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isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Interest rate derivative"
~subject:"Theorie"
~subject:"Zins"
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Interest rate derivative
Theorie
Zins
Zinsderivat
139
USA
100
United States
96
Public bond
56
Öffentliche Anleihe
56
Theory
39
Hedging
37
Interest rate
27
Volatility
17
Volatilität
17
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17
Zinsstruktur
17
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16
Derivat
14
Derivative
14
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14
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14
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12
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12
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12
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9
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7
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7
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156
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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
Krehbiel, Timothy L.
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
Adkins, Lee Chester
2
Bali, Turan G.
2
Batlin, Carl A.
2
Cakici, Nusret
2
Castelino, Mark G.
2
Chatterjee, Sris
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Cole, C. Steven
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
Lekkos, Ilias
2
Livingston, Miles
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
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The journal of futures markets
NBER working paper series
403
Working paper / National Bureau of Economic Research, Inc.
344
NBER Working Paper
342
Journal of money, credit and banking : JMCB
173
Journal of banking & finance
168
Discussion paper / Centre for Economic Policy Research
163
IMF working papers
160
Applied economics
156
Economic modelling
129
Journal of macroeconomics
127
Journal of monetary economics
127
Working paper
127
Journal of international money and finance
125
Economics letters
124
Working paper series / European Central Bank
114
Finance and economics discussion series
112
Journal of economic dynamics & control
102
Discussion papers / CEPR
92
Discussion paper
90
Applied financial economics
87
CESifo working papers
85
Applied economics letters
80
The journal of finance : the journal of the American Finance Association
80
International review of economics & finance : IREF
74
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
74
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
72
IMF working paper
70
ECB Working Paper
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Finance research letters
65
The journal of real estate finance and economics
65
Economic review
64
The journal of fixed income
62
European economic review : EER
61
International journal of theoretical and applied finance
57
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
57
Macroeconomic dynamics
56
Working papers / Bank for International Settlements
56
IMF Working Paper
55
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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
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:
3
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:
4
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:
5
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:
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
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:
8
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
Saved in:
9
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:
10
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
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