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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"The journal of fixed income"
~subject:"USA"
~subject:"Zinsderivat"
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Zinsderivat
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Gabler Edition Wissenschaft
The journal of fixed income
Working paper / National Bureau of Economic Research, Inc.
92
The review of financial studies
59
Journal of banking & finance
52
The journal of finance : the journal of the American Finance Association
50
Discussion paper / Centre for Economic Policy Research
49
Finance and economics discussion series
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Journal of money, credit and banking : JMCB
39
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31
International journal of theoretical and applied finance
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27
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26
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Working papers series / Federal Reserve Bank of San Francisco
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International review of financial analysis
18
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Journal of economics & business
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
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16
The journal of computational finance
15
Working paper series / European Central Bank
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Review / Federal Reserve Bank of St. Louis
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Staff reports / Federal Reserve Bank of New York
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The review of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic modelling
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International review of economics & finance : IREF
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ECONIS (ZBW)
67
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1
Are the risk-free interest rates correlated with sovereign default intensities?
Kagraoka, Yusho
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012251389
Saved in:
2
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
3
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
4
Another view on US treasury term premiums
Durham, J. Benson
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011293468
Saved in:
5
Analyzing the changing term structure and expectations of US treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 52-60
Persistent link: https://www.econbiz.de/10009670741
Saved in:
6
A recursive parameter estimation technique for term structure models
Chua, Choong Tze
;
Ramaswamy, Krishna
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 97-110
Persistent link: https://www.econbiz.de/10008858595
Saved in:
7
Explaining yield curve dynamics
Füss, Roland
;
Nikitina, Olena
- In:
The journal of fixed income
21
(
2011
)
2
,
pp. 68-87
Persistent link: https://www.econbiz.de/10009349763
Saved in:
8
Build America Bonds
Ang, Andrew
;
Bhansali, Vineer
;
Xing, Yuhang
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 67-73
Persistent link: https://www.econbiz.de/10003988065
Saved in:
9
Predictability of interest rates and interest-rate portfolios
Bali, Turan
;
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 517-527
Persistent link: https://www.econbiz.de/10003913431
Saved in:
10
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
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