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isPartOf:"The journal of futures markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~source:"econis"
~type:"article"
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Interest rate derivative
154
Zinsderivat
154
USA
138
United States
127
Zins
93
Interest rate
68
Theorie
65
Theory
65
Public bond
59
Öffentliche Anleihe
59
Hedging
38
Yield curve
33
Zinsstruktur
33
CAPM
25
Geldwertbewegung und Zins
24
Volatility
24
Volatilität
24
Government securities
18
Staatspapier
18
Currency derivative
14
Derivat
14
Derivative
14
Estimation
14
Schätzung
14
Währungsderivat
14
Arbitrage
13
Option pricing theory
13
Optionspreistheorie
13
Großbritannien
12
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11
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10
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English
213
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Chance, Don M.
5
Gay, Gerald D.
5
Koch, Timothy W.
5
Ritchken, Peter H.
5
Hegde, Shantaram P.
4
Kolb, Robert W.
4
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Collin-Dufresne, Pierre
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
Adkins, Lee Chester
2
Ahn, Chang-mo
2
Bali, Turan G.
2
Batlin, Carl A.
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
Fung, Hung-gay
2
Goldstein, Robert S.
2
Goodman, Laurie Sharon
2
Gultekin, N. Buletin
2
Hemler, Michael Lee
2
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The journal of futures markets
The journal of finance : the journal of the American Finance Association
Journal of money, credit and banking : JMCB
196
Applied economics
177
Journal of banking & finance
173
Journal of macroeconomics
155
Economics letters
152
Economic modelling
151
Journal of monetary economics
150
Journal of international money and finance
135
Journal of economic dynamics & control
112
Applied economics letters
95
Applied financial economics
91
International review of economics & finance : IREF
81
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
77
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
Finance research letters
67
The journal of real estate finance and economics
64
The journal of fixed income
62
Macroeconomic dynamics
61
Journal of economics & business
59
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
58
The North American journal of economics and finance : a journal of financial economics studies
58
International journal of theoretical and applied finance
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The review of financial studies
55
Die Bank
54
Journal of financial economics
52
Journal of international financial markets, institutions & money
51
International journal of finance & economics : IJFE
50
Journal of policy modeling : JPMOD ; a social science forum of world issues
50
Kredit und Kapital
50
Betriebs-Berater : BB
49
International journal of economics and finance
47
Journal of post-Keynesian economics : JPKE
47
International journal of economics and financial issues : IJEFI
46
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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