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Journal Article
Over-the-counter financial derivatives: risky business?
Abken, Peter A.
(1994-03)
Economic Review
, Volume 79
, Issue Mar
, Pages 1-22
Working Paper
A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news
Beechey, Meredith J.
(2006)
Nominal forward rates are sensitive at surprisingly long horizons to macroeconomic news and monetary-policy surprises. This paper takes advantage of affine term-structure modelling to demonstrate that movements in term premia, not expected future short rates, account for most of the reaction of forward rates at long horizons. Specifically, term premia account for about three quarters of the reaction of nominal forward rates 10 to 15 years hence to the surprise component of numerous macroeconomic news announcements. This has strong implications for the interpretation of interest-rate ...
Finance and Economics Discussion Series
, Paper 2007-06
Journal Article
Over-the-counter interest rate derivatives
Kuprianov, Anatoli
(1993-07)
Economic Quarterly
, Issue Sum
, Pages 65-94
Journal Article
Issuance of joint framework for supervisory information about derivatives activities of banks and securities firms
anonymous
(1995-07)
Federal Reserve Bulletin
, Issue Jul
Conference Paper
Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions
Moser, James T.; Brewer, Elijah; Jackson, William E.
(1996-08)
Proceedings
, Issue Aug
, Pages 482-501
Journal Article
Statement to Congress, July 24, 1998 and July 30, 1998, (regulation of over-the-counter derivatives).
Greenspan, Alan
(1998-09)
Federal Reserve Bulletin
, Issue Sep
Journal Article
The 1997 Nobel Prize in economics
Krainer, John
(1998)
FRBSF Economic Letter
Working Paper
Banks and derivatives
Rosen, Richard J.; Gorton, Gary
(1995)
Working Papers
, Paper 95-12
Journal Article
Are derivatives too risky for banks?
Becketti, Sean
(1993-07)
Economic Review
, Volume 78
, Issue Q III
, Pages 27-42
Journal Article
Derivative mechanics: the CMO
Haubrich, Joseph G.
(1995-09)
A primer on how collateralized mortgage obligations (CMOs) work, looking at both their advantages and disadvantages and explaining how some seasoned market participants got into trouble by investing in these interest-rate-sensitive financial instruments.
Economic Commentary
, Issue Sep
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