//--> //--> //--> //-->
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:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of computational finance"
~language:"eng"
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 spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
85
Zinsstruktur
85
Option pricing theory
28
Optionspreistheorie
28
Interest rate
19
Zins
19
Estimation
17
Interest rate derivative
17
Schätzung
17
Volatilität
17
Zinsderivat
17
Theorie
16
Theory
16
Public bond
14
Öffentliche Anleihe
14
Credit risk
13
Geldpolitik
13
Kreditrisiko
13
Monetary policy
13
Risikoprämie
13
Risk premium
13
Stochastic process
13
Stochastischer Prozess
13
Swap
10
Capital income
8
Corporate bond
8
Derivat
8
Derivative
8
Kapitaleinkommen
8
Unternehmensanleihe
8
Anleihe
7
Bond
7
EU countries
7
EU-Staaten
7
Forecasting model
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
USA
7
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
Author
All
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Gupta, Rangan
2
Wohar, Mark E.
2
Ahdida, Abdelkoddousse
1
Alfonsi, Aurélien
1
Andersen, Leif B. G.
1
Balcilar, Mehmet
1
Briani, Maya
1
Brotherton-Ratcliffe, Rupert
1
Caramellino, Lucia
1
Chau, Po-Hon
1
Chen, Carl R.
1
Christiansen, Charlotte
1
Deng, Dongya
1
Gatarek, Dariusz
1
Grzelak, Lech A.
1
Hui, Cho H.
1
Jabłecki, Juliusz
1
Kiesel, Rüdiger
1
Lai, Yongzeng
1
Lin, Shih-kuei
1
Lo, Chi-Fai
1
Lutz, Matthias
1
Ma, Jingtang
1
Nautz, Dieter
1
Ng, Leslie
1
Offermanns, Christian J.
1
Oosterlee, Cornelis W.
1
Palidda, Ernesto
1
Risse, Marian
1
Volkman, David A.
1
Wang, Shin-yun
1
Wang, Shixuan
1
Xu, Lian-Wen
1
Zanette, Antonino
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
The journal of computational finance
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
14
The review of financial studies
13
Journal of empirical finance
12
NBER Working Paper
12
Journal of international money and finance
11
Economic modelling
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
The journal of fixed income
10
Economics letters
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Applied financial economics
8
Applied mathematical finance
8
Energy economics
7
Journal of econometrics
7
The journal of finance : the journal of the American Finance Association
7
Finance and economics discussion series
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
5
CREATES research paper
5
Discussion papers / CEPR
5
Finance and stochastics
5
International journal of forecasting
5
International review of economics & finance : IREF
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
2
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
3
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
4
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
5
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
6
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
7
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
8
Smile with the Gaussian term structure model
Ahdida, Abdelkoddousse
;
Alfonsi, Aurélien
;
Palidda, Ernesto
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 115-157
Persistent link: https://www.econbiz.de/10011691616
Saved in:
9
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
10
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->