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isPartOf:"The journal of fixed income"
~isPartOf:"Applied financial economics"
~isPartOf:"Interest rate modelling after the financial crisis"
~subject:"Estimation"
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The journal of fixed income
Applied financial economics
Interest rate modelling after the financial crisis
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
CoFE discussion papers
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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International journal of theoretical and applied finance
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International review of financial analysis
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SFB 649 discussion paper
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Economics discussion paper series / Loughborough University, Department of Economics
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Journal of international financial markets, institutions & money
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Advances in Pacific Basin financial markets
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Advances in futures and options research : a research annual
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Applied economics letters
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Bewertung und Einsatz von Finanzderivaten
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Determinants of interest rate swap spreads in the US : bounds testing approach to cointegration
Toyoshima, Yuki
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 331-338
Persistent link: https://www.econbiz.de/10009581360
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2
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
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3
The information content of interest rate futures and time-varying risk premia
Staikouras, Sotiris K.
- In:
Applied financial economics
14
(
2004
)
11
,
pp. 761-771
Persistent link: https://www.econbiz.de/10002121581
Saved in:
4
The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
Saved in:
5
Interest rate spreads implicit in options : Spain and Italy against Germany
Adão, Bernardino
;
Luís, Jorge Barros
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 155-161
Persistent link: https://www.econbiz.de/10001525833
Saved in:
6
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
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