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person:"Siklos, Pierre L."
~isPartOf:"Journal of banking & finance"
~person:"Gupta, Anurag"
~type_genre:"Article in journal"
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Interest rate derivative
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Zinsderivat
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Siklos, Pierre L.
Gupta, Anurag
Subrahmanyam, Marti G.
4
Delēs, Manthos D.
3
Boubaker, Sabri
2
Faff, Robert W.
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Fung, Hung-gay
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Journal of banking & finance
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European journal of political economy
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Journal of financial economics
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Review of international economics
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Do central banks react to the stock market? : the case of the Bundesbank
Bohl, Martin T.
;
Siklos, Pierre L.
;
Werner, Thomas
- In:
Journal of banking & finance
31
(
2007
)
3
,
pp. 719-733
Persistent link: https://www.econbiz.de/10003429766
Saved in:
2
The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
Saved in:
3
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
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