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The market for OTC derivatives
Atkeson, Andrew
;
Eisfeldt, Andrea L.
;
Weill, Pierre-Olivier
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2013
Persistent link: https://www.econbiz.de/10009734262
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2
Over-the-counter market frictions and yield spread changes
Friewald, Nils
;
Nagler, Florian
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2018
Persistent link: https://www.econbiz.de/10012099290
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3
The comovement of credit default swap, bond and stock markets : an empirical analysis
Norden, Lars
;
Weber, Martin
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2004
Persistent link: https://www.econbiz.de/10002434757
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Safe haven CDS premiums
Klingler, Sven
;
Lando, David
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2018
Persistent link: https://www.econbiz.de/10011884451
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5
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
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2002
Persistent link: https://www.econbiz.de/10013423845
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Exchange rate dynamics, learning and misperception
Gourinchas, Pierre-Olivier
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2003
Persistent link: https://www.econbiz.de/10013424247
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Understanding the forward premium puzzle : a microstructure approach
Burnside, Craig
;
Eichenbaum, Martin S.
;
Rebelo, Sérgio
-
2007
Persistent link: https://www.econbiz.de/10003515883
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8
Forecasting the spot exchange rate with the term structure of forward premia : multivariate threshold cointegration
Tol, Michel R. van
;
Wolff, Christiaan Cornelis Petrus
-
2005
Persistent link: https://www.econbiz.de/10002754770
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Federal funds rate prediction
Sarno, Lucio
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2004
Persistent link: https://www.econbiz.de/10013424490
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Valuation in over-the-counter markets
Duffie, Darrell
;
Gârleanu, Nicolae B.
;
Pedersen, Lasse Heje
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2006
Persistent link: https://www.econbiz.de/10003310550
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