Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives

2020 ◽  
Vol 40 (5) ◽  
pp. 749-760
Author(s):  
Alex Frino ◽  
Michael Garcia ◽  
Zeyang Zhou
Keyword(s):  
Interest Rate ◽  
Algorithmic Trading ◽  
Interest Rate Derivatives ◽  
Speed Of Adjustment ◽  
New Information

A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives

2009 ◽  
Author(s):  
Duy Minh Dang ◽  
Christina Christara ◽  
Kenneth R. Jackson ◽  
Asif Lakhany
Keyword(s):  
Interest Rate ◽  
Interest Rate Derivatives ◽  
Pricing Framework

Board Composition and Corporate Investment in Interest Rate Derivatives

2001 ◽  
Author(s):  
Kenneth A. Borokhovich ◽  
Kelly R. Brunarski ◽  
Claire E. Crutchley ◽  
Betty J. Simkins
Keyword(s):  
Interest Rate ◽  
Corporate Investment ◽  
Board Composition ◽  
Interest Rate Derivatives
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