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Essays in financial economics

Lu, Yinqiu - 2005

Persistent link: https://www.econbiz.de/10003553447

Price discovery in US money market benchmarks : LIBOR vs. SOFR

Fassas, Athanasios P. - In: Economics letters 204 (2021), pp. 1-3

Persistent link: https://www.econbiz.de/10012607568

Bewertung unbedingter börsenbehandelter Zins-Derivate und Analyse von Arbitrage-Gewinnmöglichkeiten mit Hilfe von Arbitrage-Signalen

Giegold, Uwe Alexander - 2004

Persistent link: https://www.econbiz.de/10012874882

Modeling individual US T-bond prices

Tsuda, Hiroshi; Kariya, Takeaki - 1998

Persistent link: https://www.econbiz.de/10000671331

The FOMC announcement returns on long-term US and German bond futures

Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012662330

The Effects of the Spread Risk in Terms of Basis Points From Changes in the Market Prices of Callable Bond Future Due to Credit Risk : Evidence From the Twist Effect of the Yield C...

Guirguis, Michel - 2021

In this article, we analyze the effects of the spread risk in terms of basis points from changes in the market prices of callable bond future due to credit risk. Due to the fact that fixed – income securities are debt that is issued and transferred between two parties there is significant...

Persistent link: https://www.econbiz.de/10013232222