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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/10009921506
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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
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Price risk intermediation in the over-the-counter derivatives markets : interpretation of a global survey
Kambhu, John; Keane, Frank; Benadon, Catherine - In: Economic policy review 2 (1996) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10009921329
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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/10009921355
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Enhancing the liquidity of US Treasury securities in an era of surpluses
Bennett, Paul; Garbade, Kenneth; Kambhu, John; O'Regan, … - In: Economic policy review 6 (2000) 1, pp. 89-119
Persistent link: https://www.econbiz.de/10009921397
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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/10009921427
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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/10009921513