//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The journal of futures markets"
~subject:"Theorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Zins
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Interest rate derivative
135
Zinsderivat
135
USA
96
United States
96
Public bond
52
Öffentliche Anleihe
52
Theory
37
Hedging
35
Interest rate
27
Zins
27
Volatility
17
Volatilität
17
CAPM
16
Yield curve
16
Zinsstruktur
16
Currency derivative
12
Government securities
12
Staatspapier
12
Währungsderivat
12
Arbitrage
11
Derivat
11
Derivative
11
Option pricing theory
9
Optionspreistheorie
9
Commodity exchange
7
Estimation
7
Großbritannien
7
Schätzung
7
United Kingdom
7
Warenbörse
7
Deposit banking
6
Einlagengeschäft
6
Forecast
6
Prognose
6
Stochastic process
6
Stochastischer Prozess
6
Ankündigungseffekt
5
Announcement effect
5
Börsenkurs
5
more ...
less ...
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
37
Bibliografie enthalten
1
Bibliography included
1
Reprint
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
37
Author
All
Gay, Gerald D.
3
Kolb, Robert W.
3
Bali, Turan G.
2
Castelino, Mark G.
2
Chance, Don M.
2
Chen, Ren-Raw
2
Ritchken, Peter H.
2
Sankarasubramanian, L.
2
Ahn, Chang-mo
1
Batlin, Carl A.
1
Batlin, Carl Alan
1
Bliss, Robert R.
1
Blomeyer, Edward C.
1
Boyd, James C.
1
Chambers, Donald Robert
1
Chen, Son-nan
1
Cho, D. C.
1
Cicchetti, Paul
1
Daigler, Robert T.
1
Dale, Charles J.
1
Feldman, David
1
Feuerstein, Jay R.
1
Flesaker, Bjorn
1
Franckle, Charles Travers
1
Ghosh, Dilip K.
1
Hein, Scott E.
1
Hemler, Michael Lee
1
Jones, Frank Joseph
1
Jordan, James V.
1
Kane, Alex
1
Lioui, Abraham
1
Livingston, Miles
1
Ma, Christopher K.
1
MacDonald, S. Scott
1
Maness, Terry S.
1
Marcus, Alan J.
1
Park, Keehwan
1
Parker, Jack W.
1
Ronn, Ehud I.
1
Scott, Louis O.
1
more ...
less ...
Published in...
All
The journal of futures markets
Journal of money, credit and banking : JMCB
76
Journal of monetary economics
74
Journal of economic dynamics & control
69
Journal of macroeconomics
68
Economic modelling
61
Economics letters
55
Applied economics
45
Journal of international money and finance
44
Journal of banking & finance
36
Macroeconomic dynamics
35
International journal of theoretical and applied finance
28
The journal of finance : the journal of the American Finance Association
25
European economic review : EER
23
Review of economic dynamics
23
The journal of fixed income
22
The review of financial studies
21
Applied economics letters
20
Applied financial economics
20
Insurance / Mathematics & economics
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Advances in futures and options research : a research annual
19
The American economic review
19
The journal of real estate finance and economics
19
Finance and stochastics
18
International review of economics & finance : IREF
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of business economics : JBE
18
Economic notes : economic review of Banca Monte dei Paschi di Siena
17
Economic review
17
Journal of financial and quantitative analysis : JFQA
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
International economic review
16
Journal of post-Keynesian economics : JPKE
16
Revue économique : revue bimestrielle
16
Finance research letters
15
International journal of finance & economics : IJFE
15
Journal of empirical finance
15
Kredit und Kapital
15
Journal of economic theory
14
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
3
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
4
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
5
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
6
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
7
Valuation of floating range notes in a LIBOR market model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 697-710
Persistent link: https://www.econbiz.de/10003715122
Saved in:
8
On valuing complex interest rate claims
Ritchken, Peter H.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 443-455
Persistent link: https://www.econbiz.de/10001094588
Saved in:
9
Predicting monetary policy with federal funds futures prices
Söderström, Ulf
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001567708
Saved in:
10
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10001447801
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->