Artículos de revistas sobre el tema "Interest rate and volatility risk"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores artículos de revistas para su investigación sobre el tema "Interest rate and volatility risk".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore artículos de revistas sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Ho, Thomas S. Y. "Managing Interest Rate Volatility Risk". Journal of Fixed Income 17, n.º 3 (31 de diciembre de 2007): 6–17. http://dx.doi.org/10.3905/jfi.2007.700216.
Texto completoYang, Steve Y. y Esen Onur. "Interest Rate Swap Market Complexity and Its Risk Management Implications". Complexity 2018 (24 de octubre de 2018): 1–20. http://dx.doi.org/10.1155/2018/5470305.
Texto completoInternational Monetary Fund. "Interest Rate Volatility and Risk in Indian Banking". IMF Working Papers 04, n.º 17 (2004): 1. http://dx.doi.org/10.5089/9781451843569.001.
Texto completoMATACZ, ANDREW y JEAN-PHILIPPE BOUCHAUD. "EXPLAINING THE FORWARD INTEREST RATE TERM STRUCTURE". International Journal of Theoretical and Applied Finance 03, n.º 03 (julio de 2000): 381–89. http://dx.doi.org/10.1142/s0219024900000243.
Texto completoHosokawa, Satoshi y Koichi Matsumoto. "Pricing interest rate derivatives with model risk". Journal of Financial Engineering 02, n.º 01 (marzo de 2015): 1550003. http://dx.doi.org/10.1142/s2345768615500038.
Texto completoNouman, Muhammad, Maria Hashim, Vanina Adoriana Trifan, Adina Eleonora Spinu, Muhammad Fahad Siddiqi y Farman Ullah Khan. "Interest rate volatility and financing of Islamic banks". PLOS ONE 17, n.º 7 (26 de julio de 2022): e0268906. http://dx.doi.org/10.1371/journal.pone.0268906.
Texto completoKim, Bomi y Jeong-Hoon Kim. "Default risk in interest rate derivatives with stochastic volatility". Quantitative Finance 11, n.º 12 (15 de abril de 2011): 1837–45. http://dx.doi.org/10.1080/14697688.2010.543426.
Texto completoCarcano, Nicola y Silverio Foresi. "Hedging against interest rate risk: Reconsidering volatility-adjusted immunization". Journal of Banking & Finance 21, n.º 2 (febrero de 1997): 127–41. http://dx.doi.org/10.1016/s0378-4266(96)00031-3.
Texto completoBaños, David, Marc Lagunas-Merino y Salvador Ortiz-Latorre. "Variance and Interest Rate Risk in Unit-Linked Insurance Policies". Risks 8, n.º 3 (6 de agosto de 2020): 84. http://dx.doi.org/10.3390/risks8030084.
Texto completoYoon, Byung-Jo, Kook-Hyun Chang y 홍. 민구. "Long Term Volatility of Interest Rate Swap and Macroeconomic Risk in Korean Market". Journal of Derivatives and Quantitative Studies 21, n.º 3 (31 de agosto de 2013): 255–73. http://dx.doi.org/10.1108/jdqs-03-2013-b0001.
Texto completoZhang, Qiming, Xuemeng Guo y Hongchang Li. "The Impact of Financial Risks on Financial Investment in Infrastructure: Based on a Two-Factor Stochastic Differential Equation". Discrete Dynamics in Nature and Society 2021 (21 de octubre de 2021): 1–14. http://dx.doi.org/10.1155/2021/9112739.
Texto completoAlenezi, Mariam, Ahmad Alqatan y Obby Phiri. "The sensitivity of GCC firms’ stock returns to exchange rate, interest rate, and oil price volatility". Corporate Ownership and Control 17, n.º 4 (2020): 35–50. http://dx.doi.org/10.22495/cocv17i4art3.
Texto completoFernández-Villaverde, Jesús, Pablo Guerrón-Quintana, Juan F. Rubio-Ramírez y Martin Uribe. "Risk Matters: The Real Effects of Volatility Shocks". American Economic Review 101, n.º 6 (1 de octubre de 2011): 2530–61. http://dx.doi.org/10.1257/aer.101.6.2530.
Texto completoTahani, Nabil y Xiaofei Li. "Pricing interest rate derivatives under stochastic volatility". Managerial Finance 37, n.º 1 (31 de enero de 2011): 72–91. http://dx.doi.org/10.1108/03074351111092157.
Texto completoPark, Hun Y. y Anil K. Bera. "Interest-Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages". Real Estate Economics 15, n.º 2 (junio de 1987): 79–97. http://dx.doi.org/10.1111/1540-6229.00420.
Texto completoDíaz, Antonio y Marta Tolentino. "Risk Management for Bonds with Embedded Options". Mathematics 8, n.º 5 (13 de mayo de 2020): 790. http://dx.doi.org/10.3390/math8050790.
Texto completoBouzouita, Raja y Arthur Young. "Recent Evidence on Insurance Stock Interest Rate Sensitivity". Journal of Finance Issues 8, n.º 1 (30 de junio de 2010): 11–18. http://dx.doi.org/10.58886/jfi.v8i1.2364.
