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1
Foreign Central Bank activities in US futures markets
Fishe, Raymond P. H.
;
Robe, Michel A.
;
Smith, Aaron D.
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011567511
Saved in:
2
Do Banks Hedge Using Interest Rate Swaps?
McPhail, Lihong Lu
;
Schnabl, Philipp
;
Tuckman, Bruce
-
National Bureau of Economic Research
-
2023
, we conclude that swap positions are not economically significant in
hedging
the interest rate risk of bank assets …
Persistent link: https://www.econbiz.de/10014250183
Saved in:
3
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
;
Timmermann, Allan
-
2007
Persistent link: https://www.econbiz.de/10003443836
Saved in:
4
What determines U.S. swap spreads?
Kóbor, Ádám
-
2005
Persistent link: https://www.econbiz.de/10010522778
Saved in:
5
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
Saved in:
6
From pit to electronic trading : impact on price volatility of U.S. treasury futures
Orłowski, Lucjan T.
- In:
Review of financial economics : RFE
25
(
2015
),
pp. 3-9
Persistent link: https://www.econbiz.de/10011498204
Saved in:
7
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
8
What to expect from the lower bound on interest rates : evidence from derivatives prices
Mertens, Thomas
;
Williams, John C.
- In:
American economic review
111
(
2021
)
8
,
pp. 2473-2505
Persistent link: https://www.econbiz.de/10012614178
Saved in:
9
Renting balance sheet space : intermediary balance sheet rental costs and the valuation of derivatives
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5051-5091
Persistent link: https://www.econbiz.de/10012387416
Saved in:
10
Extraterritoriality of swaps regulation and regulatory arbitrage
D'Avino, Carmela
- In:
Journal of regulatory economics
56
(
2019
)
2/3
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012301103
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