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Measuring treasury market liquidity
Fleming, Michael J. - In: Economic policy review 9 (2003) 3, pp. 83-108
Persistent link: https://www.econbiz.de/10001797140
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Evaluation of value-at-risk models using historical data
Hendricks, Darryll - In: Economic policy review 2 (1996) 1, pp. 39-69
Persistent link: https://www.econbiz.de/10001218934
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Trading risk, market liquidity, and convergence trading in the interest rate swap spread
Kambhu, John - In: Economic policy review 12 (2006) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10003340626
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Dealers' hedging of interest rate options in the US dollar fixed-income market
Kambhu, John - In: Economic policy review 4 (1998) 2, pp. 35-57
Persistent link: https://www.econbiz.de/10001247330
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The global dash for cash : why sovereign bond market functioning varied across jurisdictions in March 2020
Barone, Jordan; Chaboud, Alain; Copeland, Adam; … - In: Economic policy review 29 (2023) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10014467975
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Changes in the timing distribution of Fedwire funds transfers
Armantier, Olivier; Arnold, Jeffrey; McAndrews, James Joseph - In: Economic policy review 14 (2008) 2, pp. 83-112
Persistent link: https://www.econbiz.de/10003767553
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Understanding risk management in emerging retail payments
Braun, Michele; McAndrews, James Joseph; Roberds, William; … - In: Economic policy review 14 (2008) 2, pp. 137-159
Persistent link: https://www.econbiz.de/10003767561
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Price risk intermediation in the over-the-counter derivatives markets : interpretation of a global survey
Kambhu, John - In: Economic policy review 2 (1996) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001218936
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TBA trading and liquidity in the agency MBS market
Vickery, James; Wright, Joshua D. - In: Economic policy review 19 (2013) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011556737