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~accessRights:"free"
~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"
~subject:"Hedging"
~subject:"International economy"
~subject:"Risk"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Search: subject:"Derivat <Wertpapier>"
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Hedging
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Derivat
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6
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Brown, David P.
5
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Staff working papers / Bank of England
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Working paper / University of Alberta, Faculty of Arts, Department of Economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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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
Electricity market mergers with endogenous forward contracting
Brown, David P.
;
Eckert, Andrew
-
2016
Persistent link: https://www.econbiz.de/10011488280
Saved in:
10
The role of collateral in supporting liquidity
Baranova, Yuliya
;
Liu, Zijun
;
Noss, Joseph
-
2016
Persistent link: https://www.econbiz.de/10011557382
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