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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of fixed income"
~subject:"Bond"
~subject:"Time series analysis"
~subject:"Zinsderivat"
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Bond
Time series analysis
Zinsderivat
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173
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Das, Sanjiv R.
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Fabozzi, Frank J.
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Ho, Thomas S. Y.
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Russo, Vincenzo
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
International journal of theoretical and applied finance
36
Journal of banking & finance
34
NBER working paper series
21
Journal of international money and finance
20
International review of financial analysis
19
Journal of financial economics
19
Finance research letters
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The journal of futures markets
17
The review of financial studies
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The journal of computational finance
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Working paper
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Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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CREATES research paper
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Quantitative finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of economics & finance : IREF
12
Journal of economic dynamics & control
12
Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Working papers series / Federal Reserve Bank of San Francisco
12
Applied financial economics
11
Finance and stochastics
11
International journal of financial engineering
11
Journal of international financial markets, institutions & money
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NBER Working Paper
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Applied economics letters
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Discussion papers / CEPR
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Journal of financial and quantitative analysis : JFQA
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Journal of money, credit and banking : JMCB
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Applied economics
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Economics letters
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International journal of forecasting
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Journal of econometrics
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ECONIS (ZBW)
46
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1
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
2
The bond coupon's impact on liquidity
Rush, Stephen
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
Saved in:
3
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:
4
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
5
Enhancing estimation for interest rate diffusion models with bond prices
Zou, Tao
;
Chen, Song Xi
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011705972
Saved in:
6
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
7
The new market for treasury floating rate notes
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011803808
Saved in:
8
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
9
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:
10
A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 282-295
Persistent link: https://www.econbiz.de/10011390043
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