| Title | Author(s) | |
|---|---|---|
Counterparty Credit Risk in Interest Rate Swaps during Times of Market StressBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-9, 06.06.2003) |
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Modelling the implied probability of stock market movementsEuropean Central Bank Working papers [View] (Paper: 0212, 02.04.2003) |
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Time variation in the tail behaviour of bunds futures returnsEuropean Central Bank Working papers [View] (Paper: 0199, 02.04.2003) |
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The functional form of yield curvesEuropean Central Bank Working papers [View] (Paper: 0148, 02.04.2003) |
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Banks' option to lend, interest rate sensitivity, and credit availabilityBank of Finland Discussion Papers [View] (Paper: 2002/15, 01.08.2002) |
