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subject:"Yield curve"
~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of international financial markets, institutions & money"
~source:"econis"
~subject:"Derivat"
~subject:"Staatspapier"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Derivat
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Interest rate derivative
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Ap Gwilym, Owain
1
Athanassakos, George
1
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Clare, Andrew D.
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Advances in futures and options research : a research annual
Journal of international financial markets, institutions & money
The journal of futures markets
35
International journal of theoretical and applied finance
27
The journal of computational finance
17
The journal of fixed income
16
Journal of banking & finance
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Applied mathematical finance
12
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
Finance and stochastics
9
International journal of financial engineering
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Quantitative finance
8
Applied financial economics
7
Journal of mathematical finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Discussion paper / B
6
Review of derivatives research
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Economics letters
5
Europäische Hochschulschriften / 5
5
Journal of financial and quantitative analysis : JFQA
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Risks : open access journal
5
SFB 649 discussion paper
5
SpringerLink / Bücher
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Advances in Pacific Basin financial markets
4
Applied economics
4
European journal of operational research : EJOR
4
International review of economics & finance : IREF
4
Journal of economic dynamics & control
4
Journal of international money and finance
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
NBER working paper series
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ECONIS (ZBW)
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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
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:
3
Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 82-99
Persistent link: https://www.econbiz.de/10010411577
Saved in:
4
Bond futures and order imbalance : examining international linkages
Smales, Lee A.
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 113-132
Persistent link: https://www.econbiz.de/10010234953
Saved in:
5
Forward interest rate premium and asymmetric adjustment : evidence from 16 countries
McMillan, David G.
- In:
Journal of international financial markets, …
19
(
2009
)
2
,
pp. 258-273
Persistent link: https://www.econbiz.de/10003799788
Saved in:
6
The liquidity of automated exchanges : new evidence from German Bund futures
Frino, Alex
;
McInish, Thomas H.
;
Toner, Martin
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 225-241
Persistent link: https://www.econbiz.de/10001445739
Saved in:
7
Price discovery in high and low volatility periods : open outcry versus electronic trading
Martens, Martin
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001445743
Saved in:
8
Price clustering and bid-ask spreads in international bond futures
Ap Gwilym, Owain
;
Clare, Andrew D.
;
Thomas, Stephen
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001445775
Saved in:
9
Negative option values implicit in extendable Canadian treasury bonds
Athanassakos, George
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 83-110
Persistent link: https://www.econbiz.de/10001226770
Saved in:
10
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
Saved in:
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