Texto completoYoon, Ji-Hun, Jeong-Hoon Kim, Sun-Yong Choi y Youngchul Han. "Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model". Stochastics and Dynamics 17, n.º 01 (15 de diciembre de 2016): 1750003. http://dx.doi.org/10.1142/s0219493717500034.
Texto completoFornari, Fabio. "Assessing the compensation for volatility risk implicit in interest rate derivatives". Journal of Empirical Finance 17, n.º 4 (septiembre de 2010): 722–43. http://dx.doi.org/10.1016/j.jempfin.2010.03.002.
Texto completoMarkellos, Raphael N. y Dimitris Psychoyios. "Interest rate volatility and risk management: Evidence from CBOE Treasury options". Quarterly Review of Economics and Finance 68 (mayo de 2018): 190–202. http://dx.doi.org/10.1016/j.qref.2017.08.005.
Texto completoOlaniyan, Sunday y Hamadu Dallah. "MODELING THE VOLATILITY FOR LONG TERM INTEREST RATE RETURNS IN THE NIGERIA BOND MARKET USING CONDITIONALY HETEROSCEDASTIC MODELS". Jurnal Wahana Akuntansi 15, n.º 1 (5 de agosto de 2020): 46–56. http://dx.doi.org/10.21009/wahana.15.014.
Texto completoBalter, Anne G. y Bas J. M. Werker. "THE EFFECT OF THE ASSUMED INTEREST RATE AND SMOOTHING ON VARIABLE ANNUITIES". ASTIN Bulletin 50, n.º 1 (31 de octubre de 2019): 131–54. http://dx.doi.org/10.1017/asb.2019.27.
Texto completoByun, Suk Joon y Ki Cheon Chang. "Volatility risk premium in the interest rate market: Evidence from delta-hedged gains on USD interest rate swaps". International Review of Financial Analysis 40 (julio de 2015): 88–102. http://dx.doi.org/10.1016/j.irfa.2015.03.018.
Texto completoAkhmedov, Fakhraddin, Mhd Zeitoun y Humssi Al. "Financial engineering to optimize risk management in banks based on Interest Rate Swaps to better hedge the exposure to interest rate fluctuations the case of banks in Syria". International Review, n.º 1-2 (2021): 99–107. http://dx.doi.org/10.5937/intrev2102101a.
Texto completoGhosh, Renu, K. Latha y Sunita Gupta. "Interest Rate Sensitivity of Non-banking Financial Sector in India". Vikalpa: The Journal for Decision Makers 43, n.º 3 (20 de agosto de 2018): 152–70. http://dx.doi.org/10.1177/0256090918792803.
Texto completoElyasiani, Elyas y Iqbal Mansur. "International Spillover of Risk and Return among Major Banking Institutions: A Bivariate GARCH Model". Journal of Accounting, Auditing & Finance 18, n.º 2 (abril de 2003): 303–30. http://dx.doi.org/10.1177/0148558x0301800207.
Texto completoHammami, Haifa y Younes Boujelbene. "FINANCIAL RISKS AND STOCK MARKET CRASHES: AN EMPIRICAL ANALYSIS OF THE TUNISIAN STOCK MARKET". Applied Finance Letters 10 (16 de junio de 2021): 10–23. http://dx.doi.org/10.24135/afl.v10i.379.
Texto completoDewi, Syanti y Ishak Ramli. "OPSI SAHAM PADA PASAR MODAL DI INDONESIA (STUDI PASAR OPSI SAAT PASAR OPSI MASIH BERLANGSUNG DI BURSA EFEK INDONESIA)". Jurnal Muara Ilmu Ekonomi dan Bisnis 2, n.º 2 (28 de marzo de 2019): 300. http://dx.doi.org/10.24912/jmieb.v2i2.1001.
Texto completoHaider, Syed Kamran Ali, Shujahat Haider Hashmi y Ishtiaq Ahmed. "Systematic risk factors and stock return volatility". Applied Studies in Agribusiness and Commerce 11, n.º 1-2 (30 de junio de 2017): 61–70. http://dx.doi.org/10.19041/apstract/2017/1-2/8.
Texto completoArellano, Cristina. "Default Risk and Income Fluctuations in Emerging Economies". American Economic Review 98, n.º 3 (1 de mayo de 2008): 690–712. http://dx.doi.org/10.1257/aer.98.3.690.
Texto completode Ferra, Sergio y Enrico Mallucci. "Sovereign risk matters: Endogenous default risk and the time-varying volatility of interest rate spreads". Journal of International Economics 134 (enero de 2022): 103542. http://dx.doi.org/10.1016/j.jinteco.2021.103542.
Texto completoBrody, Dorje C., Lane P. Hughston y Ewan Mackie. "General theory of geometric Lévy models for dynamic asset pricing". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 468, n.º 2142 (29 de febrero de 2012): 1778–98. http://dx.doi.org/10.1098/rspa.2011.0670.
Texto completoBENTH, FRED ESPEN y FRANK PROSKE. "UTILITY INDIFFERENCE PRICING OF INTEREST-RATE GUARANTEES". International Journal of Theoretical and Applied Finance 12, n.º 01 (febrero de 2009): 63–82. http://dx.doi.org/10.1142/s0219024909005117.
