Journal Article
Inflation and the yield curve
Abken, Peter A. (1993-05)
Economic Review , Issue May , Pages 13-31

Journal Article
Beyond plain vanilla: a taxonomy of swaps
Abken, Peter A. (1991-03)
Economic Review , Issue Mar , Pages 12-29

Journal Article
Commercial paper
Abken, Peter A. (1981-03)
An abstract for this article is not available.
Economic Review , Volume 67 , Issue Mar , Pages 11-21

Journal Article
The economics of gold price movements
Abken, Peter A. (1980-03)
An abstract for this article is not available
Economic Review , Volume 66 , Issue Mar , Pages 3-13

Journal Article
Over-the-counter financial derivatives: risky business?
Abken, Peter A. (1994-03)
Economic Review , Volume 79 , Issue Mar , Pages 1-22

Journal Article
The role of currency derivatives in internationally diversified portfolios
Shrikhande, Milind M.; Abken, Peter A. (1997-07-03)
Diversification is widely practiced by investors seeking to reduce risk. In recent years investors have been turning to foreign markets to obtain even greater scope for diversification than domestic markets offer. With the internationalization of security portfolios, however, also comes an additional risk-foreign exchange risk. ; The use of currency derivatives in internationally diversified portfolios can help mitigate foreign exchange risk. This article investigates the impact of currency hedging on these portfolios, in particular index portfolios of stocks and bonds from markets in seven ...
Economic Review , Volume 82 , Issue Q 3 , Pages 34-59

Journal Article
Stock market activity in October 1987: the Brady, CFTC, and SEC Reports
Abken, Peter A. (1988-05)
Economic Review , Issue May , Pages 36-43

Working Paper
Discrete option replication with transactions costs: an analysis of hedging errors
Abken, Peter A. (1988)
FRB Atlanta Working Paper , Paper 88-10

Journal Article
Covered call options: a proposal to ease LDC debt
Feinstein, Steven P.; Abken, Peter A. (1990-03)
Economic Review , Issue Mar , Pages 2-13

Working Paper
The impact of a dealer's failure on OTC derivatives market liquidity during volatile periods
Abken, Peter A.; Wall, Larry D.; Tallman, Ellis W. (1996)
This paper develops a model in which information losses may be an important part of the cost of an OTC derivatives dealer's failure. A dealer failure forces solvent counterparties of a failed dealer to seek replacement hedges with other dealers. However, by forcing good firms into the derivatives market, the failure provides camouflage for insolvent firms seeking to speculate with a dealer that does not know their credit status. The paper models this information loss and uses the model to quantitatively evaluate a range of scenarios. The results suggest that a market breakdown is unlikely but ...
FRB Atlanta Working Paper , Paper 96-6