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person:"Taylor, Mark P."
~person:"Schlögl, Erik"
~type_genre:"Graue Literatur"
~type_genre:"Reprint"
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Search: subject_exact:"Zinsstrukturkurve"
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Yield curve
19
Zinsstruktur
19
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10
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6
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5
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Taylor, Mark P.
Schlögl, Erik
Rudebusch, Glenn D.
49
Christensen, Jens H. E.
44
Akram, Tanweer
27
Krippner, Leo
26
Favero, Carlo A.
25
Gollier, Christian
23
Diebold, Francis X.
21
Kaminska, Iryna
21
Chernov, Mikhail
20
Chiarella, Carl
20
Thornton, Daniel L.
20
Wright, Jonathan H.
19
Afonso, António
18
Filipović, Damir
18
Caporale, Guglielmo Maria
17
Hördahl, Peter
17
Bauer, Michael D.
16
Carriero, Andrea
16
Monfort, Alain
16
Mönch, Emanuel
16
Bacchetta, Philippe
15
Bekaert, Geert
15
Gouriéroux, Christian
15
Kim, Don H.
15
Lemke, Wolfgang
15
Renne, Jean-Paul
15
Sarno, Lucio
15
Van Wincoop, Eric
15
Swanson, Eric T.
14
Vayanos, Dimitri
14
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13
Wei, Min
13
Binsbergen, Jules H. van
12
D'Amico, Stefania
12
Meldrum, Andrew
12
Moreira, Ajax
12
Andreasen, Martin Møller
11
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11
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
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4
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2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
An Elgar reference collection
1
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The international library of critical writings in economics
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ECONIS (ZBW)
19
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
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2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
5
Calibration of multicurrency LIBOR market models
Pilz, Kay Frederik
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10009564650
Saved in:
6
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
Saved in:
7
Are there thresholds of current account adjustment in the G7?
Clarida, Richard H.
;
Goretti, Manuela
;
Taylor, Mark P.
-
2006
Persistent link: https://www.econbiz.de/10003321622
Saved in:
8
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
Saved in:
9
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
Saved in:
10
The role of asymmetries and regime shifts on the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
-
2005
Persistent link: https://www.econbiz.de/10013424566
Saved in:
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