Fixed income arbitrage

Results: 38



#Item
21Interest rates / Fixed income analysis / Finance / Yield curve / Yield / Bond / Interest / Factor analysis / United States Treasury security / Economics / Inflation / Fixed income market

Inflation Expectations and Risk Premiums in an Arbitrage-Free Model of Nominal and Real Bond Yields

Add to Reading List

Source URL: www.federalreserve.gov

Language: English - Date: 2009-05-27 17:07:57
22Financial markets / United States housing bubble / Fixed income market / Credit default swap / Bond / Arbitrage / Liquidity crisis / Convergence trade / Corporate bond / Financial economics / Economics / Finance

Federal Reserve Bank of New York Staff Reports Did Liquidity Providers Become Liquidity Seekers? Jaewon Choi

Add to Reading List

Source URL: www.newyorkfed.org

Language: English - Date: 2013-11-26 09:47:56
23Financial markets / Fixed income market / Yield curve / Mortgage-backed security / Bond / United States Treasury security / Money market / Arbitrage / Government debt / Financial economics / Economics / Finance

Term Structure Modeling with Supply Factors and the Federal Reserve’s Large-Scale Asset Purchase Programs∗ Canlin Li and Min Wei Division of Monetary Affairs, Federal Reserve Board of Governors

Add to Reading List

Source URL: www.ijcb.org

Language: English - Date: 2013-03-05 07:11:00
24Structured finance / United States housing bubble / Fixed income securities / Subprime mortgage crisis / Financial markets / Securitization / Arbitrage / Tranche / Goldman Sachs / Finance / Financial economics / Economics

Global Markets Institute Effective Regulation: Part 3 Helping Restore Transparency June 2009

Add to Reading List

Source URL: www.goldmansachs.com

Language: English - Date: 2014-05-15 15:50:42
25Loan / Income tax in the United States / Arbitrage / Finance / Fixed income securities / Mortgage-backed security / Structured finance / Municipal bond / Defeasance / Economics / Financial economics / Bond

Microsoft Word - Post Issuance Tax Compliance Procedures

Add to Reading List

Source URL: www.sto.idaho.gov

Language: English - Date: 2012-11-08 16:50:13
26Finance / Financial services / Hedge fund / Arbitrage / Risk arbitrage / Futures contract / Credit card / Prime brokerage / Fixed income arbitrage / Financial economics / Financial markets / Investment

Alternative Investment Management Association APPLICATION FOR AIMA MEMBERSHIP To join the Alternative Investment Management Association (AIMA), please complete the following form and return a signed copy to us via email

Add to Reading List

Source URL: www.aima.org

Language: English - Date: 2014-09-19 09:53:57
27Bonds / United States housing bubble / Fixed income securities / Mortgage-backed security / Structured finance / Arbitrage / Municipal bond / High-yield debt / Financial economics / Economics / Finance

Microsoft Word - NIBP policy questions _3-16-2010_

Add to Reading List

Source URL: www.ncsha.org

Language: English - Date: 2014-09-24 16:56:38
28Macroeconomics / Statistics / Yield curve / Mathematical finance / Economic model / Factor analysis / Macroeconomic model / Arbitrage pricing theory / Expectation hypothesis / Economics / Fixed income market / Financial economics

A No-Arbitrage Model of the Term Structure and the Macroeconomy∗ Glenn D. Rudebusch† Tao Wu‡

Add to Reading List

Source URL: www.clevelandfed.org

Language: English - Date: 2003-08-21 13:32:06
29Fixed income market / Mathematical finance / Financial markets / Yield curve / Bond / Risk-neutral measure / Arbitrage / Futures contract / Financial economics / Economics / Finance

NBER WORKING PAPER SERIES A PREFERRED-HABITAT MODEL OF THE TERM STRUCTURE OF INTEREST RATES Dimitri Vayanos Jean-Luc Vila

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2011-12-05 13:37:50
30Loan / Income tax in the United States / Arbitrage / Finance / Fixed income securities / Mortgage-backed security / Structured finance / Municipal bond / Defeasance / Economics / Financial economics / Bond

Microsoft Word - Post Issuance Tax Compliance Procedures

Add to Reading List

Source URL: sto.idaho.gov

Language: English - Date: 2012-11-08 16:50:13
UPDATE