//--> //--> //--> //-->
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 real estate finance and economics"
~isPartOf:"Bank of England Working Paper"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Staff working papers / Bank of England"
~subject:"Hedging"
~subject:"United Kingdom"
~subject:"Yield curve"
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: subject_exact:"Swaps"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Hedging
United Kingdom
Yield curve
Swap
56
Theorie
23
Theory
23
Zinsstruktur
17
Derivat
13
Derivative
13
Option pricing theory
13
Optionspreistheorie
13
Credit risk
10
Geldpolitik
10
Interest rate derivative
10
Kreditrisiko
10
Monetary policy
10
Zinsderivat
10
Credit derivative
9
Kreditderivat
9
Volatility
8
Volatilität
8
Financial crisis
7
Finanzkrise
7
Großbritannien
7
Risikoprämie
7
Risk premium
7
Welt
7
World
7
Stochastic process
6
Stochastischer Prozess
6
Central bank
5
Erwartungsbildung
5
Expectation formation
5
Interest rate
5
Interest rate parity
5
US dollar
5
US-Dollar
5
Zentralbank
5
Zins
5
Zinsparität
5
more ...
less ...
Online availability
All
Free
7
Undetermined
6
Type of publication
All
Article
21
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
28
Author
All
Kaminska, Iryna
2
Liu, Zhuoshi
2
Pinter, Gabor
2
Vangelista, Elisabetta
2
Baum, Andrew
1
Bettis, J. Carr
1
Bizjak, John M.
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Carr, Peter
1
Cejnek, Georg
1
Chen, Nan
1
Choi, Jaehyuk
1
Doshi, Hitesh
1
Egloff, Daniel
1
Eguren-Martin, Fernando
1
Elkamhi, Redouane
1
Galluccio, S.
1
Gatarek, Dariusz
1
Huang, Z.
1
Johnson, Travis L.
1
Kahalé, Nabil
1
Kim, Don H.
1
Kou, Steven
1
Laurence, Peter
1
Leipold, Markus
1
Lemmon, Michael L.
1
Levendorskij, Sergej Z.
1
Li, Libo
1
Lizieri, Colin
1
Lloyd, Simon
1
Lloyd, Simon P.
1
Ly, J.-M.
1
Marcato, Gianluca
1
Meldrum, Andrew
1
Mozumdar, Abon
1
Musiela, Marek
1
Ogden, Paul
1
Ornthanalai, Chayawat
1
Park, Tae H.
1
more ...
less ...
Published in...
All
The journal of real estate finance and economics
Bank of England Working Paper
Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
Staff working papers / Bank of England
International journal of theoretical and applied finance
19
International review of financial analysis
9
Journal of banking & finance
9
The journal of computational finance
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Applied mathematical finance
7
Research paper series / Swiss Finance Institute
7
The journal of fixed income
7
The journal of futures markets
7
Finance and stochastics
5
International journal of financial engineering
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
NBER working paper series
5
Quantitative finance
5
Discussion paper / Tinbergen Institute
4
International review of economics & finance : IREF
4
NBER Working Paper
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of finance : the journal of the American Finance Association
4
Working papers / The Levy Economics Institute
4
Energy economics
3
European journal of operational research : EJOR
3
HKIMR working paper
3
Journal of economic dynamics & control
3
Journal of international money and finance
3
Quarterly bulletin / Bank of England
3
Review of derivatives research
3
The energy journal
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series / European Central Bank
3
Working papers / Bank for International Settlements
3
Applied financial economics letters
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging, market concentration and monetary policy : a joint analysis of gilt and derivatives exposures
Pinter, Gabor
;
Walker, Danny
-
2023
Persistent link: https://www.econbiz.de/10014373716
Saved in:
2
An anatomy of the 2022 gilt market crisis
Pinter, Gabor
-
2023
Persistent link: https://www.econbiz.de/10014330112
Saved in:
3
No-arbitrage pricing of GDP-linked bonds
Eguren-Martin, Fernando
;
Meldrum, Andrew
;
Yan, Wen
-
2020
Persistent link: https://www.econbiz.de/10012202970
Saved in:
4
Estimating Nominal Interest Rate Expectations : Overnight Indexed Swaps and the Term Structure
Lloyd, Simon
-
2019
No-arbitrage dynamic term structure models (DTSMs) have regularly been used to estimate interest rate expectations and term premia, but are beset by an identification problem that results in inaccurate estimates. I propose the augmentation of DTSMs with overnight indexed swap (OIS) rates to...
Persistent link: https://www.econbiz.de/10012897567
Saved in:
5
Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Lloyd, Simon P.
-
2018
Persistent link: https://www.econbiz.de/10011926163
Saved in:
6
Dividend risk premia
Cejnek, Georg
;
Randl, Otto
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1199-1242
Persistent link: https://www.econbiz.de/10012244219
Saved in:
7
The informational content of market-based measures of inflation expectations derived from government bonds and inflation swaps in the United Kingdom
Liu, Zhuoshi
;
Vangelista, Elisabetta
;
Kaminska, Iryna
; …
-
2015
Persistent link: https://www.econbiz.de/10011402735
Saved in:
8
The Informational Content of Market-Based Measures of Inflation Expectations Derived from Government Bonds and Inflation Swaps in the United Kingdom
Liu, Zhuoshi
-
2015
Market-based measures of inflation expectations can be derived either from the difference between yields on nominal and inflation-linked government bonds or from inflation swap rates. These measures are important indicators of the outlook for inflation and are monitored regularly by the United...
Persistent link: https://www.econbiz.de/10013014543
Saved in:
9
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
Saved in:
10
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->