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subject:"USA"
~isPartOf:"Finance and economics discussion series"
~subject:"CAPM"
~type_genre:"Working Paper"
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USA
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Derivative
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Credit risk
11
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Gibson, Michael S.
2
Gürkaynak, Refet S.
2
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1
Covitz, Daniel M.
1
Durham, J. Benson
1
Eichner, Matthew J.
1
Kim, Don H.
1
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1
Natalucci, Fabio M.
1
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Finance and economics discussion series
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / B
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Fisher College of Business working paper series
6
SFB 649 discussion paper
6
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4
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4
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3
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Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
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Department of Economics discussion papers / Monash University
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Document de travail / F / Groupe Caisse des Dépôts, Service des Etudes Economiques et Financières
2
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NCER working paper series
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2
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ECONIS (ZBW)
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1
Intermeeting rate cuts as a response to rare disasters
Miller, David S.
-
2020
Persistent link: https://www.econbiz.de/10012389445
Saved in:
2
Capturing the evolution of dealer credit terms related to securities financing and OTC derivatives : some initial results from the New Senior Credit Officer Opinion Survey On Deale...
Eichner, Matthew J.
;
Natalucci, Fabio M.
-
2010
Persistent link: https://www.econbiz.de/10008696463
Saved in:
3
Using federal funds futures contracts for monetary policy analysis
Gürkaynak, Refet S.
-
2005
Persistent link: https://www.econbiz.de/10003012508
Saved in:
4
Measuring counterparty credit exposure to a margined counterparty
Gibson, Michael S.
-
2005
Persistent link: https://www.econbiz.de/10003187319
Saved in:
5
Do nonfinancial firms use interest rate derivatives to hedge?
Covitz, Daniel M.
;
Sharpe, Steven A.
-
2005
Persistent link: https://www.econbiz.de/10003173116
Saved in:
6
An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Kim, Don H.
;
Wright, Jonathan H.
-
2005
Persistent link: https://www.econbiz.de/10003087210
Saved in:
7
Understanding the risk of synthetic CDOs
Gibson, Michael S.
-
2004
Persistent link: https://www.econbiz.de/10002117790
Saved in:
8
Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson
-
2003
Persistent link: https://www.econbiz.de/10001770320
Saved in:
9
Market-based measures of monetary policy expectations
Gürkaynak, Refet S.
;
Sack, Brian
;
Swanson, Eric T.
-
2002
Persistent link: https://www.econbiz.de/10001706701
Saved in:
10
Understanding credit derivatives and their potential to synthesize riskless assets
Bomfim, Antúlio N.
-
2001
Persistent link: https://www.econbiz.de/10001637887
Saved in:
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