Results 31 to 40 of about 8,480,943 (296)
Total Return Swap Valuation with Counterparty Risk and Interest Rate Risk
Abstract and Applied Analysis, 2014 We study the pricing of total return swap (TRS) under the contagion models with counterparty risk and the interest rate risk. We assume that interest rate follows Heath-Jarrow-Morton (HJM) forward interest rate model and obtain the Libor market interest ...
Anjiao Wang, Zhongxing Ye
doaj +1 more source
Deviation from Covered Interest Rate Parity in Korea
East Asian Economic Review, 2003 This paper tested the factors which cause deviation from covered interest rate parity (CIRP) in Korea, using regression and VAR models. The empirical evidence indicates that the difference between the swap rate and interest rate differential exists and ...
Seungho Lee
doaj +1 more source
Problemy Zarządzania, 2015 Polish banks have a large long currency position resulting from the portfolio of foreign currency mortgages, which they secure mainly using FX swaps and cross-currency interest rate swaps (CIRS).
Jan Koleśnik
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Chinese yuan interest rate swap yields
PLOS ONE, 2023 This paper models the dynamics of Chinese yuan–denominated long-term interest rate swap yields. It shows that the short-term interest rate exerts a decisive influence on the long-term swap yield after controlling for various macrofinancial variables, such as core inflation, the growth of industrial production, the percent change in the equity price ...
Tanweer Akram, Khawaja Mamun
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Pediatric Idiopathic Multicentric Castleman Disease Is Often Severe But Responsive to Siltuximab
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Idiopathic multicentric Castleman disease (iMCD) is a potentially fatal immunologic disorder marked by widespread lymphadenopathy and inflammation. Siltuximab, an interleukin‐6 (IL‐6) inhibitor, is the only FDA‐approved treatment for adult patients with iMCD.
Bridget Austin +17 more
wiley +1 more source
Borsa Istanbul Review, 2022 This study researches the impacts of foreign portfolio flows (proxied by foreign investors' retention share) and monetary policy responses (proxied by the repurchase interest rate) on Turkey's stock market index taking the COVID-19 pandemic into ...
Mustafa Tevfik Kartal +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Graft‐versus‐host disease (GvHD) remains one of the most significant complications of hematopoietic stem cell transplantation (HSCT). Abatacept, a selective T‐cell costimulation modulator, is a relatively novel prophylactic agent, though pediatric data remain limited.
Matthijs D. Kruizinga +3 more
wiley +1 more source
Euro Interest Rate Swap Yields: A GARCH Analysis
International Journal of Empirical EconomicsThis paper models the month-over-month change in euro-denominated (EUR) long-term interest rate swap yields. It shows that the change in the short-term interest rate has an economically and statistically significant effect on the change in EUR swap ...
Tanweer Akram, Khawaja Mamun
doaj +1 more source
DETERMINANTS OF INTEREST RATES ON CORPORATE DEBT
Фінансово-кредитна діяльність: проблеми теорії та практики, 2021 . The objective of this article is theoretical and methodological justifying of determining algorithm of the cost of debt capital for enterprises functioning in emerging markets (EM).
O. Tereshchenko +3 more
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Journal of Computational and Applied Mathematics, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mallier, R, Alobaidi, G
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