Results 241 to 250 of about 12,556 (263)
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Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks
North American Journal of Economics and Finance, 2017Carl Chen +2 more
exaly
Pricing model of interest rate swap with a bilateral default risk
Journal of Computational and Applied Mathematics, 2010Shenghong Li, , Xiaohu Yang
exaly
Spillovers of international interest rate swap markets and stock market volatility
Managerial Finance, 2016exaly
The effect of Fed monetary policy regimes on the US interest rate swap spreads
Review of Financial Economics, 2007Carl Chen
exaly
Panel cointegration analysis of co-movement between interest rate swap and treasury markets
Applied Economics Letters, 2012Shigeyuki Hámori, Yuki Toyoshima
exaly
Covered Interest Rate Arbitrage Trading and Negative Spreads of Interest rate Swap in Korea
Journal of Derivatives and Quantitative Studies, 2010exaly
An empirical examination of volatility spillover between the Indian and US swap markets
International Journal of Emerging Markets, 2012Rahul Singh, D K Malhotra
exaly