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81
The dynamics of sovereign yields over
swap
rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
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82
The impact of RMB
swap
agreements on foreign exchange reserve demand
Li, Linyue
;
Mei, Dongzhou
;
Li, Rou
- In:
Applied economics
52
(
2020
)
59
,
pp. 6453-6467
Persistent link: https://www.econbiz.de/10012416009
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83
Effects of the Fed's enhanced
swap
line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
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84
A contingent claim model of life insurer-bank
swap
default pricing : strategic substitutes and complements
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
36
,
pp. 4166-4177
Persistent link: https://www.econbiz.de/10012609722
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85
Investor structure and the informational efficiency of commodity futures prices
Chen, Yu-Lun
;
Chang, Ya-Kai
- In:
International review of financial analysis
42
(
2015
),
pp. 358-367
Persistent link: https://www.econbiz.de/10011573530
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86
A monetary policy-based explanation of
swap
spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
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87
Valuation of callable range accrual linked to CMS Spread under generalized
swap
market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
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88
Sustainability of public debt in Europe : the use of swaps
Oldani, Chiara
;
Giannini, Bianca
-
2021
Persistent link: https://www.econbiz.de/10013169729
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89
Forecasting variance
swap
payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
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90
Forecasting
swap
rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
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