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isPartOf:"The journal of futures markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~source:"econis"
~subject:"United States"
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Interest rate derivative
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Zinsderivat
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59
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Hegde, Shantaram P.
4
Koch, Timothy W.
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Arak, Marcelle V.
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Bhattacharya, Anand K.
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Gay, Gerald D.
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Krehbiel, Timothy L.
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Bali, Turan G.
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Lee, Jae-ha
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The journal of futures markets
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
119
Journal of money, credit and banking : JMCB
78
Economic review
49
Discussion paper / Centre for Economic Policy Research
46
Finance and economics discussion series
46
Journal of macroeconomics
37
The journal of real estate finance and economics
35
Applied economics
33
Journal of banking & finance
33
The review of financial studies
33
Journal of economics & business
32
Review / Federal Reserve Bank of St. Louis
28
Applied financial economics
27
Economics letters
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Journal of international money and finance
26
Journal of monetary economics
25
The journal of fixed income
25
The review of economics and statistics
24
Economic inquiry : journal of the Western Economic Association International
22
NBER working paper series
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Working paper
20
Working paper series / European Central Bank
20
Economic modelling
19
International finance discussion papers
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Journal of financial and quantitative analysis : JFQA
18
Advances in futures and options research : a research annual
16
Southern economic journal
16
Quarterly journal of business and economics : QJBE
15
Brookings papers on economic activity : BPEA
14
CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Review of financial economics : RFE
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The American economic review
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The journal of economics
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Applied economics letters
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ECONIS (ZBW)
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127
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1
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:
2
Bank leverage and monetary policy's risk-taking channel : evidence from the United States
Dell'Ariccia, Giovanni
;
Laeven, Luc
;
Suárez, Gustavo A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 613-654
Persistent link: https://www.econbiz.de/10011738499
Saved in:
3
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
4
Hedging or market timing? : Selecting the interest rate exposure of corporate debt
Faulkender, Michael
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 931-962
Persistent link: https://www.econbiz.de/10002730702
Saved in:
5
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
6
Foreign Central Bank activities in US futures markets
Fishe, Raymond P. H.
;
Robe, Michel A.
;
Smith, Aaron D.
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011567511
Saved in:
7
The sensitivity of interest rate options to monetary policy decisions : a regime-shift pricing approach
Ferland, René
;
Gauthier, Geneviève
;
Lalancette, Simon
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10011567568
Saved in:
8
Nonlinear asymmetric models of the short-term interest rate
Demirtas, K. Ozgur
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 869-894
Persistent link: https://www.econbiz.de/10003356477
Saved in:
9
Information content of the Fed Fund rates
Sultan, Jahangir
- In:
The journal of futures markets
25
(
2005
)
8
,
pp. 753-774
Persistent link: https://www.econbiz.de/10003012125
Saved in:
10
The impact of monetary policy surprises on energy prices
Basistha, Arabinda
;
Kurov, Alexander
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 87-103
Persistent link: https://www.econbiz.de/10011346166
Saved in:
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