END OF INTEREST-RATE VOLATILITY + FINANCIAL MARKET

被引:0
作者
KIDD, PE
机构
关键词
D O I
暂无
中图分类号
TU [建筑科学];
学科分类号
0813 ;
摘要
引用
收藏
页码:28 / 29
页数:2
相关论文
共 50 条
[31]   INTEREST-RATE FUTURES - NEW TOOL FOR FINANCIAL MANAGER [J].
BACON, PW ;
WILLIAMS, RE .
FINANCIAL MANAGEMENT, 1976, 5 (01) :32-38
[32]   THE CREDIT VIEW, FINANCIAL ANNOUNCEMENTS AND INTEREST-RATE RESPONSES [J].
HEIN, SE ;
MERCADOMENDEZ, J .
JOURNAL OF BANKING & FINANCE, 1992, 16 (04) :743-756
[33]   An interest-rate model with jumps for uncertain financial markets [J].
Yu, Suisheng ;
Ning, Yufu .
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 527
[34]   INTEREST-RATE RISK, PREPAYMENT RISK, AND THE FUTURES MARKET HEDGING STRATEGIES OF FINANCIAL-INTERMEDIARIES [J].
BATLIN, CA .
JOURNAL OF FUTURES MARKETS, 1983, 3 (02) :177-184
[35]   Financial stability, interest-rate smoothing and equilibrium determinacy [J].
Di Giorgio, Giorgio ;
Rotondi, Zeno .
JOURNAL OF FINANCIAL STABILITY, 2011, 7 (01) :1-9
[36]   Analysis of drawdowns and drawups in the US$ interest-rate market [J].
Rebonato, Riccardo ;
Gaspari, Valer .
QUANTITATIVE FINANCE, 2006, 6 (04) :297-326
[37]   The impact of interest rate volatility on financial market inclusion: evidence from emerging markets [J].
Hajilee M. ;
Niroomand F. .
Journal of Economics and Finance, 2018, 42 (2) :352-368
[38]   INTEREST-RATE INNOVATIONS AND THE VOLATILITY OF LONG-TERM BOND YIELDS [J].
CUSHING, MJ ;
ACKERT, LF .
JOURNAL OF MONEY CREDIT AND BANKING, 1994, 26 (02) :203-217
[39]   Interest-Rate Reforms and Financial Deepening in Botswana: An Empirical Investigation [J].
Odhiambo, Nicholas M. ;
Akinboade, Oludele A. .
ECONOMIC NOTES, 2009, 38 (1-2) :97-116
[40]   A UNIFIED APPROACH TO HEDGING INTEREST-RATE RISK WITH FINANCIAL FUTURES [J].
HILLIARD, JE .
DECISION SCIENCES, 1988, 19 (03) :654-671