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Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …
Persistent link: https://www.econbiz.de/10001936329
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Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
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Evaluating the riskiness of initial public offerings: 1980 - 2000
Peristiani, Stavros C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752009
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Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071
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Securities lending
Lipson, Paul C.; Sabel, Bradley K.; Keane, Frank - 1989
Persistent link: https://www.econbiz.de/10000860759
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Intermediate targets and indicators for monetary policy : a critical survey
1990
Persistent link: https://www.econbiz.de/10000838778
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Studies on excess capacity in the financial sector
1993
Persistent link: https://www.econbiz.de/10000875166
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Current issues in economics and finance
Federal Reserve Bank of New York - New York, NY : Bank - 1.1995 - 18.2012
Persistent link: https://www.econbiz.de/10000555472