An empirical examination of volatility spillover between the Indian and US swap markets

V Bhargava, DK Malhotra, P Russel… - International Journal of …, 2012 - emerald.com
Purpose–The purpose of this paper is to examine if the volatility in the US dollar interest rate
swap market impacts the volatility of the swap rates in the Indian swap market …

A theoretical and empirical analysis of structured finance

JFM Pinto - 2013 - search.proquest.com
This dissertation examines, at both the theoretical and empirical level, what structured
finance transactions are, the motivations behind them, their benefits, features and even their …

[PDF][PDF] Relating Interest Rate Swaps Volatility and Macroeconomic Uncertainty in Europe.

C Pinho, M Madaleno - Banking & Finance Review, 2013 - ccsu.financect.net
Interest rate swaps (IRS) are plain vanilla derivatives agreed between two parties to
periodically exchange fixed-for-floating payments based on a fixed notional amount or …

[PDF][PDF] A eficácia do programas de Literacia Financeira: o caso da Fundação Dr. António Cupertino de Almeida

VPP Duarte - 2013 - repositorio-aberto.up.pt
A recente crise financeira internacional conduziu a uma vaga de preocupação com os
níveis de literacia financeira da população em diversos países. Vários estudos foram feitos …

Convertible Bonds

FJ Fabozzi, SV Mann, F Stefanini - Handbook of Finance, 2008 - Wiley Online Library
Corporations finance themselves by selling claims to the expected future cash flows
generated by their assets. The two basic claims issued are debt claims in the form of bonds …

[CITATION][C] Time Series Properties of Indian Swap Market

DK Malhotra, PS Russel, R Singh