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Interest rate options dealers' hedging in the US dollar fixed income market
Kambhu, John - 1997
Persistent link: https://www.econbiz.de/10000654058
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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
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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
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Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this relationship in the behavior of interest rate swap spreads and in the volume and interest rates of repurchase contracts. Specifically, we focus on convergence trading, in which...
Persistent link: https://www.econbiz.de/10001936329
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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
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Enhancing the liquidity of US treasury securites in an era of surpluses
Bennett, Paul; Garbade, Kenneth; Kambhu, John - 1999
Persistent link: https://www.econbiz.de/10001463942
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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
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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