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isPartOf:"The journal of futures markets"
~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Interest rate derivative"
~subject:"Theorie"
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Interest rate derivative
Theorie
Zinsderivat
146
USA
111
Theory
109
United States
107
Zins
96
Interest rate
95
Geldpolitik
67
Monetary policy
67
Public bond
56
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56
Taylor rule
45
Taylor-Regel
45
Hedging
37
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29
Zinsstruktur
29
Volatility
22
Volatilität
22
CAPM
20
Regelbindung versus Diskretion
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Rules versus discretion
20
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18
Zinspolitik
18
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17
Schätzung
17
Derivat
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14
Inflationssteuerung
14
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Option pricing theory
13
Optionspreistheorie
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12
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12
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Chance, Don M.
5
Gay, Gerald D.
5
Hegde, Shantaram P.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Hein, Scott E.
3
Kawaller, Ira G.
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
Airaudo, Marco
2
Bali, Turan G.
2
Bassetto, Marco
2
Batlin, Carl A.
2
Buffie, Edward F.
2
Castelino, Mark G.
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Cole, C. Steven
2
Frino, Alex
2
Fung, Hung-gay
2
Goodman, Laurie Sharon
2
Grasselli, Martino
2
Hill, Joanne M.
2
Jones, Frank Joseph
2
Jordan, James V.
2
Kane, Alex
2
Koppenhaver, Gary D.
2
Krehbiel, Timothy L.
2
Lekkos, Ilias
2
Lioui, Abraham
2
Livingston, Miles
2
Marcus, Alan J.
2
Milas, Costas
2
Peterson, Richard Lewis
2
Reichenstein, William R.
2
Ritchken, Peter H.
2
Sankarasubramanian, L.
2
Schlögl, Erik
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
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The journal of futures markets
Journal of economic dynamics & control
NBER working paper series
162
NBER Working Paper
142
Working paper / National Bureau of Economic Research, Inc.
132
Journal of money, credit and banking : JMCB
78
Journal of monetary economics
77
Journal of macroeconomics
69
Discussion paper / Centre for Economic Policy Research
68
Economic modelling
64
Working paper
64
Economics letters
61
Applied economics
52
IMF working papers
52
Journal of international money and finance
48
International journal of theoretical and applied finance
47
Journal of banking & finance
47
Working paper series / European Central Bank
44
Discussion papers / CEPR
42
The journal of finance : the journal of the American Finance Association
37
Finance and economics discussion series
36
Macroeconomic dynamics
36
The journal of fixed income
34
Applied financial economics
33
CESifo working papers
33
Advances in futures and options research : a research annual
30
IMF working paper
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
The review of financial studies
27
Discussion paper
25
Europäische Hochschulschriften / 5
25
European economic review : EER
24
Journal of international financial markets, institutions & money
24
International review of economics & finance : IREF
23
Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Review of economic dynamics
23
The American economic review
23
The journal of computational finance
23
Applied economics letters
22
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ECONIS (ZBW)
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1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
Odyssean forward guidance in normal times
Maliar, Lilia
;
Taylor, John B.
- In:
Journal of economic dynamics & control
165
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051122
Saved in:
3
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
4
Monetary policy inertia and the paradox of flexibility
Bonciani, Dario
;
Oh, Joonseok
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014478700
Saved in:
5
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
6
Banks, money, and the zero lower bound on deposit rates
Kumhof, Michael
;
Wang, Xuan
- In:
Journal of economic dynamics & control
132
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013258998
Saved in:
7
The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S.
;
Silveira, Douglas
;
Ely, Regis Augusto
; …
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013543114
Saved in:
8
Monetary transmission in money markets : The not-so-elusive missing piece of the puzzle
Chen, Zhengyang
;
Valcarcel, Victor J.
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012818085
Saved in:
9
Optimal fiscal policy with low interest rates for government debt
Pfeiffer, Philipp Ludwig
;
Röger, Werner
;
Vogel, Lukas
- In:
Journal of economic dynamics & control
132
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013259055
Saved in:
10
A model for policy interest rates
Seibert, Armin
;
Sirchenko, Andrei
;
Müller, Gernot
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012666426
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