Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
ANOMALOUS BIDDING IN SHORT-TERM TREASURY BILL AUCTIONS link rid="fn1">*
Fleming, Michael J.; Garbade, Kenneth D.; Keane, Frank - In: The journal of financial research : a publ. of the … 28 (2005) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10006813458
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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