//--> //--> //-->
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:"Yield curve"
~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Interest rate derivative"
~subject:"Interest rate parity"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Interest rate derivative
Interest rate parity
Zinsderivat
7
Zinsstruktur
6
Swap
3
Derivat
2
Derivative
2
Estimation
2
Geldmarkt
2
Interest rate
2
Interest rate derivatives
2
Money market
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Zins
2
Aggregated connectedness
1
Ankündigungseffekt
1
Anleihe
1
Announcement effect
1
Bank liquidity
1
Bankenliquidität
1
Basis spreads
1
Benchmark reform
1
Bond
1
Bond markets
1
Bonds
1
Börsenkurs
1
Capital income
1
Cash Flow
1
Cash flow
1
Cash flow hedges
1
Conditional connectedness
1
Covered interest rate parity
1
Credit risk
1
Cross-currency basis swaps
1
Cross-currency swaps
1
Currency derivative
1
Deutschland
1
Dynamic connectedness
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Akhigbe, Aigbe O.
1
Backwell, Alex
1
Chatziantoniou, Ioannis
1
David-Pur, Lior
1
Duyvesteyn, Johan
1
Gabauer, David
1
Galil, Koresh
1
Gallitschke, Janek
1
Hayes, Joshua
1
Indriawan, Ivan
1
Jiao, Feng
1
Makar, Stephen D.
1
Rosenboim, Mosi
1
Seifried, Frank Thomas
1
Seifried, Stefanie
1
Shapir, Offer Moshe
1
Stenfors, Alexis
1
Tse, Yiuman
1
Wang, Li
1
Whyte, Ann Marie
1
Zwart, Gerben Jacobus de
1
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of international financial markets, institutions & money
International journal of financial engineering
9
International journal of theoretical and applied finance
8
The journal of futures markets
8
Quantitative finance
7
Applied mathematical finance
6
International review of financial analysis
6
SpringerLink / Bücher
5
Applied economics
4
Review of derivatives research
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of computational finance
4
Annual review of financial economics
3
Economics letters
3
European journal of operational research : EJOR
3
Finance research letters
3
Journal of financial economics
3
Journal of mathematical finance
3
Research paper series / Swiss Finance Institute
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Finance and stochastics
2
Financial markets and portfolio management
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International review of economics & finance : IREF
2
Journal of economic dynamics & control
2
Journal of economic issues
2
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
2
Macroeconomics and finance in emerging market economies
2
New methods in fixed income modeling : fixed income modeling
2
Springer Texts in Business and Economics
2
Springer eBook Collection
2
Springer texts in business and economics
2
The European journal of finance
2
The journal of credit risk : published quarterly by Incisive Media
2
The journal of fixed income : JFI
2
The review of financial studies
2
Theoretical economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
2
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
3
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
4
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
5
Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.
;
Makar, Stephen D.
;
Wang, Li
;
Whyte, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
Saved in:
6
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->