: https://ebtypo.dmz1.zbw/10013465873
Saved in:
Cover Image
The Fed’s central bank swap lines and FIMA repo facility
Choi, Mark; Goldberg, Linda S.; Lerman, Robert; … - In: Economic policy review 28 (2022) 1, pp. 93-113
Persistent link: https://ebtypo.dmz1.zbw/10013329766
Saved in:
Cover Image
Credit default swaps
Bomfim, Antúlio N. - 2022 - This draft: March 4, 2022
Persistent link: https://ebtypo.dmz1.zbw/10013332772
Saved in:
Cover Image
Central Bank Swap Lines : Micro-level Evidence
Ferrara, Gerardo; Mueller, Philippe; Viswanath-Natraj, … - 2022
In this paper we investigate the price, volatility and micro-level effects of central bank swap lines during the 2020 pandemic. These policies lowered the ceiling on covered interest rate parity violations and reduced volatility following settlement of swap line auctions. We then combine...
Persistent link: https://ebtypo.dmz1.zbw/10013289210
Saved in:
Cover Image
Credit Default Swaps
Bomfim, Antulio N. - 2022
Credit default swaps (CDS) are the most common type of credit derivative. This paper provides a brief history of the CDS market and discusses its main characteristics. After describing the basic mechanics of a CDS, I present a simple valuation framework that focuses on the relationship between...
Persistent link: https://ebtypo.dmz1.zbw/10013289298
Saved in:
Cover Image
Weighted variance swaps hedge against Impermanent Loss
Fukasawa, Masaaki; Maire, Basile; Wunsch, Marcus - 2022
Impermanent Loss, the discrepancy between the payoff of liquidity provision versus buy and hold, is sometimes referred to as the ’silent killer’ in Decentralized Finance. We describe how Impermanent Loss can be hedged in a Constant Function Market, both statically as well as dynamically. If...
Persistent link: https://ebtypo.dmz1.zbw/10013290626
Saved in:
Cover Image
Swaps : Commodities Laws in Transition
Taylor-Brill, Barry - 2022
In 1987, the Commodity Futures Trading Commission (CFTC) began analyzing whether swaps were futures under the Commodity Exchange Act (CEA). If yes, over-the-counter (OTC) swaps would violate the CEA’s exchange trading requirement. Rather than address this in a proposed rulemaking, the CFTC...
Persistent link: https://ebtypo.dmz1.zbw/10013290923
Saved in:
Cover Image
The Commodity Exchange Act and Other Bucket Shop Laws : The Future of Commodity Swaps Without Preemption
Taylor-Brill, Barry - 2022
In 1987, the Commodity Futures Trading Commission (CFTC) began analyzing whether swaps were futures under the Commodity Exchange Act (CEA). If yes, over-the-counter (OTC) swaps would violate the CEA’s exchange trading requirement. Rather than address this in a proposed rulemaking, the CFTC...
Persistent link: https://ebtypo.dmz1.zbw/10013290924
Saved in:
Cover Image
Debt Specialization and Credit Default Swaps
Clark, Brian J.; Donato, James; Francis, Bill B. - 2022
We examine the effect of credit default swaps (CDS) trading on debt specialization. We argue that reference firms in CDS contracts exhibit higher debt concentration in comparison to firms that do not have CDS traded on them as a way to minimize creditor conflicts and costs in bankruptcy. Our...
Persistent link: https://ebtypo.dmz1.zbw/10013292273
Saved in:
Cover Image
Inflation-Adjusted Bonds, Swaps, and Derivatives
Jarrow, Robert A.; Yildirim, Yildiray - 2022
The purpose of this paper is to review the literature on inflation-adjusted bonds, swaps, and derivatives. The methodology for valuation and risk management of these securities is an application of the foreign currency extension of a standard HJM term structure model. The two “currencies” in...
Persistent link: https://ebtypo.dmz1.zbw/10013293658
Saved in:
Cover Image
On the deterministic-shift extended CIR model in a negative interest rate framework
Di Francesco, Marco; Kamm, Kevin - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-26
In this paper, we propose a new exogenous model to address the problem of negative interest rates that preserves the analytical tractability of the original Cox-Ingersoll-Ross (CIR) model with a perfect fit to the observed term-structure. We use the difference between two independent CIR...
Persistent link: https://ebtypo.dmz1.zbw/10013252794
Saved in:
Cover Image
A GARCH approach to modeling Chilean long-term swap yields
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2022
This paper econometrically models the dynamics of the Chilean interbank swap yields based on macroeconomic factors. It examines whether the month-over-month change in the short-term interest rate has a decisive influence on the long-term swap yield after controlling for other factors, such as...
