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Moessner, Richhild; Allen, William A. - In: Applied economics 53 (2021) 10, pp. 1178-1183

Persistent link: https://www.econbiz.de/10012425457

The anatomy of the euro area interest rate swap market

Fontana, Silvia Dalla; Holz auf der Heide, Marco; … - 2019

capital and liquidity ratios, the leverage ratio plays a key role in determining a bank's IRS trading activity. 5) Also, after … mandatory central clearing, there is still a large dispersion in IRS transaction prices, which is partly determined by bank …

Persistent link: https://www.econbiz.de/10011975602

Eurozone: central bank swap to Sweden, 2007

Gupta, Salil - In: The journal of financial crises 5 (2023) 1, pp. 335-347

Persistent link: https://www.econbiz.de/10014384457

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

The Likelihood of European Monetary Union

Weidmann, Jens - 1998

Using information contained in forward interest rates, this paper attempts to assess the probability that European Monetary Union (EMU) occurs and that a particular country participates. It is shown that since the Madrid summit, the public has become increasingly optimistic about the realization...

Persistent link: https://www.econbiz.de/10014077422