//--> //--> //-->
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
subject:"United Kingdom"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"Journal of banking & finance"
~subject:"Volatilität"
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:"Interest rate futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
United Kingdom
Volatilität
Interest rate derivative
30
Zinsderivat
30
Theorie
16
Theory
16
Yield curve
12
Zinsstruktur
12
Estimation
9
Schätzung
9
Börsenkurs
8
Share price
8
Deutschland
7
Germany
7
Interest rate
6
Option pricing theory
6
Optionspreistheorie
6
Volatility
6
Zins
6
USA
5
United States
5
Ankündigungseffekt
4
Announcement effect
4
Derivat
4
Derivative
4
Market microstructure
4
Marktmikrostruktur
4
Credit risk
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Kreditrisiko
3
LIBOR
3
Risikoprämie
3
Risk premium
3
Capital income
2
Geldmarkt
2
Hedging
2
Information dissemination
2
Informationsverbreitung
2
Interest rate derivatives
2
Kapitaleinkommen
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Hautsch, Nikolaus
3
Hess, Dieter
2
Chow, Edward H.
1
Duyvesteyn, Johan
1
Gang, Shyy
1
Gerhard, Frank
1
Lee, Jie-haun
1
Moraleda Novo, Juan Manuel
1
Veredas, David
1
Vorst, Ton
1
Zwart, Gerben Jacobus de
1
more ...
less ...
Published in...
All
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Journal of banking & finance
The journal of futures markets
19
International journal of theoretical and applied finance
9
The journal of fixed income
8
The European journal of finance
5
Discussion paper
4
Finance and stochastics
4
Journal of international financial markets, institutions & money
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Review of derivatives research
4
Review of futures markets
4
The journal of computational finance
4
Applied mathematical finance
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
International review of financial analysis
3
Quarterly bulletin / Bank of England
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Research paper series / Swiss Finance Institute
3
Temi di discussione del Servizio Studi / Banca d'Italia
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working paper series / European Central Bank
3
Advances in Pacific Basin financial markets
2
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics
2
Applied financial economics letters
2
CoFE discussion papers
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
European journal of operational research : EJOR
2
Europäische Hochschulschriften / 5
2
Global finance journal
2
IMES discussion paper series / Englische Ausgabe
2
International finance
2
International journal of business
2
International review of finance
2
Journal of empirical finance
2
Journal of financial economics
2
Quantitative finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
2
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
3
The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
-
2002
Persistent link: https://www.econbiz.de/10001683737
Saved in:
4
Volatility estimation on the basis of price intensities
Gerhard, Frank
;
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001447119
Saved in:
5
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
Saved in:
6
Trading mechanisms and trading preferences on a 24-hour futures market : a case study of the Floor
Chow, Edward H.
- In:
Journal of banking & finance
20
(
1996
)
10
,
pp. 1695-1713
Persistent link: https://www.econbiz.de/10001209654
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->