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isPartOf:"Economic review"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Finanzmarkt"
~subject:"Theorie"
~type_genre:"Article in journal"
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Finanzmarkt
Theorie
Interest rate
69
Zins
69
USA
49
United States
49
Theory
37
Geldpolitik
20
Monetary policy
20
Interest rate derivative
16
Zinsderivat
16
Yield curve
14
Zinsstruktur
14
Volatility
10
Volatilität
10
Option pricing theory
9
Optionspreistheorie
9
Geldmarkt
6
Money market
6
Stochastic process
6
Stochastischer Prozess
6
Swap
6
Börsenkurs
4
Financial market
4
Geldpolitische Transmission
4
Hedging
4
Inflation
4
Mindestreserve
4
Monetary transmission
4
Opportunity cost
4
Opportunitätskosten
4
Reserve requirements
4
Share price
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Theory of interest
4
Zinstheorie
4
Bank
3
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Consumer credit
3
Credit risk
3
Derivat
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Article
39
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Article in journal
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39
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
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20
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English
39
Author
All
Sellon, Gordon H.
3
Fisher, Mark
2
Huffman, Gregory W.
2
Koenig, Evan F.
2
Becketti, Sean
1
Björk, Tomas
1
Bélanger, Alain
1
Cadenillas, Abel
1
Carlson, John B.
1
Carlstrom, Charles T.
1
Cecchetti, Stephen G.
1
Christensen, Bent Jesper
1
Cohen, Hugh I.
1
Cotton, Peter
1
Cunningham, Thomas J.
1
Detemple, Jérôme B.
1
Duca, John V.
1
Eckwert, Bernhard
1
El Karoui, Nicole
1
Elkayam, David
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Fuerst, Timothy S.
1
Galluccio, S.
1
Goncharov, Yevgeny
1
Gorovoi, Viatcheslav
1
Gouriéroux, Christian
1
Haubrich, Joseph Gerard
1
Heston, Steven L.
1
Huang, Z.
1
Jamshidian, Farshid
1
Kunitomo, Naoto
1
Kydland, Finn E.
1
Li, Libo
1
Linetsky, Vadim
1
Ly, J.-M.
1
Monfort, Alain
1
Papanicolaou, George
1
Petersen, D'Ann M.
1
Ravanelli, Claudia
1
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Published in...
All
Economic review
Discussion paper / Tinbergen Institute
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of money, credit and banking : JMCB
77
Journal of monetary economics
75
Journal of economic dynamics & control
72
Journal of macroeconomics
68
Economic modelling
65
Economics letters
57
Applied economics
48
Journal of international money and finance
45
Journal of banking & finance
44
The journal of futures markets
37
Macroeconomic dynamics
36
International journal of theoretical and applied finance
29
The journal of finance : the journal of the American Finance Association
26
European economic review : EER
25
Review of economic dynamics
24
Applied economics letters
22
The journal of fixed income
22
The review of financial studies
21
Applied financial economics
20
Insurance / Mathematics & economics
20
International review of economics & finance : IREF
20
The American economic review
20
The journal of real estate finance and economics
20
Advances in futures and options research : a research annual
19
Finance and stochastics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of business economics : JBE
18
Economic notes : economic review of Banca Monte dei Paschi di Siena
17
Journal of financial and quantitative analysis : JFQA
17
Kredit und Kapital
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Finance research letters
16
International economic review
16
International journal of finance & economics : IJFE
16
Journal of post-Keynesian economics : JPKE
16
Revue économique : revue bimestrielle
16
Journal of economic theory
15
Journal of empirical finance
15
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ECONIS (ZBW)
39
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1
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10
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39
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1
A general equilibrium model of a multifirm moral-hazard economy with financial markets
Sung, Jaeyoung
;
Wan, Xuhu
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 827-868
Persistent link: https://www.econbiz.de/10011350510
Saved in:
2
On the existence of the endogenous mortgage rate process
Goncharov, Yevgeny
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 475-487
Persistent link: https://www.econbiz.de/10009613184
Saved in:
3
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
4
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
5
Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole
;
Ravanelli, Claudia
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
Saved in:
6
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
7
Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10001917699
Saved in:
8
A note on the Nelson-Siegel family
Filipović, Damir
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 349-359
Persistent link: https://www.econbiz.de/10001444266
Saved in:
9
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
10
The changing US financial system : some implications for the monetary transmission mechanism
Sellon, Gordon H.
- In:
Economic review
87
(
2002
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10001696539
Saved in:
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