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isPartOf:"The journal of futures markets"
~isPartOf:"Journal of financial economics"
~subject:"Interest rate derivative"
~subject:"Prognose"
~subject:"Theorie"
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Interest rate derivative
Prognose
Theorie
Zinsderivat
152
USA
114
United States
110
Zins
67
Interest rate
65
Public bond
59
Öffentliche Anleihe
59
Theory
53
Hedging
37
Yield curve
34
Zinsstruktur
34
Volatility
26
Volatilität
26
CAPM
19
Derivat
17
Derivative
17
Government securities
16
Staatspapier
16
Currency derivative
13
Option pricing theory
13
Optionspreistheorie
13
Währungsderivat
13
Arbitrage
12
Geldpolitik
11
Monetary policy
11
Estimation
10
Hypothek
10
Mortgage
10
Schätzung
10
Capital income
9
Geldmarkt
9
Kapitaleinkommen
9
Money market
9
Risiko
9
Stochastic process
9
Stochastischer Prozess
9
Swap
9
Ankündigungseffekt
8
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Undetermined
15
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1
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Article
168
Book / Working Paper
1
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Article in journal
164
Aufsatz in Zeitschrift
164
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Reprint
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
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English
169
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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
Bali, Turan G.
2
Batlin, Carl A.
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
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
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
Schneeweis, Thomas
2
Sears, R. Stephen
2
Senchack, Andrew J.
2
Tse, Yiuman
2
Webb, Robert I.
2
Wu, Ting-pin
2
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Institution
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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...
All
The journal of futures markets
Journal of financial economics
NBER working paper series
170
NBER Working Paper
149
Working paper / National Bureau of Economic Research, Inc.
142
Journal of money, credit and banking : JMCB
81
Journal of monetary economics
77
Journal of economic dynamics & control
73
Discussion paper / Centre for Economic Policy Research
71
Journal of macroeconomics
71
Economic modelling
66
Working paper
66
Economics letters
64
Applied economics
55
IMF working papers
54
Journal of international money and finance
51
Journal of banking & finance
48
Working paper series / European Central Bank
48
International journal of theoretical and applied finance
47
Discussion papers / CEPR
42
Finance and economics discussion series
38
The journal of finance : the journal of the American Finance Association
38
Macroeconomic dynamics
37
CESifo working papers
35
Applied financial economics
34
The journal of fixed income
34
Advances in futures and options research : a research annual
30
Applied economics letters
28
IMF working paper
28
Europäische Hochschulschriften / 5
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
The review of financial studies
27
Discussion paper
26
ECB Working Paper
26
Journal of international financial markets, institutions & money
26
European economic review : EER
25
International review of economics & finance : IREF
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Review of economic dynamics
23
The American economic review
23
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ECONIS (ZBW)
169
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169
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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
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:
3
Mortgage prepayment, race, and monetary policy
Gerardi, Kristopher
;
Willen, Paul
;
Zhang, David Hao
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 498-524
Persistent link: https://www.econbiz.de/10014249447
Saved in:
4
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:
5
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
6
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
7
Hedging securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
Saved in:
8
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
9
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
10
Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
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