Narrow search
Showing 1 - 10 of 35,033
Cover Image
Are TIPS really tax disadvantaged? Rethinking the tax treatment of U.S. Treasury Inflation Indexed Securities
Hein, Scott E.; Mercer, Jeffrey M. - Federal Reserve Bank of Atlanta - 2003
In 1997 the U.S. Treasury introduced Inflation Indexed (or Protected) Securities with substantial promotional fanfare … different from that of conventional Treasury securities. Utilizing an after-tax valuation approach, they further show that under …, conventional fixed-rate Treasury securities. …
Persistent link: https://www.econbiz.de/10005401931
Cover Image
Fallbacks for BBSW securities
Cole, Duke; Pendle, Lara - In: Bulletin / Reserve Bank of Australia (2022), pp. 66-71
Persistent link: https://www.econbiz.de/10013369778
Cover Image
Contingent Capital; Economic Rationale and Design Features
Pazarbasioglu, Ceyla; Zhou, Jian-Ping; Leslé, Vanessa Le; … - International Monetary Fund (IMF) - 2011
The causes of the global financial crisis were multi-faceted but revealed still unresolved weaknesses in national and international financial oversight and resolution frameworks. In particular, many governments in the crisis-hit countries had to provide unprecedented levels of support to contain...
Persistent link: https://www.econbiz.de/10011245888
Cover Image
Interest rate models : an introduction
Cairns, Andrew J. G. - 2004
Persistent link: https://www.econbiz.de/10004510684
Cover Image
Determinants of Primary Yield Spreads of States in India: An Econometric Analysis
Bose, Dhritidyuti; Jain, Rajeev; L, Lakshmanan - eSocialSciences - 2011
An attempt is made to identify the determinants of yield spreads between the State and Central government securities in …
Persistent link: https://www.econbiz.de/10009323729
Cover Image
Using interest-rate options to hedge interest rate-dependent securities
Ronn, Ehud I.; Xuan, Changneng - Federal Reserve Bank of Chicago - 1997
Persistent link: https://www.econbiz.de/10010723855
Cover Image
Large-scale asset purchases by the Federal Reserve: did they work?
Gagnon, Joseph; Raskin, Matthew; Remache, Julie; Sack, Brian - Federal Reserve Bank of New York - 2010
of securities, including securities that were not included in the purchase programs. These reductions in interest rates …
Persistent link: https://www.econbiz.de/10008489313
Cover Image
Introduction to the Economics and Mathematics of Financial Markets
Cvitanic, Jaksa; Zapatero, Fernando - The MIT Press
parts. The first part provides an introduction to basic securities and financial market organization, the concept of …
Persistent link: https://www.econbiz.de/10004973190
Cover Image
Delta hedging a multi-fixed-income-securities portfolio under gamma and vega constraints
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: Journal of Risk Finance 10 (2009) March, pp. 169-178
-fixed-income securities, each with the optimal weight, in order for the portfolio to be d- and ?-hedged against small changes in interest … obtain the optimal d hedge for a portfolio of m-fixed-income-securities (a1, a2, a3,…; ai,?…?, am), each, a function of the … market interest rate y, such that when the value of each of the individual securities changes up or down, because of changes …
Persistent link: https://www.econbiz.de/10005047615
Cover Image
Bond valuation under a discrete-time regime-switching term-structure model and its continuous-time extension
Elliott, Robert J.; Siu, Tak Kuen; Badescu, Alex - In: Managerial Finance 37 (2011) October, pp. 1025-1047
-structure model for valuing bonds and other interest rate securities. The proposed model incorporates the impact of structural changes …
Persistent link: https://www.econbiz.de/10010675801