Similar Search Results

An investigation into the linkages between euro and sterling swap spreads

Chatterjee, Somnath (contributor) - 2005

Persistent link: https://www.econbiz.de/10002537334

Futures contract rates as monetary policy forecasts

Ferrero, Giuseppe; Nobili, Andrea - 2008

into risk premium and forecast error components, we find that risk premia are counter-cyclical in both areas. On the …

Persistent link: https://www.econbiz.de/10003826011

Futures contract rates as monetary policy forecasts

Ferrero, Giuseppe; Nobili, Andrea - In: International journal of central banking : IJCB 5 (2009) 2, pp. 109-145

Persistent link: https://www.econbiz.de/10009521407

Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach

Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862

Persistent link: https://www.econbiz.de/10009625006

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

Over-the-Counter Interest Rate Derivatives : The Clock is Ticking for the UK and the EU

Thomadakis, Apostolos - 2018

question is thus whether the clearing of euro-denominated derivatives can remain in London or should be moved to the eurozone … require systemically important CCPs to be located within the eurozone, but this would be an error of judgement. The report …

Persistent link: https://www.econbiz.de/10012917894