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subject:"Indexanleihe"
~person:"Benlagha, Noureddine"
~person:"Fischer, Stanley"
~person:"Ryu, Doojin"
~subject:"Derivative"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Inflationsindexierte Anleihe"
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Indexanleihe
Derivative
USA
Index-linked bond
7
Großbritannien
4
United Kingdom
4
Theorie
3
Theory
3
Welt
3
World
3
Anleihe
2
Asymmetric information
2
Asymmetrische Information
2
Bond
2
Bond market
2
Capital income
2
Derivat
2
Financial investment
2
Kapitalanlage
2
Kapitaleinkommen
2
Option trading
2
Optionsgeschäft
2
Public bond
2
Rentenmarkt
2
Öffentliche Anleihe
2
ARCH model
1
ARCH-Modell
1
BEKK-GARCH
1
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1
Estimation
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France
1
Frankreich
1
Inflation
1
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Public debt
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1
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English
7
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Benlagha, Noureddine
Fischer, Stanley
Ryu, Doojin
Christensen, Jens H. E.
5
Jong, Marielle de
4
Reschreiter, Andreas
4
Campbell, John Y.
3
Kang, Jangkoo
3
Landskroner, Yoram
3
Sack, Brian
3
Barr, David G.
2
Cette, Gilbert
2
DePrince, Albert E.
2
Entrop, Oliver
2
Gapen, Michael T.
2
Gomez-Gonzalez, Patricia
2
Güler, Mustafa Haluk
2
Harff, Christoph
2
Herbst, Anthony F.
2
López, José A.
2
Madura, Jeff
2
Mauro, Paolo
2
Moenig, Thorsten
2
Ngo, Thanh
2
Polat, Tandoğan
2
Raviv, Alon
2
Rudebusch, Glenn D.
2
Scholz, Hendrik
2
Shiller, Robert J.
2
Viceira, Luis M.
2
Wilkens, Marco
2
Wilkens, Sascha
2
Wimschulte, Jens
2
Yildirim, Yildiray
2
Abid, Ilyes
1
Ackert, Lucy F.
1
Ahn, Hee-joon
1
Aintablian, Sebouh
1
Alexander, Carol
1
Alexandersson, Lisa
1
Andrade, Joaquim Pinto de
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Review of economics & finance
2
The journal of futures markets
2
Applied econometrics and international development
1
Applied economics
1
NBER macroeconomics annual
1
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ECONIS (ZBW)
7
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1
The information content of trades : an analysis of KOSPI 200 index derivatives
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 201-221
Persistent link: https://www.econbiz.de/10011348449
Saved in:
2
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
Saved in:
3
Volatility linkage of nominal and index-linked bond returns : a multivariate BEKK-GARCH approach
Benlagha, Noureddine
- In:
Review of economics & finance
(
2014
)
4
,
pp. 49-60
Persistent link: https://www.econbiz.de/10010471998
Saved in:
4
Co-movement of index linked bonds and conventional bonds in France : subprime crisis and structural break, 2003 - 2012
Benlagha, Noureddine
- In:
Applied econometrics and international development
13
(
2013
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10010128722
Saved in:
5
The long-run relationship among index-linked bonds and conventional bonds
Benlagha, Noureddine
- In:
Review of economics & finance
(
2013
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10009728566
Saved in:
6
Informed trading in the index option market : the case of KOSPI 200 options
Ahn, Hee-joon
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
The journal of futures markets
28
(
2008
)
12
,
pp. 1118-1146
Persistent link: https://www.econbiz.de/10003773141
Saved in:
7
A scorecard for indexed government debt
Campbell, John Y.
;
Fischer, Stanley
- In:
NBER macroeconomics annual
11
(
1996
),
pp. 155-208
Persistent link: https://www.econbiz.de/10001247717
Saved in:
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