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Author:Kuprianov, Anatoli 

Monograph
Options on money market futures

Monograph

Journal Article
Over-the-counter interest rate derivatives

Economic Quarterly , Issue Sum , Pages 65-94

Journal Article
Derivatives debacles: case studies of large losses in derivatives markets

Economic Quarterly , Issue Fall , Pages 1-39

Journal Article
The economic outlook for the Fifth District states in 1984 : forecasts from vector autoregression models

Anatoli Kuprianov and William Lupoletti employ the VAR technique to forecast the regional economy in The Economic Outlook for Fifth District States in 1984. The authors document the experiences of the economies of Maryland, Virginia, West Virginia, North Carolina, South Carolina, and the District of Columbia over the past 25 years. After summarizing the differences between conventional and VAR forecasting models, they present forecasts of each state for 1984 produced by a five-variable VAR model. These forecasts suggest that the recovery of 1983 should continue through 1984 for most Fifth ...
Economic Review , Volume 70 , Issue Jan , Pages 12-23

Journal Article
The role of interest rate swaps in corporate finance

Economic Quarterly , Issue Sum , Pages 49-68

Journal Article
Options on short-term interest rate futures

An abstract for this article is not available
Economic Review , Volume 72 , Issue Nov , Pages 3-11

Journal Article
Money market futures

Virtually all financial innovation in the U.S. money market during the past 20 years has centered on interest rate derivatives, including futures and swaps. Furthermore, money market futures--especially futures contracts on Eurodollar time deposits--have been at the vanguard of the recent explosion of trading activity in interest rate derivatives. While futures markets traditionally have been viewed as markets for the transfer of price risk, recent research shows that they may serve other important economic functions as well.
Economic Review , Volume 78 , Issue Nov , Pages 19-37

Journal Article
Tax disincentives to commercial bank lending

Economic Quarterly , Issue Spr , Pages 67-97

Journal Article
An analysis of Federal Reserve pricing

An abstract for this article is not available
Economic Review , Volume 72 , Issue Mar , Pages 3-19

Journal Article
Short-term interest rate futures

An abstract for this article is not available
Economic Review , Volume 72 , Issue Sep , Pages 12-26

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