Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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