Persistent link: https://ebtypo.dmz1.zbw/10013254272
Saved in:
Cover Image
Total Return Meltdown : The Case for Treating Total Return Swaps as Disguised Secured Transactions
Marks, Colin P. - 2022
Archegos Capital Management, at its height, had $20 billion in assets. But in the spring of 2021, in part through its use of total return swaps, Archegos sparked a $30 billion dollar sell-off that left many of the world’s largest banks footing the bill. Mitsubishi UFJ Group estimated a loss of...
Persistent link: https://ebtypo.dmz1.zbw/10013295797
Saved in:
Cover Image
The Law and Economics of Equity Swap Disclosure
Bebchuk, Lucian A. - 2022
The Securities and Exchange Commission has put forward for public comment that would mandate immediate disclosure of the acquisition of any equity swap position with a dollar value exceeding $300 million. This paper examines the proposal. I first show that the proposed rule would impose a...
Persistent link: https://ebtypo.dmz1.zbw/10013296258
Saved in:
Cover Image
The Effect of Credit Default Swaps on Corporate Investment
Hong, Jieying; Wang, Na - 2022
This paper examines how credit default swaps (CDS) affect the corporate investment of the referenced entities. We document a significant reduction in corporate investment after CDS trading, a result that is robust to alternative model specifications and a set of endogeneity tests. Our findings...
Persistent link: https://ebtypo.dmz1.zbw/10013297581
Saved in:
Cover Image
Central bank swap lines : micro-level evidence
Ferrara, Gerardo; Mueller, Philippe; Viswanath-Natraj, … - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013272068
Saved in:
Cover Image
Valuation and Risk Management of Vanilla LIBOR Swaptions in a Fallback
Skoufis, Georgios - 2022
Regulators and central banks are defining-through mathematical formulae-the market microstructure for the calculation of fixings for LIBOR interest rate swaps in terms of the relevant swap rates that reference the Risk-Free Rate that will replace a particular LIBOR post its cessation. The...
Persistent link: https://ebtypo.dmz1.zbw/10013309036
Saved in:
Cover Image
Norway : Covered Bond Swap Program
Fulmer, Sean - 2022
As the Global Financial Crisis spread, liquidity strains appeared in Norwegian money markets, limiting banks from accessing high-quality and long-term financing. In response, on October 24, 2008, the Norwegian government authorized a Norwegian krone (NOK) 350 billion (USD 50 billion) covered...
Persistent link: https://ebtypo.dmz1.zbw/10013404126
Saved in:
Cover Image
The Fed's Central Bank Swap Lines and Fima Repo Facility
Choi, Mark; Goldberg, Linda S.; Lerman, Robert I; … - 2022
Building on the facility design and application experience from the global financial crisis, in March 2020 the Federal Reserve eased the terms on its standing swap lines in collaboration with other central banks, reactivated temporary swap agreements, and introduced the new Foreign and...
Persistent link: https://ebtypo.dmz1.zbw/10013404908
Saved in:
Cover Image
Fpswap : Fair and Privacy Friendly Swap of Digital Assets on Blockchain
Karanjai, Rabimba; Xu, Lei; Gao, Zhimin; Chen, Lin; … - 2022
Bitcoin introduces a new type of digital currency that does not rely on a central system to process and maintain transactions. Benefiting from the concept of a decentralized ledger, users who do not know or trust each other can still conduct transactions in a peer-to-peer manner. Recently,...
Persistent link: https://ebtypo.dmz1.zbw/10013405304
Saved in:
Cover Image
Swap Rate Fallback : Unreasonable Effectiveness of Approximations and Alternatives
Henrard, Marc P. A. - 2022
Cash-settled swaptions with collateral discounting are impacted by the Swap Rate fallback mechanisms decided by working groups/ISDA. The legacy vanilla swaptions are becoming exotic products, as the mechanism is based on a non-linear transformation of the OIS swap rate, and generate convexity...
Persistent link: https://ebtypo.dmz1.zbw/10013405697
Saved in:
Cover Image
Atomic Swaps As Options : A Derivative Finance Approach
Reiter, Jonathan - 2022
We investigate how no-arbitrage conditions from finance impact the applicability of conventional distributed-computing tools in DeFi. Many synchronization proto- cols resemble derivative structures and are therefore priceable using standard tech- niques. By applying these techniques to stylized...
Persistent link: https://ebtypo.dmz1.zbw/10013405721
Saved in:
Cover Image
Hybrid Equity Swap, Cap, and Floor Pricing Under Stochastic Interest by Markov Chain Approximation
Kirkby, Justin - 2022
Hybrid equity-rate derivatives are commonly traded between financial institutions, but are challenging to price with traditional methods. Especially challenging are those contracts which involve an explicit interest rate (fixing) dependence in the cashflows, which stretches typical...
