Concepedia

Alex Backwell

AB

Statistics

Publications

3

Citations

44

H-Index

3

Active since

2015

Affiliations

University of Cape Town(Current)

Alex Backwell is an author at University of Cape Town specializing in finance, financial economics, and monetary economics.

ORCID

Publications per year

2015–2023

3

Publications

3

Term rates, multicurve term structures and overnight rate benchmarks: A roll–over risk approach

Alex Backwell, Andrea Macrina, Erik Schlögl et al. · Frontiers of Mathematical Finance · 2023 · 18 citations · Full text

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State Prices and Implementation of the Recovery Theorem

Alex Backwell · Journal of risk and financial management · 2015 · 13 citations · Full text

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Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition

Alex Backwell, Joshua Hayes · Journal of Banking & Finance · 2022 · 13 citations

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