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hal id: tel-01217655 https:tel.archives-ouvertes.frtel-01217655 submitted on 23 oct 2015 hal is a multi-disciplinary open access archive for the deposit and dissemination…
1 portfolio hedging with interest rate volatility cboe rmc europe, 5 september 2014 presented by yoshiki obayashi, managing director, applied academics llc in collaboration…
nber working paper series capital controls, exchange rate volatility and external vulnerability sebastian edwards roberto rigobon working paper 11434 http:www.nber.orgpapersw11434…
an interest rate swap volatility index and contract antonio mele quasar yoshiki obayashi applied academics llc first draft: november 10, 2009. this version: june 26, 2012.…
using implied volatility to measure uncertainty about interest rates christopher j. neely october 20, 2004 abstract: option prices can be used to infer the level of uncertainty…
nber working paper series on forecasting interest rates: an efficient markets perspective james e. pesando working paper no. 410 national bureau of economic research 1050…
march 2 2020 market volatility update speakers dirk hofschire cfa senior vice president asset allocation research jacob weinstein cfa research analyst asset allocation research…
why does bad news increase volatility and interest rate, and decrease optimism, asset prices and leverage? f. albert wang abstract we view mortgage as a risky derivative…
k.7 interest rate volatility and sudden stops: an empirical investigation reyes-heroles, ricardo and gabriel tenorio international finance discussion papers board of governors…
volatility and welfare∗ robert lester university of notre dame michael pries university of notre dame eric sims university of notre dame, nber, and ifo march 25, 2013 abstract…
asymmetric volatility and risk in equity markets geert bekaert columbia university stanford university and nber guojun wu university of michigan it appears that volatility…
nber working papers series exchange rate volatility in integrating capital markets giancarlo corsetti vittorio grilli nouriel roubini working paper no 3570 national bureau…
leonardo gambacorta cambridge, ma 02138 february 2004 this research was done during a period as a visiting scholar at the nber. the views expressed herein are those of the
nber working paper seriesinterest-only/principal-onlymortgage-backed strips:a valuation and risk analysisalan j. marcusarnold klingworking paper no. 2340national bureau of…
stochastic volatility and jumps in interest rates: an empirical analysis ren-raw chen* and louis scott** august 2001 revised january 2002 * rutgers university ** morgan stanley…
no. 07-e-22 november 2007 regime switches in exchange rate volatility and uncovered interest parity hibiki ichiue* [email protected] kentaro koyama ** [email protected]…
nber working paper series uncovered interest rate parity and the term structure geert bekaert min wei yuhang xing working paper 8795 http:www.nber.orgpapersw8795 national…
1 the effect of interest rate volatility on corporate yield spreads on both noncallable and callable bonds dong h. kim and duane stock michael f. price college of business…
1 an overview of the quadratic interest rate volatility and inflation hedge etf nyse ticker: ivol about quadratic capital management quadratic capital management is an innovative…
impact of low interest rates and stock market volatility on life insurance policy performance coronavirus has rocked the markets and global economy the first quarter 2020…