Showing 1 - 10 of 255
Persistent link: https://www.econbiz.de/10001591398
Persistent link: https://www.econbiz.de/10001751995
Persistent link: https://www.econbiz.de/10001852635
Persistent link: https://www.econbiz.de/10001527601
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
Persistent link: https://www.econbiz.de/10001752009
Persistent link: https://www.econbiz.de/10001590071
Remarks at United States Military Academy at West Point, West Point, New York.
Persistent link: https://www.econbiz.de/10010724961
Remarks at the National Association for Business Economics Policy Conference, Arlington, Virginia
Persistent link: https://www.econbiz.de/10010724972