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isPartOf:"The journal of fixed income"
~isPartOf:"Applied financial economics"
~isPartOf:"Interest rate modelling after the financial crisis"
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Interest rate derivative
53
Zinsderivat
53
Yield curve
29
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Theorie
17
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17
USA
14
United States
14
Volatility
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Novales, Alfonso
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The journal of fixed income
Applied financial economics
Interest rate modelling after the financial crisis
The journal of futures markets
139
International journal of theoretical and applied finance
33
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
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International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
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Working paper
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SSE EFI working paper series in economics and finance
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International journal of financial engineering
9
NBER working paper series
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Report / Erasmus Center for Financial Research, Erasmus University
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / B
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Economics letters
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Quantitative finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European journal of finance
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Working papers / The Levy Economics Institute
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Applied economics
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Finance : revue de l'Association Française de Finance
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Gabler Edition Wissenschaft
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Interest rate futures : concepts and issues
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Journal of economic dynamics & control
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ECONIS (ZBW)
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31
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
32
Links among interest rate swap markets : US, UK, and Japan
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 84-95
Persistent link: https://www.econbiz.de/10001968467
Saved in:
33
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
34
Modeling the determinants of swap spreads
Brown, Rob
;
In, Francis Haeuck
;
Fang, Victor
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001725696
Saved in:
35
Swaps as a synthetic asset class
Belton, Terrence M.
;
Wadhwa, Pavan
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001763886
Saved in:
36
The cost of tax policy uncertainty : evidence from the municipal swap market
Brooks, Robert
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001763891
Saved in:
37
The Lehman brothers swap indexes
Dynkin, Lev
;
Greenfield, Yuri
;
Joneja, Dev
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 28-42
Persistent link: https://www.econbiz.de/10001745237
Saved in:
38
Can forward rates be used to improve interest rate forecasts?
Domínguez, Emilio
;
Novales, Alfonso
- In:
Applied financial economics
12
(
2002
)
7
,
pp. 493-504
Persistent link: https://www.econbiz.de/10001676728
Saved in:
39
Interbank interest rates and the risk premium
Pagès, Henri
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 75-95
Persistent link: https://www.econbiz.de/10001495253
Saved in:
40
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:
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