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Derivative securities and cash market stability
Ely, David P. - In: Applied economics 23 (1991) 2, pp. 391-402
Persistent link: https://www.econbiz.de/10001114647
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Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex; Ruddock, Ralph - In: Applied economics 55 (2023) 18, pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
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Interest rate arbitrage using the forwards and futures markets, 1977 - 85
Woodward, Richard S. - In: Applied economics 19 (1987) 10, pp. 1329-1335
Persistent link: https://www.econbiz.de/10001047344
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Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man - In: Applied economics 44 (2012) 19/21, pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
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Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan; Baaquie, Belal E.; Du, Xin; Zhang, Ying - In: Applied economics 48 (2016) 10/12, pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
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An ex-post analysis of the CME Group's solution to the 5-year gap issue
Ben-Abdallah, Ramzi; Breton, Michèle - In: Applied economics 49 (2017) 60, pp. 5992-6002
Persistent link: https://www.econbiz.de/10011845891
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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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An examination of the efficiency of the London Traded Options Market
Gemmill, Gordon - In: Applied economics 18 (1986) 9, pp. 995-1010
Persistent link: https://www.econbiz.de/10001047590
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A varying-parameter empirical model of balance of payments determination under fixed exchange rates : results for the UK and West Germany
Taylor, Mark P. - In: Applied economics 18 (1986) 6, pp. 567-582
Persistent link: https://www.econbiz.de/10001047614
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Real exchange rates and real interest rates once again : a multivariate panel cointegration analysis
Chakrabarti, Avik - In: Applied economics 38 (2006) 11, pp. 1217-1221
Persistent link: https://www.econbiz.de/10003340417