Czech Swap Market in the Crisis Period
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References listed on IDEAS
- John C. Williams & John B. Taylor, 2009.
"A Black Swan in the Money Market,"
American Economic Journal: Macroeconomics,
American Economic Association, vol. 1(1), pages 58-83, January.
- Clarida, Richard H, 2001.
"The Empirics of Monetary Policy Rules in Open Economies,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 6(4), pages 315-323, October.
- Richard Clarida, 2001. "The Empirics of Monetary Policy Rules in Open Economies," NBER Working Papers 8603, National Bureau of Economic Research, Inc.
- Jiří Witzany, 2009. "Valuation of Convexity Related Interest Rate Derivatives," Prague Economic Papers, University of Economics, Prague, vol. 2009(4), pages 309-326.
More about this item
Keywordsfinancial crises; multivariate methods; swap curve; money market;
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
- G01 - Financial Economics - - General - - - Financial Crises
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