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Is the integration of world asset markets necessarily beneficial in the presence of monetary shocks?

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Exchange rates and wages

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Structural change in US wage determination

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Markov switching in disaggregate unemployment rates

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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 …