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  • Search: subject:"swaps"
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Year of publication
Subject
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Swap 2,203 Theorie 809 Theory 807 Credit risk 663 Kreditderivat 662 Credit derivative 659 Kreditrisiko 648 Derivative 583 Derivat 581 Zinsstruktur 432 Yield curve 431 Optionspreistheorie 414 Option pricing theory 412 Zinsderivat 380 Interest rate derivative 379 Volatility 364 Volatilität 362 Welt 339 World 336 Credit default swaps 292 Financial crisis 255 Risikoprämie 252 Risk premium 252 Finanzkrise 248 credit default swaps 247 USA 235 United States 230 Monetary policy 184 Geldpolitik 181 Kreditversicherung 181 Credit insurance 179 Hedging 176 Currency derivative 175 Währungsderivat 175 Stochastic process 153 Stochastischer Prozess 153 Portfolio selection 152 Portfolio-Management 152 Risk management 151 Risk 147
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Online availability
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Free 1,417 Undetermined 808 CC license 32
Type of publication
All
Book / Working Paper 1,663 Article 1,643 Other 20
Type of publication (narrower categories)
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Article in journal 1,270 Aufsatz in Zeitschrift 1,270 Working Paper 522 Graue Literatur 462 Non-commercial literature 462 Arbeitspapier 407 Aufsatz im Buch 102 Book section 102 Hochschulschrift 71 Thesis 60 Collection of articles of several authors 23 Sammelwerk 23 Bibliografie enthalten 18 Bibliography included 18 Article 14 Lehrbuch 14 Textbook 14 Collection of articles written by one author 13 Sammlung 13 research-article 13 technical-paper 7 Aufsatzsammlung 6 Conference paper 6 Konferenzbeitrag 6 Glossar enthalten 5 Glossary included 5 Konferenzschrift 5 Research Report 5 Amtsdruckschrift 3 Bibliografie 3 Case study 3 Fallstudie 3 Government document 3 Gesetz 2 Law 2 Mehrbändiges Werk 2 Multi-volume publication 2 Systematic review 2 Übersichtsarbeit 2 Amtliche Publikation 1
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Language
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English 2,736 Undetermined 438 German 115 Spanish 11 French 10 Italian 9 Polish 3 Portuguese 2 Danish 1 Finnish 1 Slovak 1
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Author
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Akram, Tanweer 24 Aizenman, Joshua 22 Longstaff, Francis A. 21 Mamun, Khawaja 19 Yang, Zhaojun 18 Heidorn, Thomas 17 Bahaj, Saleem 16 Fabozzi, Frank J. 16 Gündüz, Yalın 16 Reis, Ricardo 16 Tang, Dragon Yongjun 16 Jinjarak, Yothin 15 Moessner, Richhild 15 Syrstad, Olav 15 Goldberg, Linda S. 14 Gündüz, Yalin 14 Schwartz, Eduardo S. 13 Swishchuk, Anatoliy V. 13 Carr, Peter 12 Park, Donghyun 12 Trolle, Anders B. 12 Zhou, Hao 12 Brigo, Damiano 11 Colonnello, Stefano 11 Cossin, Didier 11 Jarrow, Robert A. 11 Joshi, Mark S. 11 Pirotte, Hugues 11 Schrimpf, Andreas 11 Allen, William A. 10 Augustin, Patrick 10 Batten, Jonathan A. 10 Burgess, Nicholas 10 Capponi, Agostino 10 Duffie, Darrell 10 Fang, Victor 10 Filipović, Damir 10 Houweling, Patrick 10 Mayordomo, Sergio 10 Ongena, Steven 10
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Institution
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International Monetary Fund (IMF) 67 International Monetary Fund 35 National Bureau of Economic Research 25 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 24 Federal Reserve Bank of New York 19 Federal Reserve Board (Board of Governors of the Federal Reserve System) 12 Deutsche Bundesbank 10 Federal Reserve Bank of Chicago 10 Bank for International Settlements (BIS) 7 C.E.P.R. Discussion Papers 7 Department of Economics, University of Connecticut 6 Frankfurt School of Finance and Management 6 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 Banca d'Italia 5 European Central Bank 5 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 4 EconWPA 4 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 4 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 4 OECD 4 Asian Development Bank Institute, Asian Development Bank 3 East Asian Bureau of Economic Research (EABER) 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Nationalekonomiska institutionen, Handelshögskolan 3 Society for Computational Economics - SCE 3 Task Force on Low Inflation (LIFT) 3 Tinbergen Instituut 3 Université Paris-Dauphine (Paris IX) 3 World Bank 3 World Scientific Publishing Co. Pte. Ltd. 3 Banco de España 2 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 2 Banque de France 2 Bundesverband Deutscher Banken / Kommission für Bilanzierungsfragen 2 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Departamento de Economía Aplicada, Facultade de Ciencias Económicas e Empresariais 2 Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) 2 Dipartimento di Scienze Economiche, Facoltà di Economia 2 Econometrisch Instituut <Rotterdam> 2 Economics Department, University of California-Santa Cruz (UCSC) 2
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Published in...
