Narrow search
Showing 1 - 10 of 1,291
Cover Image
Wages, inflation, and mortgage design
Nejadmalayeri, Ali - In: Journal of economics & business 63 (2011) 5, pp. 503-516
Persistent link: https://www.econbiz.de/10009299123
Cover Image
Sunspots and inflation-indexed bonds
Kang, Minwook - 2014
Persistent link: https://www.econbiz.de/10010370350
Cover Image
Die Bewertung von Zinsoptionen
Walter, Ulrich - 1996
Persistent link: https://www.econbiz.de/10000560789
Cover Image
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y. - In: The journal of fixed income 17 (2007) 3, pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Cover Image
Hedging short-term interest risk under time-varying distributions
Gagnon, Louis - In: The journal of futures markets 15 (1995) 7, pp. 767-783
Persistent link: https://www.econbiz.de/10001190088
Cover Image
Variance and interest rate risk in unit-linked insurance policies
Baños, David; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador - In: Risks : open access journal 8 (2020) 3/84, pp. 1-23
hedging strategy by completing the market. We conclude with a simulation experiment, where we price unit-linked policies using …
Persistent link: https://www.econbiz.de/10012293269
Cover Image
Essays in corporate bonds and futures markets
Taksler, Glen Barry - 2002
Persistent link: https://www.econbiz.de/10001717890
Cover Image
Interest rate convergence in euro-candidate countries : volatility dynamics of sovereign bond yields
Gabrisch, Hubert; Orłowski, Lucjan T. - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 69-85
Persistent link: https://www.econbiz.de/10009238982
Cover Image
Risk matters : a comment
Born, Benjamin; Pfeifer, Johannes - 2014
Jesús Fernández-Villaverde, Pablo A. Guerrón-Quintana, Juan F. Rubio-Ramírez and Martín Uribe (2011) find that risk shocks are an important factor in explaining emerging market business cycles. We show that their model needs to be recalibrated because it underpredicts the targeted business...
Persistent link: https://www.econbiz.de/10010354846
Cover Image
Risk management practices - empirical evidence from Indian corporates
Shveta Singh; Yadav, Surendra S.; Jain, P. K. - In: International journal of risk assessment and management … 18 (2015) 2, pp. 173-198
Persistent link: https://www.econbiz.de/10011487566