Derivatives markets, products and participants: an overview
In: Proceedings of the workshop "Data requirements for monitoring derivative transactions", organised by the People's Bank of China and the Irving Fisher Committee, Zhengzhou, 27-29 September 2010
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- John B. Carlson & Ben R. Craig & Patrick C. Higgins & William R. Melick, 2006. "FOMC communications and the predictability of near-term policy decisions," Economic Commentary, Federal Reserve Bank of Cleveland, issue Jun.
- Jeffery D Amato & Jacob Gyntelberg, 2005. "CDS index tranches and the pricing of credit risk correlations," BIS Quarterly Review, Bank for International Settlements, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- James D. Hamilton, 2009.
"Daily Changes in Fed Funds Futures Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 567-582, June.
- James D. Hamilton, 2007. "Daily Changes in Fed Funds Futures Prices," NBER Working Papers 13112, National Bureau of Economic Research, Inc.
- Dräger, L. & Lamla, M.J. & Pfajfar, D., 2013.
"Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication,"
Other publications TiSEM
4d696071-8776-4191-a84f-f, Tilburg University, School of Economics and Management.
- Lamla, Michael & Dräger, Lena & Pfajfar, Damjan, 2015. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113170, Verein für Socialpolitik / German Economic Association.
- Lena Dräger & Michael J. Lamla & Damjan Pfajfar, 2014. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," Macroeconomics and Finance Series 201401, University of Hamburg, Department of Socioeconomics.
- Dräger, L. & Lamla, M.J. & Pfajfar, D., 2013. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," Discussion Paper 2013-063, Tilburg University, Center for Economic Research.
- Michael J. Lamla & Lena Draeger & Damjan Pfajfar, 2013. "Are Consumer Expectations Theory-Consistent? The Role of Macroeconomic Determinants and Central Bank Communication," KOF Working papers 13-345, KOF Swiss Economic Institute, ETH Zurich.
- Guonan Ma & Eli Remolona, 2009.
"Learning by Doing in Market Reform: Lessons from a Regional Bond Fund,"
Chapters, in: Koichi Hamada & Beate Reszat & Ulrich Volz (ed.),Towards Monetary and Financial Integration in East Asia, chapter 4,
Edward Elgar Publishing.
- Ma, Guonan & Remolona, Eli M., 2006. "Learning by doing in market reform: Lessons from a regional bond fund," HWWI Research Papers 2-6, Hamburg Institute of International Economics (HWWI).
- Claudio Borio, 2007.
"Change and Constancy in the Financial System: Implications for Financial Distress and Policy,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Jeremy Lawson (ed.),The Structure and Resilience of the Financial System,
Reserve Bank of Australia.
- Claudio E. V. Borio, 2007. "Change and constancy in the financial system: implications for financial distress and policy," BIS Working Papers 237, Bank for International Settlements.
- Jeffery D Amato, 2005. "Risk aversion and risk premia in the CDS market," BIS Quarterly Review, Bank for International Settlements, December.
- Murphy, David & Nahai-Williamson, Paul, 2014. "Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy," Bank of England Financial Stability Papers 30, Bank of England.
- Jae Young Jang & Erdal Atukeren, 2019. "Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model," Sustainability, MDPI, Open Access Journal, vol. 11(13), pages 1-23, June.
- Clemens Kool & Menno Middeldorp & Stephanie Rosenkranz, 2011.
"Central Bank Transparency and the Crowding Out of Private Information in Financial Markets,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 765-774, June.
- Clemens Kool & Menno Middeldorp & Stephanie Rosenkranz, 2011. "Central Bank Transparency and the Crowding Out of Private Information in Financial Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 765-774, June.
- Dräger, Lena & Lamla, Michael J. & Pfajfar, Damjan, 2016.
"Are survey expectations theory-consistent? The role of central bank communication and news,"
European Economic Review, Elsevier, vol. 85(C), pages 84-111.
- Lena Dräger & Michael Lamla & Damjan Pfajfar, 2015. "Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News," Finance and Economics Discussion Series 2015-35, Board of Governors of the Federal Reserve System (U.S.).
- Tao Peng, 2010. "Portfolio Credit Risk Modelling and CDO Pricing - Analytics and Implied Trees from CDO Tranches," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 8, July-Dece.
- Dominique Guegan & Julien Houdain, 2006. "Hedging tranches index products : illustration of model dependency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179325, HAL.
- Jacob Gyntelberg & Guonan Ma & Eli M Remolona, 2005. "Corporate bond markets in Asia," BIS Quarterly Review, Bank for International Settlements, December.
- Guonan Ma & Eli M Remolona, 2005. "Opening markets through a regional bond fund: lessons from ABF2," BIS Quarterly Review, Bank for International Settlements, June.
- Nicholas Taylor, 2010.
"The Determinants of Future U.S. Monetary Policy: High-Frequency Evidence,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2-3), pages 399-420, March.
- Nicholas Taylor, 2010. "The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(2‐3), pages 399-420, March.
- Abel Elizalde, 2006. "Credit Risk Models IV: Understanding and Pricing CDOs," Working Papers wp2006_0608, CEMFI.
- Alissa G. Karl, 2013. "‘Bank Talk,’ Performativity And Financial Markets," Journal of Cultural Economy, Taylor & Francis Journals, vol. 6(1), pages 63-77, February.
- Wang, Dezhong & Rachev, Svetlozar T. & Fabozzi, Frank J., 2009. "Pricing of credit default index swap tranches with one-factor heavy-tailed copula models," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 201-215, March.
- Calice, Giovanni, 2011. "The Impact of Collateral Policies on Sovereign CDS Spreads," ECMI Papers 12234, Centre for European Policy Studies.
- Yinqiu Lu & Jorge A Chan-Lau, 2006. "Idiosyncratic and Systemic Risk in the European Corporate Sector; A CDO Perspective," IMF Working Papers 06/107, International Monetary Fund.
- M.H. Middeldorp, 2011.
"FOMC Communication Policy and the Accuracy of Fed Funds Futures,"
Working Papers
11-13, Utrecht School of Economics.
- Menno Middeldorp, 2011. "FOMC communication policy and the accuracy of Fed Funds futures," Staff Reports 491, Federal Reserve Bank of New York.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:bisifc:35-01. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Beslmeisl). General contact details of provider: http://edirc.repec.org/data/bisssch.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.