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isPartOf:"The journal of futures markets"
~subject:"Interest rate derivative"
~subject:"Prognose"
~subject:"Theorie"
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Interest rate derivative
Prognose
Theorie
Zinsderivat
137
USA
100
United States
96
Public bond
56
Öffentliche Anleihe
56
Theory
39
Hedging
36
Zins
26
Interest rate
25
CAPM
16
Volatility
16
Volatilität
16
Yield curve
16
Zinsstruktur
16
Government securities
14
Staatspapier
14
Derivat
13
Derivative
13
Currency derivative
12
Währungsderivat
12
Arbitrage
11
Option pricing theory
8
Optionspreistheorie
8
Commodity exchange
7
Estimation
7
Forecast
7
Großbritannien
7
Schätzung
7
United Kingdom
7
Warenbörse
7
Deposit banking
6
Einlagengeschäft
6
Hypothek
6
Mortgage
6
Ankündigungseffekt
5
Announcement effect
5
Börsenkurs
5
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Undetermined
8
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Article
143
Book / Working Paper
1
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Article in journal
139
Aufsatz in Zeitschrift
139
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Reprint
1
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1
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English
144
Author
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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
Ma, Christopher K.
3
MacDonald, S. Scott
3
Bali, Turan G.
2
Batlin, Carl A.
2
Castelino, Mark G.
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
Krehbiel, Timothy L.
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
Tse, Yiuman
2
Webb, Robert I.
2
Wu, Ting-pin
2
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Institution
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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
NBER working paper series
169
NBER Working Paper
149
Working paper / National Bureau of Economic Research, Inc.
143
Journal of money, credit and banking : JMCB
81
Journal of monetary economics
77
Journal of economic dynamics & control
72
Discussion paper / Centre for Economic Policy Research
71
Journal of macroeconomics
71
Economic modelling
66
Economics letters
63
Working paper
61
Applied economics
55
Journal of international money and finance
50
Journal of banking & finance
48
Working paper series / European Central Bank
48
International journal of theoretical and applied finance
47
IMF working papers
46
Discussion papers / CEPR
41
Finance and economics discussion series
38
The journal of finance : the journal of the American Finance Association
38
Macroeconomic dynamics
36
CESifo working papers
35
Applied financial economics
34
The journal of fixed income
34
Advances in futures and options research : a research annual
30
Applied economics letters
28
IMF working paper
28
The review of financial studies
28
Europäische Hochschulschriften / 5
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
ECB Working Paper
26
Discussion paper
25
European economic review : EER
25
Journal of international financial markets, institutions & money
25
International review of economics & finance : IREF
24
Journal of financial economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
The American economic review
23
The journal of computational finance
23
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ECONIS (ZBW)
144
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144
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang-mo
;
Cho, D. C.
;
Park, Keehwan
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 669-695
Persistent link: https://www.econbiz.de/10003493149
Saved in:
9
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:
10
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:
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