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isPartOf:"The journal of futures markets"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Interest rate derivative"
~subject:"Theorie"
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Interest rate derivative
Theorie
Zinsderivat
149
USA
100
United States
96
Theory
59
Public bond
56
Öffentliche Anleihe
56
Zins
37
Hedging
36
Interest rate
36
Yield curve
27
Zinsstruktur
27
Volatility
23
Volatilität
23
CAPM
17
Option pricing theory
17
Optionspreistheorie
17
Derivat
16
Derivative
16
Currency derivative
14
Government securities
14
Staatspapier
14
Währungsderivat
14
Arbitrage
12
Stochastic process
11
Stochastischer Prozess
11
Estimation
8
Schätzung
8
Commodity exchange
7
Forecast
7
Großbritannien
7
Hypothek
7
Mortgage
7
Prognose
7
Swap
7
United Kingdom
7
Warenbörse
7
Deposit banking
6
Einlagengeschäft
6
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Undetermined
8
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Article
166
Book / Working Paper
1
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Article in journal
162
Aufsatz in Zeitschrift
162
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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Language
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English
167
Author
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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
Ritchken, Peter H.
3
Sankarasubramanian, L.
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
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
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 monetary economics
77
Journal of economic dynamics & control
70
Journal of macroeconomics
69
Discussion paper / Centre for Economic Policy Research
68
Economic modelling
64
Economics letters
60
Working paper
59
Applied economics
52
International journal of theoretical and applied finance
47
Journal of banking & finance
47
Journal of international money and finance
47
Working paper series / European Central Bank
47
IMF working papers
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
Europäische Hochschulschriften / 5
26
ECB Working Paper
25
Discussion paper
24
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
The American economic review
23
The journal of computational finance
23
Applied economics letters
22
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ECONIS (ZBW)
167
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1
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:
2
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:
3
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:
4
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
5
The impact of high speed quoting on execution risk dynamics : evidence from interest rate futures markets
Nie, Jing
;
Penen Malagon, Juliana
;
Williams, Julian
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1434-1465
Persistent link: https://www.econbiz.de/10013287987
Saved in:
6
A general equilibrium model of a multifirm moral-hazard economy with financial markets
Sung, Jaeyoung
;
Wan, Xuhu
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 827-868
Persistent link: https://www.econbiz.de/10011350510
Saved in:
7
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:
8
On the existence of the endogenous mortgage rate process
Goncharov, Yevgeny
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 475-487
Persistent link: https://www.econbiz.de/10009613184
Saved in:
9
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
10
Trivariate support of flat-volatility forward libor rates
Jamshidian, Farshid
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 229-258
Persistent link: https://www.econbiz.de/10003955734
Saved in:
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