Interest rate futures (Prices and rates)
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By Cretien, Paul D. | Publication: Futures (Cedar Falls, Iowa) |
Filed In:
Central Banks
and
Government Departments & Authorities
Some whispers have been heard in the market recently, tentatively asking whether the extremely low interest rates resulting from Federal Reserve policies really are working to help the U.S. economy out of its...
Business Journal
Publication: Financial Express |
Filed In:
Futures
and
Securities & Other Investments
Stock exchanges in India are gearing up for launching interest rate futures which will help deepen the country's financial markets and take the turnover and volume of the exchanges to strikingly higher levels....
Business Journal
By Cretien, Paul D. | Publication: Futures (Cedar Falls, Iowa) |
Filed In:
Futures
and
Securities & Other Investments
Now that interest rates in the United States seem to be approaching a long-term bottom, this is a good time to consider the types of trades that can take advantage of an upward...
Business Journal
Conditional time-varying interest rate risk premium:
evidence from the Treasury bill futures market.
Publication: Journal of Money, Credit & Banking |
Filed In:
Treasury Securities
and
Government Bonds
DO INVESTORS receive a premium for bearing interest rate risk? If they do, is the premium constant or does it vary systematically with other economic variables? The pure expectations hypothesis of the term...
Business Journal
Publication: Journal of Financial Research |
Filed In:
Bonds
and
Debt Instruments
Abstract We investigate the effects of stochastic interest rates and jumps in the spot exchange rate on the pricing of currency futures, forwards, and futures options. The proposed model extends Bates's model by...
Business Journal
