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isPartOf:"The journal of futures markets"
~isPartOf:"Journal of monetary economics"
~source:"econis"
~subject:"Interest rate derivative"
~subject:"Theorie"
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Interest rate derivative
Theorie
Zinsderivat
141
Zins
127
Interest rate
126
USA
125
United States
121
Theory
114
Geldpolitik
91
Monetary policy
87
Public bond
58
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58
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41
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41
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38
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22
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19
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Zinspolitik
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Currency derivative
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12
Geldpolitische Transmission
12
Geldwertbewegung und Zins
12
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12
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12
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12
Regelbindung versus Diskretion
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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
Fuerst, Timothy S.
3
Hein, Scott E.
3
Kawaller, Ira G.
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
McCallum, Bennett T.
3
Svensson, Lars E. O.
3
Woodford, Michael
3
Aiyagari, Sudhakar Rao
2
Bali, Turan G.
2
Bassetto, Marco
2
Batlin, Carl A.
2
Carlstrom, Charles T.
2
Castelino, Mark G.
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Cole, C. Steven
2
Correia, Isabel Horta
2
Cúrdia, Vasco
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
Kollmann, Robert
2
Koppenhaver, Gary D.
2
Krehbiel, Timothy L.
2
Kurozumi, Takushi
2
Lekkos, Ilias
2
Levin, Andrew T.
2
Livingston, Miles
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 monetary economics
NBER working paper series
161
NBER Working Paper
142
Working paper / National Bureau of Economic Research, Inc.
133
Journal of money, credit and banking : JMCB
78
Journal of economic dynamics & control
70
Journal of macroeconomics
69
Discussion paper / Centre for Economic Policy Research
68
Economic modelling
64
Working paper
61
Economics letters
60
Applied economics
52
Journal of international money and finance
48
International journal of theoretical and applied finance
47
Journal of banking & finance
47
IMF working papers
44
Working paper series / European Central Bank
44
Discussion papers / CEPR
41
The journal of finance : the journal of the American Finance Association
37
Finance and economics discussion series
36
Macroeconomic dynamics
35
The journal of fixed income
34
Applied financial economics
33
CESifo working papers
33
Advances in futures and options research : a research annual
30
The review of financial studies
28
IMF working paper
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Discussion paper
25
Europäische Hochschulschriften / 5
25
European economic review : EER
24
International review of economics & finance : IREF
23
Journal of financial economics
23
Journal of international financial markets, institutions & money
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
The signalling channel of negative interest rates
De Groot, Oliver
;
Haas, Alexander
- In:
Journal of monetary economics
138
(
2023
),
pp. 87-103
Persistent link: https://www.econbiz.de/10014487373
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
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
Endogenous forecast switching near the zero lower bound
Lansing, Kevin J.
- In:
Journal of monetary economics
117
(
2021
),
pp. 153-169
Persistent link: https://www.econbiz.de/10012602714
Saved in:
6
The unbearable lightness of equilibria in a low interest rate environment
Ascari, Guido
;
Mavroeidis, Sophocles
- In:
Journal of monetary economics
127
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013395941
Saved in:
7
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
8
Credit subsidies
Correia, Isabel Horta
;
De Fiore, Fiorella
;
Teles, Pedro
; …
- In:
Journal of monetary economics
118
(
2021
),
pp. 2-14
Persistent link: https://www.econbiz.de/10012603754
Saved in:
9
Pegging the interest rate on bank reserves : a resolution of New Keynesian puzzles and paradoxes
Diba, Behzad
;
Loisel, Olivier
- In:
Journal of monetary economics
118
(
2021
),
pp. 230-244
Persistent link: https://www.econbiz.de/10012603772
Saved in:
10
Low interest rates and risk incentives for banks with market power
Whited, Toni Marion
;
Wu, Yufeng
;
Xiao, Kairong
- In:
Journal of monetary economics
121
(
2021
),
pp. 155-174
Persistent link: https://www.econbiz.de/10013167231
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