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isPartOf:"The journal of futures markets"
~isPartOf:"Applied economics"
~subject:"Staatspapier"
~type:"article"
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Staatspapier
Zins
174
Interest rate
172
Interest rate derivative
145
Zinsderivat
145
USA
133
United States
129
Theorie
85
Theory
85
Public bond
65
Öffentliche Anleihe
65
Geldpolitik
60
Monetary policy
60
Estimation
58
Schätzung
58
Yield curve
44
Zinsstruktur
44
Hedging
38
Volatility
26
Volatilität
26
Taylor rule
24
Taylor-Regel
24
Großbritannien
22
Inflation
22
United Kingdom
22
CAPM
18
Government securities
18
interest rates
17
Derivat
15
Derivative
15
Public debt
15
Öffentliche Schulden
15
Arbitrage
14
Currency derivative
14
Exchange rate
14
Wechselkurs
14
Währungsderivat
14
Interest rate policy
13
Zinspolitik
13
Forecasting model
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16
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16
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English
18
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Akemann, Charles A.
1
Bali, Turan G.
1
Batlin, Carl A.
1
Ben-Abdallah, Ramzi
1
Breton, Michèle
1
Cebula, Richard J.
1
Cifarelli, Giulio
1
Dudney, Donna
1
Emir, Olcay Yücel
1
Gay, Gerald D.
1
Geppert, John M.
1
Hegde, Shantaram P.
1
Howard, Charles T.
1
Jones, Frank Joseph
1
Jordan, James V.
1
Kilcollin, Thomas E.
1
Kolb, Robert W.
1
Koutmos, Gregory
1
Maness, Terry S.
1
Mourão, Paulo Reis
1
Pericli, Andreas
1
Simon, David P.
1
Stawska, Joanna Maria
1
Sultan, Jahangir
1
Özatay, Fatih
1
Şahinbeyoǧlu, Gülbin
1
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The journal of futures markets
Applied economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Journal of money, credit and banking : JMCB
5
Advances in Pacific Basin financial markets
4
Applied financial economics
4
Review of quantitative finance and accounting
4
The journal of finance : the journal of the American Finance Association
4
The journal of fixed income
4
Journal of international financial markets, institutions & money
3
Review of financial economics : RFE
3
Selected writings on futures markets : explorations in financial futures markets
3
The North American journal of economics and finance : a journal of financial economics studies
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics letters
2
Atlantic economic journal : AEJ
2
Current issues in economics and finance
2
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Economic policy review
2
Economic review
2
Finance research letters
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Journal of international money and finance
2
Journal of political economy
2
National tax journal
2
Review of futures markets
2
The international journal of business and finance research : IJBFR
2
The journal of corporate accounting & finance
2
Advances in financial planning and forecasting
1
Advances in futures and options research : a research annual
1
Applied financial economics letters
1
Asia-Pacific journal of financial studies
1
Australasian accounting business and finance journal : AABF
1
Bulletin of applied economics
1
Business economics : the journal of the National Association for Business Economists
1
Cogent economics & finance
1
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ECONIS (ZBW)
18
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18
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1
Governments as bankers : how European bonds have substituted bank deposits
Mourão, Paulo Reis
;
Stawska, Joanna Maria
- In:
Applied economics
52
(
2020
)
42
,
pp. 4605-4620
Persistent link: https://www.econbiz.de/10012298651
Saved in:
2
An ex-post analysis of the CME Group's solution to the 5-year gap issue
Ben-Abdallah, Ramzi
;
Breton, Michèle
- In:
Applied economics
49
(
2017
)
60
,
pp. 5992-6002
Persistent link: https://www.econbiz.de/10011845891
Saved in:
3
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
4
An empirical investigation into the impact of US federal government budget deficit on the real interest rate yield on intermediate-term tresury issues, 1972 - 2012
Cebula, Richard J.
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3483-3493
Persistent link: https://www.econbiz.de/10010420060
Saved in:
5
Effects of US interest rates and news on the daily interest rates of a highly indebted emerging economy ; evidence from Turkey
Emir, Olcay Yücel
;
Özatay, Fatih
;
Şahinbeyoǧlu, Gülbin
- In:
Applied economics
39
(
2007
)
1/3
,
pp. 329-342
Persistent link: https://www.econbiz.de/10003427307
Saved in:
6
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
7
Do tax-exempt yields adjust slowly to substantial changes in taxable yields?
Dudney, Donna
;
Geppert, John M.
- In:
The journal of futures markets
28
(
2008
)
8
,
pp. 763-789
Persistent link: https://www.econbiz.de/10003746346
Saved in:
8
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
Saved in:
9
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 305-315
Persistent link: https://www.econbiz.de/10001080712
Saved in:
10
Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory
;
Pericli, Andreas
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
Saved in:
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