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Banks Use of Credit Derivatives and Pricing Loans

Wang - Quantitative Tactical Asset Allocation

WEF Consumption Dilemma Sustainable Growth Report 2011

Coupon Destruction Dec 2010_Final

Jekyll_Kocherlakota

DXY 10-26-10

SSRN-Id1629688 Interest Rate Modeling With Multiple Yield Curves

SSRN-Id1520618 Fujii Shimada Takahashi

ICMA Euro Repo Survey - 2Q10

Rehypothecation in the Shadow Banking System

MCE of LogNorm Int Rate Models - Schlogl

Seven Faces Final Jul 28

Natixis ECB Report

Hist Panel EURIBOR Jul 2010

Hist Panel EURIBOR Jun 2010

Fitch - Spanish Banks Stress Tests

Thoughts About FTP

Rajan and Bird - Maturity Mismatches

Keen Are We It Yet Paper Final

BBA LIBOR Strengthening Paper

An Embellished IG MA Chart

US CMBS Loss Study - 2009

Lecture11 Duration Mismatch

Pce-monthly Ccaroc (Sa)

Cpi-monthly Ccaroc (Sa)

Core CPI Monthly

2010-0602-Froeba

Trading the TUT Spread-CME

Financial Stability Review Summary 201006en

GDP Velocity MZM 5-30-10

30YR Auction Results 5-13-10

10YR Auction Results 5-12-10

Euro-Zone Contagion (Fitch Analysis) 5-10-10

The Future of Public Debt

International Fisher Effect

EONIA Euribor Eurepo Curves

Bank of Canada - Swap Curve Construction - Aug-2000

10yr Treasury vs 30yr Mortgage

10yr Treasury vs 30yr Mortgage

Swaps to Treasuries

Government Statement on Dw and Nakheel Restructuring English 25032010

Carry Portfolio With Bear Flattener Hedge

Bear Flattener

Bear Flattening Example

Japan GPIF 08 Operations Review

Meyer 5-3-2000

Eonia Swap Index Brochurev2 2008 01044 01 e

OECD.stat Export

Debt to Gdp Oecd