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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~subject:"Anleihe"
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Volatility
Anleihe
Yield curve
88
Zinsstruktur
88
Estimation
30
Schätzung
30
Risikoprämie
24
Risk premium
24
Credit risk
22
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Aoki, Yasuharu
1
Caldeira, João F.
1
Cao, Shijiao
1
Chen, Jun-Home
1
Chiou, Wan-jiun Paul
1
Chung, Yi Fang
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Cuia, Jin
1
Dai, Tian-Shyr
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Lin, Boqiang
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Pericoli, Marcello
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Saar, Dan
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International review of economics & finance : IREF
Journal of banking & finance
40
NBER working paper series
28
Finance research letters
26
The journal of fixed income
26
The journal of futures markets
25
International journal of theoretical and applied finance
24
Working paper / National Bureau of Economic Research, Inc.
23
Journal of international money and finance
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of financial economics
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NBER Working Paper
18
The review of financial studies
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Economic modelling
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Journal of empirical finance
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International review of financial analysis
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Working papers series / Federal Reserve Bank of San Francisco
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of international financial markets, institutions & money
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European journal of finance
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Finance and economics discussion series
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Journal of econometrics
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Journal of money, credit and banking : JMCB
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Research in international business and finance
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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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11
Pricing corporate bonds and constructing credit curves in a developing country : the case of the Taiwan bond fund crisis
Lee, Shyan Yuan
;
Chiou, Wan-jiun Paul
;
Chung, Yi Fang
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 261-274
Persistent link: https://www.econbiz.de/10011754124
Saved in:
12
A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio Poletti
;
Caldeira, João F.
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
Saved in:
13
What drives the Libor-OIS spread? : evidence from five major currency Libor-OIS spreads
Cuia, Jin
;
In, Francis Haeuck
;
Maharaj, Elizabeth Ann
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 358-375
Persistent link: https://www.econbiz.de/10011626466
Saved in:
14
Forecasting sectorial profitability and credit spreads using bond yields
Saar, Dan
;
Yagil, Yossi
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 29-43
Persistent link: https://www.econbiz.de/10011572333
Saved in:
15
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
Saved in:
16
Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello
;
Taboga, Marco
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 42-65
Persistent link: https://www.econbiz.de/10009618709
Saved in:
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