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Optimal size of currency swap between central banks : evidence from China
Yang, Jie; Han, Liyan - In: Applied economics letters 20 (2013) 1/3, pp. 203-207
Persistent link: https://www.econbiz.de/10009702206
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Panel cointegration analysis of co-movement between interest rate swap and treasury markets
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied economics letters 19 (2012) 13/15, pp. 1483-1486
Persistent link: https://www.econbiz.de/10009682484
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Pricing European commodity swaptions
Järvinen, Sami; Toivonen, Harri - In: Applied economics letters 11 (2004) 15, pp. 925-929
Persistent link: https://www.econbiz.de/10002507442
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Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates
Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 28 (2021) 15, pp. 1327-1331
Persistent link: https://www.econbiz.de/10012609663
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"Extended black" sovereign credit default swap pricing model
Realdon, Marco; Cheng Qin Shi - In: Applied economics letters 17 (2010) 10/12, pp. 1133-1137
Persistent link: https://www.econbiz.de/10008699240
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Forex swap premiums, shock response and covered profits : an ARDL-EGARCH model analysis
Huang, Jianfeng; Lu, Wencong - In: Applied economics letters 26 (2019) 20, pp. 1705-1708
Persistent link: https://www.econbiz.de/10012204888
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Irreversible investment, ambiguity and equity default swaps
Tang, Xiaolin; Yang, Zhaojun - In: Applied economics letters 25 (2018) 18, pp. 1301-1305
Persistent link: https://www.econbiz.de/10012135390
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The SDR and influences on the currency swap agreements for RMB
Nam, Soojoong; Bi, Weining; Kim, David - In: Applied economics letters 29 (2022) 16, pp. 1489-1492
Persistent link: https://www.econbiz.de/10013412212
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Comparing the reliability of a discrete-time and a continuous-time Markov chain model in determining credit risk
Lu, Su-Lien - In: Applied economics letters 16 (2009) 10/12, pp. 1143-1148
Persistent link: https://www.econbiz.de/10003886672
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Pricing delinquent mortgages
Sarmiento, Camilo - In: Applied economics letters 16 (2009) 13/15, pp. 1313-1317
Persistent link: https://www.econbiz.de/10003894192