//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of monetary economics"
~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Flores de Frutos, Rafael"
~person:"Peña Sánchez de Rivera, Juan Ignacio"
~subject:"Risikoprämie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LIBOR market model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Yield curve
3
Zinsstruktur
3
Geldmarkt
2
Money market
2
Risk premium
2
Spain
2
Spanien
2
Theorie
2
Theory
2
1989-1994
1
Credit market
1
Credit risk
1
DCC-GARCH
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
Estimation
1
Kreditmarkt
1
Kreditrisiko
1
Schätzung
1
VARMA
1
credit spreads
1
market dynamic dependence
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Flores de Frutos, Rafael
Peña Sánchez de Rivera, Juan Ignacio
Abel, Andrew B.
1
Abrahams, Michael
1
Adrian, Tobias
1
Augustin, Patrick
1
Crump, Richard K.
1
Flavin, Thomas J.
1
Gollier, Christian
1
Halkos, George E.
1
Henry, Ólan Thomas John
1
Ireland, Peter N.
1
Kaminska, Iryna
1
Koijen, Ralph S. J.
1
Lee, Hei Wei
1
Limosani, M. G.
1
Lustig, Hanno
1
Maisondieu Laforge, Olivier J. P.
1
Margaritis, Dimitris
1
Mayordomo, Sergio
1
Morana, Claudio
1
Mumtaz, Haroon
1
Mönch, Emanuel
1
Nieuwerburgh, Stijn van
1
Palazzo, Berardino
1
Papadamou, Stephanos T.
1
Roberds, William
1
Robles Fernández, M. Dolores
1
Rudebusch, Glenn D.
1
Swanson, Eric T.
1
Volkman, David A.
1
Whiteman, Charles H.
1
Wohar, Mark E.
1
Xie, Yan Alice
1
Yamarthy, Ram
1
Yau, Jot
1
Yu, Rui
1
Šustek, Roman
1
more ...
less ...
Published in...
All
Journal of monetary economics
Applied financial economics
Journal of banking & finance
1
Journal of empirical finance
1
Working papers / Business economic series / Department of Business Administration
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 605-619
Persistent link: https://www.econbiz.de/10010402682
Saved in:
2
Time varying term premia and risk : the case of the Spanish interbank money market
Robles Fernández, M. Dolores
;
Flores de Frutos, Rafael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001526279
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->