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Fair value and interest rate risk of demand deposits
Strnad, Petr - In: Ekonomický časopis : časopis pre ekonomickú … 57 (2009) 7, pp. 682-699
Persistent link: https://www.econbiz.de/10003903558
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Managing the risks of corporate bond portfolios : new evidence in the light of the sub‐prime crisis
Barone-Adesi, Giovanni; Carcano, Nicola; Dall'O, Hakim - 2012
We consider modeling errors in the hedging of a portfolio composed from BBB-rated bonds. By doing this, we open a new … value of indexlinked credit derivatives is very limited: hedging portfolios including only T-bond futures can reduce the … hedging. This is consistent with the literature identifying an important non-default component within corporate bond spreads …
Persistent link: https://www.econbiz.de/10009558422
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Can bonds hedge stock market risks? : green bonds vs conventional bonds
Dong, Xiyong; Xiong, Youlin; Nie, Siyue; Yoon, Seong-min - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472201
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The global cross-section of corporate bonds : market, maturity and liquidity
Bekaert, Geert; De Santis, Roberto A.; Mondino, Tomas - 2024
Persistent link: https://www.econbiz.de/10015075698
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Modelling scenario analysis and macro stress-testing
End, Jan-Willem van den; Hoeberichts, Marco; Tabbae, Mostafa - 2006
Persistent link: https://www.econbiz.de/10003391372
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Factors impacting the interest rate derivatives usage in Indian commercial banks
Kumar, Dilip - In: Theoretical economics letters 7 (2017) 3, pp. 596-614
Persistent link: https://www.econbiz.de/10011674445
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High inflation, "heterodox" stabilization, and fiscal policy
Bléjer, Mario I.; Cheasty, Adrienne - 1987
Persistent link: https://www.econbiz.de/10000732352
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Money and uncertainty : inflation, interest, indexation ; Banca d'Italia, Roma, 6 novembre 1992
Drèze, Jacques H. - 1993
Persistent link: https://www.econbiz.de/10000877254
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Essays on inflation and indexation
Giersch, Herbert (contributor) - 1975 - 2. impr
Persistent link: https://www.econbiz.de/10000615936
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Index and rank tables
Andriot, John L. - 1983
Persistent link: https://www.econbiz.de/10000096541