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Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets

Neftci, Salih N. - 2003

gains from hedging long-term bonds with interest rate derivatives. These bonds can help develop interest-rate derivative … interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall …This paper analyzes the price stabilizing properties of puttable and extendible bonds, their potential to help develop …

Persistent link: https://www.econbiz.de/10014404000

Handbuch europäische Bondmärkte

Eller, Roland (contributor) - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003354662

Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio

Obadović, Milica; Petrović, Evica; Vunjak, Nenad; … - In: Economic research 29 (2016) 1, pp. 475-484

Persistent link: https://www.econbiz.de/10012221663

Handbuch Kreditrisikomodelle und Kreditderivate : Quantifizierung und Management von Kreditrisiken, Strategien mit Kreditderivaten, bankaufsichtliche Anforderungen

Eller, Roland (ed.) - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001379222

Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation

Ivanovski, Zoran; Stojanovski, Toni Draganov; … - In: Economic research 26 (2013) 3, pp. 47-62

Persistent link: https://www.econbiz.de/10010196415

Valuation and risk management of interest rate derivative securities

Leithner, Stephan - 1992

Persistent link: https://www.econbiz.de/10013417892

Split ratings and debt-signaling in bond markets : a note

Ismail, Ashraf; Oh, Seunghack; Arsyad, Nuruzzaman - In: Review of financial economics : RFE 24 (2015), pp. 36-41

Persistent link: https://www.econbiz.de/10011317830

Predicting bond betas using macro-finance variables

Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199

Persistent link: https://www.econbiz.de/10012418702

Understanding and managing interest rate risk at banks

Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231

Persistent link: https://www.econbiz.de/10011974365

General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets

Ulrich, Maxim - 2008

Persistent link: https://www.econbiz.de/10003751650

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