Persistent link: https://ebtypo.dmz1.zbw/10013405903
Saved in:
Cover Image
Electronic Rates Markets & Low Latency Interest Rate Swap Calculations
Burgess, Nicholas - 2022
In electronic rates markets accuracy and low latency are threshold requirements that can be a barrier to market entry as they are essential to survive and compete. In this paper we outline how to achieve high performance by reducing swap pricing and risk calculations into trivial vector and...
Persistent link: https://ebtypo.dmz1.zbw/10013405979
Saved in:
Cover Image
Impact of Credit Default Swaps on Firms’ Operational Efficiency
Qiu, Liangfei; Liu, Ruiqi; Jin, Yong; Ding, Chao; Fan, … - 2022
As one of the most important financial innovations in the last two decades, credit default swap (CDS) contracts have been initiated and actively traded in the market to hedge against credit risks. However, little is known about how these financial innovations affect an underlying firm’s...
Persistent link: https://ebtypo.dmz1.zbw/10013406033
Saved in:
Cover Image
A GARCH Approach to Modeling Chilean Long-Term Swap Yields
Akram, Tanweer; Mamun, Khawaja A. - 2022
This paper econometrically models the dynamics of the Chilean interbank swap yields based on macroeconomic factors. It examines whether the month-over-month change in the short-term interest rate has a decisive influence on the long-term swap yield after controlling for other factors, such as...
Persistent link: https://ebtypo.dmz1.zbw/10013406228
Saved in:
Cover Image
Algorithmic Adjoint Differentiation (AAD) for Swap Pricing and DV01 Risk
Burgess, Nicholas - 2022
We present Algorithmic Adjoint Differentiation (AAD), also known as Automatic Adjoint Differentiation, which computes the derivative(s) of computer code. In finance this leads to a relatively new and novel approach, pioneered by (Giles and Glasserman, 2006), to compute financial risks. When...
Persistent link: https://ebtypo.dmz1.zbw/10013406581
Saved in:
Cover Image
Price-Setting in the Foreign Exchange Swap Market : Evidence from Order Flow
Syrstad, Olav; Viswanath-Natraj, Ganesh - 2022
Using transaction level data from the inter-dealer market, we find that the price impact of one standard deviation change in FX swap order flow has increased from less than one basis point prior to 2008 to about five basis points after 2008. However, the increase in price impact is confined to...
Persistent link: https://ebtypo.dmz1.zbw/10013406893
Saved in:
Cover Image
ESG management and credit risk premia: evidence from credit default swaps for Japan's major companies
Inaba, Kei-Ichiro; Hatakeyama, Yuji - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013368801
Saved in:
Cover Image
Governing global liquidity : Federal Reserve swap lines and the international dimension of US monetary policy
Pape, Fabian - In: New political economy 27 (2022) 3, pp. 455-472
Persistent link: https://ebtypo.dmz1.zbw/10013372892
Saved in:
Cover Image
Carbon default swap : disentangling the exposure to carbon risk through CDS
Blasberg, Alexander; Kiesel, Rüdiger; Taschini, Luca - 2022
Using Credit Default Swap spreads, we construct a forward-looking, market-implied carbon risk factor and show that carbon risk affects firms' credit spread. The effect is larger for European than North American firms and varies substantially across industries, suggesting the market recognises...
Persistent link: https://ebtypo.dmz1.zbw/10013417581
Saved in:
Cover Image
Covered interest parity arbitrage
Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - In: The review of financial studies 35 (2022) 11, pp. 5185-5227
Persistent link: https://ebtypo.dmz1.zbw/10013400160
Saved in:
Cover Image
The dynamics of monthly changes in US swap yields : a Keynesian perspective
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2022
John Maynard Keynes (1930) asserted that the central bank sways the long-term interest rate through the influence of its policy rate on the short-term interest rate. Recent empirical research shows that Keynes's conjecture holds for long-term Treasury yields in the United States. This paper...
Persistent link: https://ebtypo.dmz1.zbw/10013383200
Saved in:
Cover Image
Central bank swap lines : evidence on the effects of the lender of last resort
Bahaj, Saleem; Reis, Ricardo - In: The review of economic studies : RES 89 (2022) 4, pp. 1654-1693
Persistent link: https://ebtypo.dmz1.zbw/10013349962
Saved in:
Cover Image
Electric flight scheduling with battery-charging and battery-swapping opportunities
Mitici, Mihaela; Pereira, Madalena; Oliviero, Fabrizio - In: EURO journal on transportation and logistics 11 (2022), pp. 1-11
With the current advances in aircraft design and Lithium-Ion batteries, electric aircraft are expected to serve as a replacement for conventional, short-range aircraft. This paper addresses the main operational challenges for short-range flights operated with electric aircraft: determining the...
Persistent link: https://ebtypo.dmz1.zbw/10013502538
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...