All
International journal of theoretical and applied finance 45 Journal of banking & finance 37 IMF Working Papers 32 IMF Staff Country Reports 31 The journal of derivatives : the official publication of the International Association of Financial Engineers 29 International review of financial analysis 26 NBER working paper series 25 Journal of financial economics 24 The journal of financial crises 24 Finance research letters 22 Applied mathematical finance 21 MPRA Paper 20 The journal of fixed income 20 The journal of futures markets 20 Working Paper 20 Journal of international financial markets, institutions & money 19 Mathematical finance : an international journal of mathematics, statistics and financial theory 19 NBER Working Paper 19 Research paper series / Swiss Finance Institute 19 The journal of computational finance 19 Working paper / National Bureau of Economic Research, Inc. 19 European journal of operational research : EJOR 17 International Journal of Theoretical and Applied Finance (IJTAF) 17 Review of derivatives research 17 Applied economics 16 Management science : journal of the Institute for Operations Research and the Management Sciences 16 The European journal of finance 16 Journal of empirical finance 15 Discussion paper 14 Discussion papers / CEPR 14 Finance and stochastics 14 International review of economics & finance : IREF 14 Journal of international money and finance 14 Quantitative finance 14 The journal of finance : the journal of the American Finance Association 14 Frankfurt School - Working Paper Series 13 Journal of securities operations & custody 13 Staff working papers / Bank of England 13 Bundesbank Discussion Paper 12 Economics letters 12
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Source
All
ECONIS (ZBW) 2,601 RePEc 530 EconStor 134 BASE 28 Other ZBW resources 24 USB Cologne (EcoSocSci) 9
Showing 1 - 10 of 3,326
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Pricing of averaged variance, volatility, covariance and correlation swaps with semi-markov volatilities
Sviščuk, Anatolij; Franco, Sebastian - In: Risks : open access journal 11 (2023) 9, pp. 1-22
pricing variance, volatility, covariance and correlation swaps for financial markets with semi-Markov volatilities. The paper … popularity of derivative securities such as swaps, futures and options written on the volatility index VIX. Within this paper, we … correlation swaps for these markets. Formulas used for the numerical evaluation of averaged variance, volatility, covariance and …
Persistent link: https://www.econbiz.de/10014375249
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Euro interest rate swap yields : some ARDL models
Akram, Tanweer; Mamun, Khawaja - 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/10014531240
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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
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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/10014468854
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Uncertainty in pricing and risk measurement of survivor contracts
So, Kenrick Raymond; Cruz, Stephanie Claire; Marcella, … - In: Risks : open access journal 13 (2025) 2, pp. 1-25
survivor swaps (S-swaps). We analyze how the mortality model and premium principle assumptions affect pricing and risk measures …
Persistent link: https://www.econbiz.de/10015334597
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US ($) interest rate and cross currency swaps after the LIBOR funeral : a corporate treasury primer
Heidorn, Thomas; Liem, Erik; Requardt, Stefan; … - 2025
-currency swaps transition to compounded SOFR, corporates may face a trade-off between the higher costs of using Term SOFR versus …
Persistent link: https://www.econbiz.de/10015333448
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Chinese yuan interest rate swap yields
Akram, Tanweer; Mamun, Khawaja - 2023
, interest rate swaps are likely to have an important role in the Chinese financial system. This paper shows that the short …
Persistent link: https://www.econbiz.de/10013547789
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United States: central bank swaps to Mexico, 1982
Swaminathan, Lakshimi - In: The journal of financial crises 5 (2023) 1, pp. 532-557
Persistent link: https://www.econbiz.de/10014384563
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Euro interest rate swap yields : a GARCH analysis
Akram, Tanweer; Mamun, Khawaja - 2023
This paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap yields of different maturity tenors, after...
Persistent link: https://www.econbiz.de/10014438498
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Pricing of pseudo-swaps based on pseudo-statistics
Franco, Sebastian; Sviščuk, Anatolij - In: Risks : open access journal 11 (2023) 8, pp. 1-30
The main problem in pricing variance, volatility, and correlation swaps is how to determine the evolution of the … stochastic processes for the underlying assets and their volatilities. Thus, sometimes it is simpler to consider pricing of swaps … motivation of this paper is to consider the pricing of swaps based on pseudo-statistics, instead of stochastic models, and to …
Persistent link: https://www.econbiz.de/10014370400
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