Results 1 to 10 of about 11,897 (145)
Optimizing insurers’ investment portfolios: incorporating alternative investments [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2023 The challenge posed by historically low-interest rates is particularly significant for insurance companies, especially those specializing in life insurance.
Mihovil Anđelinović, Filip Škunca
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Management of interest rate risk [PDF]
Ekonomski Signali, 2014 Interest rate risk is one of the biggest and most dangerous risks that a bank is exposed to. When a change of interest rates occurs, the incomes of a bank based on credits and securities endure significant changes.
Šabović Šerif
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Liquidity management and futures hedging under deposit insurance: An option-based analysis [PDF]
Yugoslav Journal of Operations Research, 2004 Theories on financial futures hedging are generally based on a portfolio-choice approach. This paper presents an alterative: a firm-theoretic model of bank behavior with financial futures under deposit insurance.
Lin Jyh-Horng, Chang Chuen-Ping
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The Role of Country-pair-related News Sentiment in Foreign Exchange [PDF]
Athens Journal of Business & Economics, 2023 This article explores the relative, explanatory contribution of country-pair-related political and financial news to foreign exchange rates. Contributing political factors are measured through the sentiment scores of published news while contributing ...
Stephan Unger
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Interest Rate Future Quality Options and Negative Interest Rates [PDF]
The Journal of Fixed Income, 2018 This paper verifies the existence of diversification gains from considering the "quality option asset strategy", which adds the portfolio replicating the interest rate future quality option, as proposed by Balbás and Reichardt (2010), and a portfolio comprised of stock and bonds.
Balbás, Alejandro +1 more
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THE GLOBAL MARKET FOR EXCHANGE-TRADED DERIVATIVES: 21ST CENTURY TRENDS, INNOVATION AND FAILURE
Applied Finance Letters, 2022 Utilizing a comprehensive database spanning 110 exchanges in five geographic regions, we examine trends in trade activity and contract innovation of exchange-traded futures and options over the period 2002–2021.
Gerald Gay +3 more
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Negative Interest Rates: Central Banks Initiated an Experiment
Vestnik MGIMO-Universiteta, 2016 Negative interest rates appeared as a consequence of economic problems that countries with market economy came across after the crises of2007-2008. The attempts of monetary authorities to stimulate economies with the help of quantitative easing didn't ...
Aleksey N. Burenin
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Managing interest rate risk with interest rate futures [PDF]
Ekonomika preduzeca, 2014 Due to the wide impact that interest rate changes have on business performance, it is very important to manage this type of risk. A large number of instruments can be used for protection against interest rate risk. Financial derivatives are a very simple way to minimize interest rate risk and therefore are extremely popular.
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Risk prediction of interest rate futures based on machine learning scenarios [PDF]
SHS Web of ConferencesThe interest rate futures market is a significant part of the financial market. It has a crucial impact on forecast the interest rate risk in global financial markets, which due to the complexity of financial markets and the volatility of interest rate ...
Chen Rui +3 more
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A survey-based estimation of the Swiss franc forward term premium
Swiss Journal of Economics and Statistics, 2019 This paper sheds light on Swiss franc LIBOR futures, which are often used to derive interest rate expectations. We show that the differences between LIBOR futures and realized rates (excess returns) are, on average, positive over the last 25 years. Using
Lucas Marc Fuhrer +2 more
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