Texto completoKarlsson, P., K. F. Pilz y E. Schlögl. "Calibrating a market model with stochastic volatility to commodity and interest rate risk". Quantitative Finance 17, n.º 6 (21 de diciembre de 2016): 907–25. http://dx.doi.org/10.1080/14697688.2016.1254814.
Texto completoMcKINNON, RONALD I. "INTEREST RATE VOLATILITY AND EXCHANGE RISK: NEW RULES FOR A COMMON MONETARY STANDARD". Contemporary Economic Policy 8, n.º 2 (abril de 1990): 1–17. http://dx.doi.org/10.1111/j.1465-7287.1990.tb00587.x.
Texto completoEspinosa, Fernando y Josep Vives. "A volatility-varying and jump-diffusion Merton type model of interest rate risk". Insurance: Mathematics and Economics 38, n.º 1 (febrero de 2006): 157–66. http://dx.doi.org/10.1016/j.insmatheco.2005.08.010.
Texto completoGómez-Valle, L. y J. Martínez-Rodríguez. "The risk-neutral stochastic volatility in interest rate models with jump–diffusion processes". Journal of Computational and Applied Mathematics 347 (febrero de 2019): 49–61. http://dx.doi.org/10.1016/j.cam.2018.07.048.
Texto completoHuang, Jianbo, Jian Liu y Yulei Rao. "Binary Tree Pricing to Convertible Bonds with Credit Risk under Stochastic Interest Rates". Abstract and Applied Analysis 2013 (2013): 1–8. http://dx.doi.org/10.1155/2013/270467.
Texto completoDEWI, MIRANDA NOVI MARA, KOMANG DHARMAWAN y KARTIKA SARI. "ESTIMASI VALUE AT RISK MENGGUNAKAN VOLATILITAS DISPLACED DIFFUSION". E-Jurnal Matematika 8, n.º 4 (30 de noviembre de 2019): 298. http://dx.doi.org/10.24843/mtk.2019.v08.i04.p268.
Texto completoMendes, Victor y Margarida Abreu. "Monetary and Financial Instability and European Bank Interest Margins". International Finance and Banking 5, n.º 1 (13 de abril de 2018): 14. http://dx.doi.org/10.5296/ifb.v5i1.13000.
Texto completoHarris, Geoffrey R., Tao L. Wu y Jiarui Yang. "The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives". Journal of Credit Risk 11, n.º 1 (marzo de 2015): 93–127. http://dx.doi.org/10.21314/jcr.2015.190.
Texto completoMohanty, Sunil K., Roar Aadland, Sjur Westgaard, Stein Frydenberg, Hilde Lillienskiold y Cecilie Kristensen. "Modelling Stock Returns and Risk Management in the Shipping Industry". Journal of Risk and Financial Management 14, n.º 4 (9 de abril de 2021): 171. http://dx.doi.org/10.3390/jrfm14040171.
Texto completoHattori, Masazumi, Andreas Schrimpf y Vladyslav Sushko. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy". American Economic Journal: Macroeconomics 8, n.º 2 (1 de abril de 2016): 111–36. http://dx.doi.org/10.1257/mac.20140016.
Texto completoMATACZ, ANDREW y JEAN-PHILIPPE BOUCHAUD. "AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE". International Journal of Theoretical and Applied Finance 03, n.º 04 (octubre de 2000): 703–29. http://dx.doi.org/10.1142/s0219024900000838.
Texto completoWang, Xiandong, Jianmin He y Shouwei Li. "Compound Option Pricing under Fuzzy Environment". Journal of Applied Mathematics 2014 (2014): 1–9. http://dx.doi.org/10.1155/2014/875319.
Texto completoSOHEL AZAD, A. S. M., VICTOR FANG y J. WICKRAMANAYAKE. "Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk*". International Review of Finance 11, n.º 3 (20 de abril de 2011): 353–90. http://dx.doi.org/10.1111/j.1468-2443.2011.01129.x.
Texto completoHautsch, Nikolaus y Yangguoyi Ou. "Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields". Journal of Banking & Finance 36, n.º 11 (noviembre de 2012): 2988–3007. http://dx.doi.org/10.1016/j.jbankfin.2012.06.020.
Texto completoLO, C. F., P. H. YUEN y C. H. HUI. "OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS". International Journal of Theoretical and Applied Finance 03, n.º 03 (julio de 2000): 581–89. http://dx.doi.org/10.1142/s0219024900000668.
Texto completoZhu, Jiaqi y Shenghong Li. "Time-Consistent Investment and Reinsurance Strategies for Mean-Variance Insurers under Stochastic Interest Rate and Stochastic Volatility". Mathematics 8, n.º 12 (7 de diciembre de 2020): 2183. http://dx.doi.org/10.3390/math8122183.
Texto completoLi, Jinzhi y Shixia Ma. "Pricing Options with Credit Risk in Markovian Regime-Switching Markets". Journal of Applied Mathematics 2013 (2013): 1–9. http://dx.doi.org/10.1155/2013/621371.
Texto completo