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Analysing and Comparing the Yield Curve Risk of Interest Rates. Evidence From the Swedish Futures Market Based on 3 and 6 Month Eurodollar Futures Contract
Guirguis, Michel - 2021
dates. It shows lending rates and it is used from the Federal Reserve Bank to predict changes in output and economic growth …
Persistent link: https://www.econbiz.de/10013232524
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The pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - 1993
Persistent link: https://www.econbiz.de/10000147085
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The information in Swedish short-maturity forward rates
Jonsson, Gunnar - In: Institutions and incentives in monetary and fiscal policy, (pp. 161-182). 1995
Persistent link: https://www.econbiz.de/10001318556
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Pricing of index options when interest rates are stochastic : an empirical test
Rindell, Krister - In: Journal of banking & finance 19 (1995) 5, pp. 785-802
Persistent link: https://www.econbiz.de/10001185511
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The information in Swedish short-maturity forward rates
Dahlquist, Magnus - In: European economic review : EER 39 (1995) 6, pp. 1115-1131
Persistent link: https://www.econbiz.de/10001186239
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The information in Swedish short-maturity forward rates
Dahlquist, Magnus - 1994
Persistent link: https://www.econbiz.de/10013359811
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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
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A brighter future with lower transactions costs?
Nordén, Lars - In: The journal of futures markets 29 (2009) 8, pp. 775-796
Persistent link: https://www.econbiz.de/10003900671
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International transmission of volatility between stock and stock index futures markets
Puttonen, Vesa - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 97-115
Persistent link: https://www.econbiz.de/10001508146
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A Brighter Future with Lower Transaction Costs?
Norden, Lars L. - 2009
fixed transaction costs on futures market liquidity, trading activity, volatility, futures pricing efficiency, and the … futures bid-ask spread, and a 27% increase in volatility, as a result of the futures exchange fee reduction, whereas the … exchange fee reduction has improved futures market liquidity at the cost of higher volatility. Moreover, the attractiveness and …
Persistent link: https://www.econbiz.de/10013156979