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Credit line use and availability in the financial crisis : the importance of hedging
Berróspide, José M.; Meisenzahl, Ralf R.; Sullivan, … - 2012
Persistent link: https://www.econbiz.de/10009570159
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QE auctions of treasury bonds
Song, Zhaogang; Zhu, Haoxiang - 2014
Persistent link: https://www.econbiz.de/10010434080
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Counterparty credit risk in interest rate swaps during times of market stress
Bomfim, Antúlio N. - 2003
Persistent link: https://www.econbiz.de/10001759540
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The excess sensitivity of long-term interest rates : evidence and implications for macroeconomic models
Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2003
Persistent link: https://www.econbiz.de/10001828363
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Debt maturity and the use of interest rate derivatives by nonfinancial firms
Fenn, George W.; Post, Mitchell A.; Sharpe, Steven A. - 1996
Persistent link: https://www.econbiz.de/10000944171
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Equilibrium yield curves with imperfect information
Tanaka, Hiroatsu - 2022 - This draft: December 2022
Persistent link: https://www.econbiz.de/10014282928
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Interest rates and M2 in an error correction macro model
Whitesell, William - 1997
Persistent link: https://www.econbiz.de/10000651484
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Nonparametric density estimation and tests of continuous time interest rate models
Pritsker, Matt - 1997
Persistent link: https://www.econbiz.de/10000633273
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Term structure estimation with survey data on interest rate forecasts
Kim, Don H.; Orphanides, Athanasios - 2005
Persistent link: https://www.econbiz.de/10003159187
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A closer look at the sensitivity puzzle : the sensitivity of expected future short rates and term premia to macroeconomic news
Beechey, Meredith Jane - 2007
Persistent link: https://www.econbiz.de/10003454677