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subject:"Yield curve"
~isPartOf:"Applied financial economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Staatspapier"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Staatspapier
Interest rate derivative
45
Zinsderivat
45
Zinsstruktur
21
Volatility
10
Volatilität
10
Estimation
9
Schätzung
9
Swap
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English
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David-Pur, Lior
2
Fang, Victor
2
Galil, Koresh
2
Novales, Alfonso
2
Rosenboim, Mosi
2
Abad, Pilar
1
Ap Gwilym, Owain
1
Attaoui, Sami
1
Azad, A. S. M. Sohel
1
Batten, Jonathan A.
1
Björk, Tomas
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Brown, Rob
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Chan, Wai-Sum
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Christensen, Bent Jesper
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1
Chung, Hon-lun
1
Clare, Andrew D.
1
Dassanayake, Wajira
1
Domínguez, Emilio
1
Frino, Alex
1
Gabauer, David
1
Hamori, Shigeyuki
1
He, Jie-Cao
1
Hsieh, Chang-Chieh
1
Huang, Zi-Wei
1
In, Francis Haeuck
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Ito, Takayasu
1
Iyer, Sridhar
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Kanas, Angelos
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Kishor, N. Kundan
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Lin, Shih-kuei
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Marfatia, H. A.
1
Martens, Martin
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McInish, Thomas H.
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McMillan, David G.
1
Mikkelsen, Peter
1
Poskitt, Russell
1
Shapir, Offer Moshe
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Shin Jensen, Malene
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Centre for Analytical Finance <Århus>
2
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Applied financial economics
International review of financial analysis
Journal of international financial markets, institutions & money
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
International journal of theoretical and applied finance
26
The journal of futures markets
26
The journal of computational finance
16
The journal of fixed income
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
10
Applied mathematical finance
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of financial studies
9
Finance and stochastics
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Interest rate modelling after the financial crisis
8
Journal of financial economics
8
Quantitative finance
8
Journal of mathematical finance
7
Advances in futures and options research : a research annual
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Discussion paper / B
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Review of derivatives research
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Journal of financial and quantitative analysis : JFQA
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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SFB 649 discussion paper
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Advances in Pacific Basin financial markets
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Economics letters
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European journal of operational research : EJOR
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Journal of international money and finance
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Working papers / The Levy Economics Institute
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Annual review of financial economics
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Applied economics
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Applied financial economics letters
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Asia-Pacific financial markets
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Bonn Econ Discussion Papers / BGSE
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ECONIS (ZBW)
24
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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
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
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 dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
5
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
6
Modelling the lowballing of the LIBOR fixing
Poskitt, Russell
;
Dassanayake, Wajira
- In:
International review of financial analysis
42
(
2015
),
pp. 270-277
Persistent link: https://www.econbiz.de/10011573481
Saved in:
7
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:
8
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
9
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
10
Hedging performance of the Libor market model : the cap market case
Attaoui, Sami
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1215-1223
Persistent link: https://www.econbiz.de/10009348308
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