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source:"econis"
~isPartOf:"Journal of financial economics"
~person:"Filipović, Damir"
~person:"Wu, Jing Cynthia"
~subject:"Optionspreistheorie"
~subject:"Risk premium"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Optionspreistheorie
Risk premium
Yield curve
4
Zinsstruktur
4
Theorie
3
Theory
3
Estimation
2
Risikoprämie
2
Schätzung
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Arbitrage pricing
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Bank liquidity
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Bank risk
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Bankenliquidität
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Nichtparametrisches Verfahren
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Filipović, Damir
Wu, Jing Cynthia
Bai, Jennie
3
Goldstein, Robert S.
3
Yang, Fan
3
Bekaert, Geert
2
Engstrom, Eric
2
Koijen, Ralph S. J.
2
Acharya, Viral V.
1
Albagli, Elias
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Andrade, Sandro C.
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Boyarchenko, Nina
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Breach, Tomas
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Bretscher, Lorenzo
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Buraschi, Andrea
1
Ceballos, Luis
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Cheridito, Patrick
1
Chernov, Mikhail
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Christensen, Bent Jesper
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Christoffersen, Peter F.
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Chung, Kee H.
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Claro, Sebastián
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Collin-Dufresne, Pierre
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Dagostino, Ramona
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Dai, Qiang
1
De Giorgi, Enrico
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Della Corte, Pasquale
1
Du, Wenxin
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Journal of financial economics
Research paper series / Swiss Finance Institute
5
Finance and stochastics
2
Chicago Booth Research Paper
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NBER Working Paper
1
NBER working paper series
1
Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance
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Swiss Finance Institute Research Paper
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Technical working paper / National Bureau of Economic Research
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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2
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
3
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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