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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"
~subject:"Germany"
~subject:"Optionspreistheorie"
~subject:"Staatspapier"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Germany
Optionspreistheorie
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Interest rate derivative
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Ronn, Ehud I.
2
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1
Athanassakos, George
1
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1
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1
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Advances in futures and options research : a research annual
Journal of international financial markets, institutions & money
International journal of theoretical and applied finance
29
The journal of futures markets
28
The journal of computational finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of fixed income
17
Journal of banking & finance
14
Finance and stochastics
13
Applied mathematical finance
12
Review of derivatives research
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The journal of finance : the journal of the American Finance Association
10
International journal of financial engineering
9
Journal of financial economics
9
The review of financial studies
9
Applied financial economics
8
Interest rate modelling after the financial crisis
8
Discussion paper / B
7
Journal of mathematical finance
7
Quantitative finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Europäische Hochschulschriften / 5
6
Gabler Edition Wissenschaft
6
International review of financial analysis
6
Journal of financial and quantitative analysis : JFQA
6
SFB 649 discussion paper
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in Pacific Basin financial markets
5
Die Bank
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
European journal of operational research : EJOR
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Review of futures markets
5
Risks : open access journal
5
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4
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ECONIS (ZBW)
15
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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
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:
5
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:
6
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:
7
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:
8
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
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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