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Hedging European government bond portfolios during the recent sovereign debt crisis

Bessler, Wolfgang; Wolff, Dominik - In: Journal of international financial markets, … 33 (2014), pp. 379-399

Persistent link: https://www.econbiz.de/10011299815

Bond futures und open-end knock-outs : bewertung sowie Analyse des Produktdesigns, der emittentenspezifischen Gewinntreiber und anlegerspezifischen Performance

Peters, Christian - 2015

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Three empirical essays on the informational content of financial prices

Bernoth, Kerstin - 2004

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The Ecu and futures

Thrower, Lenn - In: Ecu : revue trimestrielle (1994), pp. 3-6

Persistent link: https://www.econbiz.de/10001176929

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

Volatility indices and implied uncertainty measures of European government bond futures

Baran, Jaroslav; Voříšek, Jan - 2020

Persistent link: https://www.econbiz.de/10013384851

Price discovery on traded inflation expectations : does the financial crisis matter?

Schulz, Alexander; Stapf, Jelena - 2009

We analyze contributions of different markets to price discovery on traded inflation expectations and how it changed during the financial crisis. The quicker information is processed on one market and the less one market is disrupted by the financial crisis the more valuable is its information...

Persistent link: https://www.econbiz.de/10003874764

The swaption cube

Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 27 (2014) 8, pp. 2307-2353

Persistent link: https://www.econbiz.de/10010463486

Can option smiles forecast changes in interest rates? : an application to the US., the UK and the Euro Area

Pericoli, Marcello - 2005

Persistent link: https://www.econbiz.de/10013439443

Short-term interest rate futures as monetary policy forecasts

Ferrero, Giuseppe - 2008

Persistent link: https://www.econbiz.de/10013442640

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