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Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo - 2006
Persistent link: https://www.econbiz.de/10003965066
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Interest rate risk and banks
Gardener, Edward P. M. (ed.) - 1987
Persistent link: https://www.econbiz.de/10000759804
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Impact of the US credit crunch and housing market crisis on China
Yao, Shujie (contributor); Luo, Dan (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003759101
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UK measures of firm-lived equity duration
Lewin, Richard A.; Sardy, Marc J.; Satchell, Stephen - In: Value creation in multinational enterprise, (pp. 307-338). 2007
Persistent link: https://www.econbiz.de/10003423145
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Interest rate risk and the forward premium anomaly in foreign exchange markets
Wu, Shu - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 423-442
Persistent link: https://www.econbiz.de/10003469641
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The management of interest rate risk : evidence from UK companies
Dhanani, Alpa; Fifield, S. G. M.; Helliar, Christine V.; … - In: Journal of applied accounting research 9 (2008) 1, pp. 52-70
Persistent link: https://www.econbiz.de/10003933610
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Impact of the US credit crunch and housing market crisis on China
Yao, Shujie; Luo, Dan; Morgan, Stephen L. - In: Journal of contemporary China 19 (2010) 64, pp. 401-417
Persistent link: https://www.econbiz.de/10003949072
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Pricing and hedging guaranteed annuity options via static option replication
Pelsser, Antoon André Jean - 2002 - This version: 12-Mar-2002 13:27
In this paper we derive a market value for Guaranteed Annuity Optionusing martingale modeling techniques. Furthermore, we show how to construct a static replicating portfolio of vanillainterest rate swaptions that replicates the Guaranteed Annuity Option. Finally, we illustrate with historical...
Persistent link: https://www.econbiz.de/10011326973
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The rate elasticity of retail deposits in the United Kingdom : a macroeconomic investigation
Chiu, Ching Wai Jeremy; Hill, John - 2015
Persistent link: https://www.econbiz.de/10011327120
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The impact of recent central bank asset purchase programmes
Meaning, Jack; Zhu, Feng - In: BIS quarterly review : international banking and … (2011), pp. 73-83
Persistent link: https://www.econbiz.de/10009419353