Results 141 to 150 of about 12,095 (163)

Interest Rate Swaps

2009
openaire   +1 more source

Modeling volatility and changes in the swap spread

International Review of Financial Analysis, 2003
Victor Fang
exaly  

An empirical examination of volatility spillover between the Indian and US swap markets

International Journal of Emerging Markets, 2012
Rahul Singh
exaly  

Dynamic Interactions Between Interest-Rate and Credit Risk: Theory and Evidence on the Credit Default Swap Term Structure*

Review of Finance, 2013
Liuren Wu
exaly  

The effect of Fed monetary policy regimes on the US interest rate swap spreads

Review of Financial Economics, 2007
Carl R Chen
exaly  

Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non‐linear models

Journal of Forecasting, 2007
Costas Milas, Theodore Panagiotidis
exaly  

The interest rate swap: Theory and evidence

Journal of Corporate Finance, 1999
exaly  

Spillovers of international interest rate swap markets and stock market volatility

Managerial Finance, 2016
exaly  

Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model

Journal of Mathematical Finance, 2014
exaly  

Interest Rate Swaps

openaire   +1 more source