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Zu der Frage nach der Liquidität von Wertpapieren und ihren Auswirkungen auf Wertpapierpreise

Mahn, Stephan (contributor) - 2002

Persistent link: https://www.econbiz.de/10003476633

Principles of fixed-income securities auctions

Alini, Eric J. - In: The journal of fixed income 5 (1995) 1, pp. 51-60

Persistent link: https://www.econbiz.de/10001213249

Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance

Kyle, Albert S.; Obižaeva, Anna - 2020

Persistent link: https://www.econbiz.de/10012494216

Detecting the risk of cross-product manipulation in the EUREX fixed income futures market

Stenfors, Alexis; Dilshani, Kaveesha; Guo, Andy; Mere, Peter - In: Journal of international financial markets, … 92 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014535735

Interest Rate Risk of Zero-Coupon Bond Prices on Bombay Stock Exchange (BSE) –Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk

Asgari Alouj, Hosein - 2019

Persistent link: https://www.econbiz.de/10012863990

Interest Rate Risk of Zero-Coupon Bond Prices on National Stock Exchange (NSE) – Empirical Test of the Duration, Modified Duration, Convexity and Immunization Risk

Maleki Nia, Nahid - 2019

Duration and convexity are important measures in fixed-income portfolio management and help develop methodologies in interest rate risk management. This article presents empirical test of duration and convexity of Zero-Coupon Bonds( ZCBs )at NSE in order to determine sensitivity of ZCBs prices...

Persistent link: https://www.econbiz.de/10012864002