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isPartOf:"The journal of futures markets"
~isPartOf:"The American economic review"
~subject:"Interest rate derivative"
~subject:"Prognose"
~subject:"Theorie"
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Interest rate derivative
Prognose
Theorie
Zinsderivat
139
USA
118
United States
110
Zins
65
Theory
62
Interest rate
58
Public bond
56
Öffentliche Anleihe
56
Hedging
37
Geldwertbewegung und Zins
20
Geldpolitik
19
Monetary policy
19
Volatility
19
Volatilität
19
Yield curve
19
Zinsstruktur
19
CAPM
16
Derivat
14
Derivative
14
Government securities
14
Staatspapier
14
Arbitrage
12
Currency derivative
12
Währungsderivat
12
Taylor rule
10
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10
Option pricing theory
9
Optionspreistheorie
9
Estimation
8
Schätzung
8
Commodity exchange
7
Forecast
7
Geldmarkt
7
Großbritannien
7
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7
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7
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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
Livingston, Miles
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
Davig, Troy
2
Farmer, Roger E. A.
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
Leeper, Eric M.
2
Lekkos, Ilias
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
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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
The American economic review
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
Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Review of economic dynamics
23
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ECONIS (ZBW)
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
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:
4
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:
5
Slow moving debt crises
Lorenzoni, Guido
;
Werning, Iván
- In:
The American economic review
109
(
2019
)
9
,
pp. 3229-3263
Persistent link: https://www.econbiz.de/10012107119
Saved in:
6
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:
7
Monetary policy according to HANK
Kaplan, Greg
;
Moll, Benjamin
;
Violante, Giovanni L.
- In:
The American economic review
108
(
2018
)
3
,
pp. 697-743
Persistent link: https://www.econbiz.de/10011821487
Saved in:
8
Fiscal rules and discretion in a world economy
Halac, Marina
;
Yared, Pierre
- In:
The American economic review
108
(
2018
)
8
,
pp. 2305-2334
Persistent link: https://www.econbiz.de/10011898872
Saved in:
9
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:
10
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
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