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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:"Zinsderivat"
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Bond
Zinsderivat
Yield curve
173
Zinsstruktur
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50
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29
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Das, Sanjiv R.
2
Durham, J. Benson
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Fabozzi, Frank J.
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Ho, Thomas S. Y.
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Russo, Vincenzo
2
Allen, Dave
1
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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
34
Journal of banking & finance
28
NBER working paper series
18
Journal of financial economics
17
Journal of international money and finance
17
Finance research letters
16
The journal of computational finance
16
The journal of futures markets
16
The review of financial studies
16
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of finance : the journal of the American Finance Association
14
Applied mathematical finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
International review of economics & finance : IREF
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper
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11
Finance and stochastics
11
International journal of financial engineering
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NBER Working Paper
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Quantitative finance
10
Working papers series / Federal Reserve Bank of San Francisco
10
Discussion papers / CEPR
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
Journal of international financial markets, institutions & money
9
Review of derivatives research
9
Working papers / The Levy Economics Institute
9
Economic modelling
8
Economics letters
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Emerging markets, finance and trade : EMFT
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Interest rate modelling after the financial crisis
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Journal of mathematical finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
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