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The pricing and hedging of structured notes with systematic jump risk : an analysis of the USD knock-out reversed swap
Wang, Shin-yun; Lin, Shih-kuei - In: International review of economics & finance : IREF 19 (2010) 1, pp. 106-118
Persistent link: https://www.econbiz.de/10003927984
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Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro - In: International review of economics & finance : IREF 79 (2022), pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
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TED tandems : arbitrage restrictions and the US Treasury bill - Eurodollar futures spread
Poitras, Geoffrey - In: International review of economics & finance : IREF 7 (1998) 3, pp. 255-276
Persistent link: https://www.econbiz.de/10001355646
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Exploiting volatility movements in the Sydney Futures Exchange's bank bill contract
Hunt, Benjamin F. - In: International review of economics & finance : IREF 2 (1993) 4, pp. 403-415
Persistent link: https://www.econbiz.de/10001166303
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Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan; Kuo, I.-doun - In: International review of economics & finance : IREF 37 (2015), pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
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Price bounds on bond options, swaptions, caps, and floors assuming only nonnegative interest rates
Munk, Claus - In: International review of economics & finance : IREF 11 (2002) 4, pp. 335-347
Persistent link: https://www.econbiz.de/10001719420
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Long-term equilibria of yields on taxable and tax-exempt bonds
Kryzanowski, Lawrence - In: International review of economics & finance : IREF 6 (1997) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10001225831
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Cointegration and the term structure : a multicountry comparison
Siklos, Pierre L. - In: International review of economics & finance : IREF 5 (1996) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001206000
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Financial variables and economic activity in the Nordic countries
Kuosmanen, Petri; Nabulsi, Nasib; Vataja, Juuso - In: International review of economics & finance : IREF 37 (2015), pp. 368-379
Persistent link: https://www.econbiz.de/10011542169
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The term structure of liquidity premia and the macroeconomy in Canada : a dynamic latent-factor approach
Lange, Ronald Henry - In: International review of economics & finance : IREF 57 (2018), pp. 164-182
Persistent link: https://www.econbiz.de/10012033841