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Impact of credit spreads, monetary policy and convergence trading on swap spreads
Chung, Hon-lun; Chan, Wai-Sum - In: International review of financial analysis 19 (2010) 2, pp. 118-126
Persistent link: https://www.econbiz.de/10008669492
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The use of financial derivatives and risks of US bank holding companies
Li, Shaofang; Marinč, Matej - In: International review of financial analysis 35 (2014), pp. 46-71
Persistent link: https://www.econbiz.de/10010529629
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What determines the yen swap spread?
Azad, A. S. M. Sohel; Batten, Jonathan A.; Fang, Victor - In: International review of financial analysis 40 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
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Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon; Chang, Ki Cheon - In: International review of financial analysis 40 (2015), pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
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Modeling volatility and changes in the swap spread
In, Francis Haeuck; Brown, Rob; Fang, Victor - In: International review of financial analysis 12 (2003) 5, pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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The effectiveness of interest-rate futures contracts for hedging Japanese bonds of different credit quality and duration
Young, Martin R.; Hogan, Warren Pat; Batten, Jonathan A. - In: International review of financial analysis 13 (2004) 1, pp. 13-25
Persistent link: https://www.econbiz.de/10002066700
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Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel; Fang, Victor; Hung, Chi-hsiou - In: International review of financial analysis 22 (2012), pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
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Modelling the lowballing of the LIBOR fixing
Poskitt, Russell; Dassanayake, Wajira - In: International review of financial analysis 42 (2015), pp. 270-277
Persistent link: https://www.econbiz.de/10011573481
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Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang; Leonhardt, Alexander; Wolff, Dominik - In: International review of financial analysis 46 (2016), pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
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The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior; Galil, Koresh; Rosenboim, Mosi - In: International review of financial analysis 72 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012437221