Search Results - subject:"Interest rate swaps"

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US Dollar swaps after LIBOR

Heidorn, Thomas; Meier, Rebecca - 2024

its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future …

Persistent link: https://www.econbiz.de/10014470193

US Dollar swaps after LIBOR

Heidorn, Thomas; Meier, Rebecca - 2024

its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future …

Persistent link: https://www.econbiz.de/10014468854

Euro interest rate swap yields: Some ARDL models

Akram, Tanweer; al Mamun, Khawaja Abdullah - 2024

actions on the current short-term interest rate. Examining the case of EUR interest rate swaps, the findings of the paper lend …

Persistent link: https://www.econbiz.de/10014581807

Strict certainty preference in the predictive brain : a new perspective on financial innovations and their role in the real economy

Siddiqi, Hammad - In: Annals of finance 20 (2024) 2, pp. 277-287

Persistent link: https://www.econbiz.de/10014566431

The macrodynamics of Indian rupee swap yields

Akram, Tanweer; Mamun, Khawaja Abdullah al - In: International journal of empirical economics 3 (2024) 1, pp. 1-23

This paper econometrically models the dynamics of Indian rupee (INR) swap yields based on key macroeconomic factors using the autoregressive distributive lag (ARDL) approach. It examines whether the short-term interest rate has a decisive influence on long-term INR swap yields after controlling...

Persistent link: https://www.econbiz.de/10014507230