Arbitrage Pressure and Divergences Between Forward and Futures Interest Rates PDF Download
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Author: Edward J. Kane
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 40
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Book Description
Author: Edward J. Kane
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 40
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Book Description
Author: Mr.Eugenio M Cerutti
Publisher: International Monetary Fund
ISBN: 1484395212
Category : Business & Economics
Languages : en
Pages : 36
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Book Description
For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP deviations significantly increased since the GFC, but potential macrofinancial drivers of the variation in CIP deviations have also become significant. The variation in CIP deviations seems to be associated with multiple factors, not only regulatory changes. Most of these do not display a uniform importance across currency pairs and time, and some are associated with possible temporary considerations (such as asynchronous monetary policy cycles).
Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 498
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Book Description
Consists of the proceedings of seminars on futures markets held by the Chicago Board of Trade.
Author: Institute of Chartered Financial Analysts
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 664
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Book Description
Author: Frank J. Fabozzi
Publisher: McGraw-Hill Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 1136
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Book Description
The world's #1 fixed income book, now with 21 all-new chapters "The Handbook of Fixed Income Securities"occupies the top spot as the most authoritative, widely read reference in the global fixed income marketplace. First published in 1983, this comprehensive survey of current knowledge features contributions from leading academics and practitioners and has carved out a niche that cannot and will not be equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives finance professionals the facts and formulas they need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management, and features new chapters on topics including: Eurobonds Emerging market debt Credit risk modeling Synthetics CDOs Transition management And many more
Author: Robert W. Kolb
Publisher: Blackwell Publishing
ISBN: 9781577180654
Category : Business & Economics
Languages : en
Pages : 530
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Book Description
This edition covers all of the historical developments of the futures market in a manner accessible to a wide range of readers and offers an unparalleled breadth and depth of coverage
Author: Edward W. Schwarz
Publisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 488
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Book Description
Describe the structure of the financial future exchanges and the characteristics of futures contracts themselves, the use of financial futures to hedge the risk of unexpected privacy changes. Present ...
Author: Craig Pirrong
Publisher: Cambridge University Press
ISBN: 1139501976
Category : Business & Economics
Languages : en
Pages : 239
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Book Description
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Author: Paul Einzig
Publisher: London : Macmillan
ISBN:
Category : Banks and banking
Languages : en
Pages : 40
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Book Description
Author:
Publisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 514
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Book Description
