//--> //--> //-->
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"
~person:"Chatziantoniou, Ioannis"
~person:"Kennedy, Joanne E."
~subject:"Conditional connectedness"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Conditional connectedness
Interest rate derivative
4
Zinsderivat
4
Zinsstruktur
3
Interest rate
2
Interest rate swaps
2
Swap
2
Theorie
2
Theory
2
Zins
2
Aggregated connectedness
1
Arbitrage Pricing
1
Arbitrage pricing
1
Derivat
1
Derivative
1
Dynamic connectedness
1
EU countries
1
EU-Staaten
1
Estimation
1
Geldpolitik
1
Geldpolitische Transmission
1
LIBOR market model
1
Levi-Civitá equation
1
Markov-functional models
1
Markov-functional models (MFMs)
1
Modellierung
1
Monetary policy
1
Monetary policy transmission mechanism
1
Monetary transmission
1
Multivariate Verteilung
1
Multivariate distribution
1
Option pricing theory
1
Optionspreistheorie
1
Quantile vector autoregression
1
Schock
1
Schätzung
1
Scientific modelling
1
Shock
1
TVP-VAR
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Chatziantoniou, Ioannis
Kennedy, Joanne E.
Filipović, Damir
4
Rebonato, Riccardo
4
Backwell, Alex
3
Grbac, Zorana
3
Ito, Takayasu
3
Lin, Shih-kuei
3
Trolle, Anders B.
3
Akram, Tanweer
2
Ben-Abdallah, Ramzi
2
Branger, Nicole
2
Breton, Michèle
2
Caspers, Peter
2
David-Pur, Lior
2
Desmettre, Sascha
2
Eberlein, Ernst
2
Elliott, Robert J.
2
Fanelli, Viviana
2
Galil, Koresh
2
Gerhart, Christoph
2
Gogala, Jaka
2
Kienitz, Jörg
2
Larsson, Martin
2
Lopes, Sara Dutra
2
Mamun, Khawaja Abdullah al
2
Mi, Yanhui
2
Poncet, Patrice
2
Portait, Roland
2
Rosenboim, Mosi
2
Schlag, Christian
2
Stenfors, Alexis
2
Toder, Igor
2
Vázquez, Carlos
2
Wu, Ping
2
Zhong, Yangfan
2
Aas, Kjersti
1
Ahamed, Naseem
1
Alfeus, Mesias
1
Andriosopoulos, Kostas
1
Arrouy, Pierre-Edouard
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
1
Journal of international financial markets, institutions & money
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
3
Classification of two- and three-factor time-homogeneous separable LMMs
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011686867
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->