Narrow search
Showing 1 - 10 of 4,471
Cover Image
US Dollar swaps after LIBOR
Heidorn, Thomas; Meier, Rebecca - 2024
The main focus of this paper is a comprehensive overview of the US$ reference rate reform, with a particular focus on its implications for USD interest rate swaps (IRS). This paper aims to shed light on the current situation and future developments in a changing financial landscape. This paper...
Persistent link: https://www.econbiz.de/10014468854
Cover Image
The statistical distribution of short-term libor rates under two monetary regimes
Pesaran, Bahram; Robinson, Gary - 1993
Persistent link: https://www.econbiz.de/10000868578
Cover Image
The Libor rate : what does it look like during turmoil times?
Fouquau, Julien; Spieser, Philippe - In: Journal of quantitative economics : official journal of … 12 (2014) 2, pp. 110-120
Persistent link: https://www.econbiz.de/10011504458
Cover Image
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan - In: Geld- und Wirtschaftspolitik in gesellschaftlicher …, (pp. 255-267). 2004
Persistent link: https://www.econbiz.de/10002412082
Cover Image
Interbank interest rates as term structure indicators
Malz, Allan Martin - 1998
Persistent link: https://www.econbiz.de/10001487288
Cover Image
Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson - 2003
Persistent link: https://www.econbiz.de/10001770320
Cover Image
Covered interest parity arbitrage
Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - 2019
Persistent link: https://www.econbiz.de/10012130967
Cover Image
Impact of credit spreads, monetary policy and convergence trading on swap spreads
Chung, Hon-lun; Chan, Wai-Sum - In: International review of financial analysis 19 (2010) 2, pp. 118-126
Persistent link: https://www.econbiz.de/10008669492
Cover Image
Are fed funds rate futures valuable in predicting US monetary policy?
Liang, Kuo-yuan; Yen, Chen-hui - In: The empirical economics letters : a monthly … 10 (2011) 6, pp. 583-588
Persistent link: https://www.econbiz.de/10009512425
Cover Image
Real-time Taylor rules and the federal funds futures market
Evans, Charles L. - In: Economic perspectives 22 (1998) 3, pp. 44-55
Persistent link: https://www.econbiz.de/10001353494