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isPartOf:"Journal of international money and finance"
~isPartOf:"The review of financial studies"
~subject:"1998-1999"
~subject:"Zinsstruktur"
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Search: subject_exact:"Interest rate futures"
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1998-1999
Zinsstruktur
Interest rate derivative
20
Zinsderivat
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Yield curve
13
Theorie
11
Theory
11
USA
10
United States
10
CAPM
5
Estimation
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Option pricing theory
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1975-1987
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English
13
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Chacko, George
1
Chen, Ren-Raw
1
Das, Sanjiv
1
Domínguez, Emilio
1
Fama, Eugene F.
1
Goldstein, Robert S.
1
Gómez Puig, Marta
1
Jondeau, Eric
1
Kōnstantinidēs, Giōrgos
1
Li, Haitao
1
Novales, Alfonso
1
Phillips, Peter C. B.
1
Ricart, Roland
1
Santa-Clara, Pedro
1
Schwartz, Eduardo S.
1
Scott, Louis O.
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Sornette, Didier
1
Trolle, Anders B.
1
Valente, Giorgio
1
Yu, Jun
1
Zhao, Feng
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Journal of international money and finance
The review of financial studies
International journal of theoretical and applied finance
26
The journal of computational finance
15
The journal of fixed income
14
The journal of futures markets
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
10
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Journal of financial economics
8
Quantitative finance
8
Applied financial economics
7
Journal of mathematical finance
7
Discussion paper / B
6
International review of financial analysis
6
Review of derivatives research
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SFB 649 discussion paper
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Working papers / The Levy Economics Institute
4
Annual review of financial economics
3
Applied economics
3
Applied financial economics letters
3
Asia-Pacific financial markets
3
Bonn Econ Discussion Papers / BGSE
3
Gabler Edition Wissenschaft
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IMF working papers
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ECONIS (ZBW)
13
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1
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
2
International interest rates and US monetary policy announcements : evidence from Hong Kong and Singapore
Valente, Giorgio
- In:
Journal of international money and finance
28
(
2009
)
6
,
pp. 920-940
Persistent link: https://www.econbiz.de/10003888022
Saved in:
3
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
4
Monetary integration and the cost of borrowing
Gómez Puig, Marta
- In:
Journal of international money and finance
27
(
2008
)
3
,
pp. 455-479
Persistent link: https://www.econbiz.de/10003717259
Saved in:
5
The behavior of interest rates
Fama, Eugene F.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Saved in:
6
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
7
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
Saved in:
8
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
Saved in:
9
Testing the expectations hypothesis in Eurodeposits
Domínguez, Emilio
;
Novales, Alfonso
- In:
Journal of international money and finance
19
(
2000
)
5
,
pp. 713-736
Persistent link: https://www.econbiz.de/10001507012
Saved in:
10
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
Saved in:
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