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Appendix B : Background Paper
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FRBNY ECONOMIC POLICY REVIEW / APRIL 1996, 1-16
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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
Saved in:
2
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/10009921506
Saved in:
3
The microstructure of the TIPS market
Fleming, Michael J.
;
Krishnan, Neel
- In:
Economic policy review
18
(
2012
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10009700492
Saved in:
4
The microstructure of the TIPS market
Fleming, Michael J.
;
Krishnan, Neel
- In:
Economic policy review
18
(
2012
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10010077277
Saved in:
5
New directions for understanding systemic risk : a report on a conference cosponsored by the Federal Reserve Bank of New York and the National Academy of Sciences May 18 - 19, 2006
Kambhu, John
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003673206
Saved in:
6
Hedge funds, financial intermediation and systemic risk
Kambhu, John
;
Schuermann, Til
;
Stiroh, Kevin J.
- In:
Economic policy review
13
(
2007
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003673221
Saved in:
7
The effect of interest rate options hedging on term-structure dynamics
Kambhu, John
;
Mosser, Patricia C.
- In:
Economic policy review
7
(
2001
)
3
,
pp. 51-70
Persistent link: https://www.econbiz.de/10001634867
Saved in:
8
Enhancing the liquidity of US Treasury securities in an era of surpluses
Bennett, Paul
;
Garbade, Kenneth D.
;
Kambhu, John
- In:
Economic policy review
6
(
2000
)
1
,
pp. 89-119
Persistent link: https://www.econbiz.de/10001495379
Saved in:
9
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
Saved in:
10
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
Saved in:
1
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