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isPartOf:"The journal of futures markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse"
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Zins
167
Interest rate derivative
155
Zinsderivat
155
USA
142
United States
127
Interest rate
73
Theorie
65
Theory
65
Public bond
59
Öffentliche Anleihe
59
Deutschland
42
Hedging
39
Yield curve
33
Zinsstruktur
33
CAPM
25
Geldwertbewegung und Zins
24
Volatility
24
Volatilität
24
Bank
19
Government securities
18
Staatspapier
18
Derivat
15
Derivative
15
Currency derivative
14
Estimation
14
Geld und Währung
14
Option pricing theory
14
Optionspreistheorie
14
Schätzung
14
Währungsderivat
14
Arbitrage
13
Großbritannien
12
Inflation
12
United Kingdom
11
Kredit
10
Stochastic process
10
Stochastischer Prozess
10
Vereinigte Staaten
10
Wertpapier festverzinslich
10
Prognose
9
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1
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Article
343
Book / Working Paper
2
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Article in journal
213
Aufsatz in Zeitschrift
213
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Bibliografie enthalten
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English
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108
German
22
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Chance, Don M.
5
Gay, Gerald D.
5
Koch, Timothy W.
5
Ritchken, Peter H.
5
Seckelmann, Robert
5
Hegde, Shantaram P.
4
Kolb, Robert W.
4
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Collin-Dufresne, Pierre
3
Degener, Rolf
3
Hein, Scott E.
3
Kane, Alex
3
Kawaller, Ira G.
3
Krehbiel, Timothy L.
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
Sankarasubramanian, L.
3
Siegel, Bernd
3
Adkins, Lee Chester
2
Ahn, Chang-mo
2
Bali, Turan G.
2
Batlin, Carl A.
2
Bethmann, Johann Philipp Freiherr von
2
Bethmann, Johann Philipp Frh. von
2
Bliss, Robert R.
2
Cakici, Nusret
2
Campbell, John Y.
2
Castelino, Mark G.
2
Chatterjee, Sris
2
Chen, Andrew H.
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Cohn, Richard A.
2
Cole, C. Steven
2
Cox, John C.
2
Duffie, Darrell
2
Ederington, Louis H.
2
Friedman, Benjamin M.
2
Frino, Alex
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Kreditpolitische Tagung <63., 2017, Frankfurt am Main>
1
Published in...
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The journal of futures markets
The journal of finance : the journal of the American Finance Association
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
NBER working paper series
440
Working paper / National Bureau of Economic Research, Inc.
390
NBER Working Paper
375
Journal of money, credit and banking : JMCB
198
Discussion paper / Centre for Economic Policy Research
188
Applied economics
177
Journal of banking & finance
173
IMF working papers
161
Journal of macroeconomics
155
Economics letters
152
Economic modelling
151
Journal of monetary economics
151
Working paper
141
Working paper series / European Central Bank
139
Journal of international money and finance
135
Finance and economics discussion series
122
Journal of economic dynamics & control
115
CESifo working papers
105
ECB Working Paper
101
Discussion papers / CEPR
99
Discussion paper
98
Applied economics letters
95
Applied financial economics
91
Kredit und Kapital
89
IMF working paper
81
International review of economics & finance : IREF
81
Economic review
73
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
European economic review : EER
69
The American economic review
68
Europäische Hochschulschriften / 5
67
Finance research letters
67
The journal of real estate finance and economics
65
Macroeconomic dynamics
63
The journal of fixed income
62
Journal of economics & business
59
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ECONIS (ZBW)
340
OLC EcoSci
5
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1
Natürlicher
Zins
: kein geeignetes Instrument für die Steuerung der Geldpolitik
Groschopp, Ulrike
;
Holthusen, Jan
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
72
(
2019
)
9
,
pp. 453-455
Persistent link: https://www.econbiz.de/10012005602
Saved in:
2
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:
3
Interest rate skewness and biased beliefs
Bauer, Michael D.
;
Chernov, Mikhail
- In:
The journal of finance : the journal of the American …
79
(
2024
)
1
,
pp. 173-217
Persistent link: https://www.econbiz.de/10014486377
Saved in:
4
Financial regulatory arbitrage and the financialization of commodities
Zheng, Zunxin
;
Zhang, Gaiyan
;
Ni, Yingzhao
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 826-853
Persistent link: https://www.econbiz.de/10014536691
Saved in:
5
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:
6
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:
7
Risk-sharing and the term structure of interest rates
Schneider, Andrés
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2331-2374
Persistent link: https://www.econbiz.de/10013279830
Saved in:
8
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:
9
"
Zins
und Kreditwirtschaft - verkehrte Welt" : 63. Kreditpolitische Tagung
Kreditpolitische Tagung <63., 2017, Frankfurt am Main>
-
2017
Persistent link: https://www.econbiz.de/10011780332
Saved in:
10
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:
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