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~accessRights:"free"
~isPartOf:"CFS working paper series"
~isPartOf:"Staff working papers / Bank of England"
~isPartOf:"Série de trabalhos para discussão"
~isPartOf:"Working paper / University of Alberta, Faculty of Arts, Department of Economics"
~isPartOf:"Working paper series / Centre for Practical Quantitative Finance"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Hedging"
~subject:"International economy"
~subject:"Monetary policy"
~subject:"Risk"
~subject:"Rohstoffderivat"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Brown, David P.
5
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Yaron, Amir
4
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Drechsler, Itamar
2
Kogan, Leonid
2
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
18
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12
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1
The market for sharing interest rate risk: quantities behind prices
Khetan, Umang
;
Neamțu, Ioana
;
Sen, Ishita
-
2023
Persistent link: https://www.econbiz.de/10014373715
Saved in:
2
Hedging, market concentration and monetary policy : a joint analysis of gilt and derivatives exposures
Pinter, Gabor
;
Walker, Danny
-
2023
Persistent link: https://www.econbiz.de/10014373716
Saved in:
3
Employing gain-sharing regulation to promote forward contracting in the electricity sector
Brown, David P.
;
Sappington, David Edward Michael
-
2022
Persistent link: https://www.econbiz.de/10013411922
Saved in:
4
The impact of wholesale price caps on forward contracting
Brown, David P.
;
Sappington, David Edward Michael
-
2022
Persistent link: https://www.econbiz.de/10013411925
Saved in:
5
An unintended consequence of holding dollar assets
Czech, Robert
;
Huang, Shiyang
;
Lou, Dong
;
Wang, Tianyu
-
2021
Persistent link: https://www.econbiz.de/10012800834
Saved in:
6
Market structure, risk preferences, and forward contracting incentives
Brown, David P.
;
Sappington, David Edward Michael
-
2021
Persistent link: https://www.econbiz.de/10012793361
Saved in:
7
Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
8
The impacts of load-following forward contracts
Brown, David P.
;
Sappington, David Edward Michael
-
2020
Persistent link: https://www.econbiz.de/10012312093
Saved in:
9
Overnight index swap market-based measures of monetary policy expectations
Lloyd, Simon P.
-
2018
Persistent link: https://www.econbiz.de/10011914414
Saved in:
10
Macroprudential margins : a new countercyclical tool?
O'Neill, Cian
;
Vause, Nicholas
-
2018
Persistent link: https://www.econbiz.de/10011926190
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