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isPartOf:"The journal of futures markets"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~source:"econis"
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Interest rate derivative
155
Zinsderivat
155
USA
138
United States
127
Zins
93
Interest rate
68
Theorie
65
Theory
65
Public bond
59
Öffentliche Anleihe
59
Hedging
39
Yield curve
33
Zinsstruktur
33
CAPM
25
Geldwertbewegung und Zins
24
Volatility
24
Volatilität
24
Government securities
18
Staatspapier
18
Derivat
15
Derivative
15
Currency derivative
14
Estimation
14
Option pricing theory
14
Optionspreistheorie
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Schätzung
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Währungsderivat
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Großbritannien
12
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Article
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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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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 journal of finance : the journal of the American Finance Association
NBER working paper series
437
Working paper / National Bureau of Economic Research, Inc.
391
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
Journal of international money and finance
135
Working paper
128
Working paper series / European Central Bank
128
Finance and economics discussion series
119
Journal of economic dynamics & control
113
CESifo working papers
105
Discussion papers / CEPR
100
Discussion paper
97
Applied economics letters
95
Applied financial economics
91
IMF working paper
81
International review of economics & finance : IREF
81
ECB Working Paper
80
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
78
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
65
Macroeconomic dynamics
62
The journal of fixed income
62
Journal of economics & business
59
IMF Working Paper
58
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
58
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ECONIS (ZBW)
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81
Some empirical estimates of the risk structure of interest rates
Sarig, Oded H.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1351-1360
Persistent link: https://www.econbiz.de/10001080355
Saved in:
82
Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
Saved in:
83
Asymmetric information and credit quality : evidence from synthetic fixed-rate financing
Simkins, Betty J.
;
Rogers, Daniel A.
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 595-626
Persistent link: https://www.econbiz.de/10003319542
Saved in:
84
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
Saved in:
85
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 305-315
Persistent link: https://www.econbiz.de/10001080712
Saved in:
86
The purchasing power of money and nominal interest rates : a re-examination
Shome, Dilip K.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1113-1125
Persistent link: https://www.econbiz.de/10001073014
Saved in:
87
Is the real interest rate stable?
Rose, Andrew
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1095-1112
Persistent link: https://www.econbiz.de/10001073016
Saved in:
88
Was it real? The exchange rate-interest differential relation over the modern floating-rate period
Meese, Richard A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 933-948
Persistent link: https://www.econbiz.de/10001073073
Saved in:
89
The October 1979 [nineteen hundred and seventy-nine] change in the US monetary regime : its impact on the forecastability of Canadian interest rates
Pesando, James E.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 217-239
Persistent link: https://www.econbiz.de/10001057968
Saved in:
90
Effectiveness of hedging interest rate risks and stock market risks with financial futures
Fortin, Michel
;
Khoury, Nabil T.
- In:
The journal of futures markets
8
(
1988
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10003552404
Saved in:
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