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subject:"Yield curve"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Research in finance"
~source:"econis"
~subject:"Zinsderivat"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Zinsderivat
Interest rate derivative
10
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3
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2
Bond
2
Derivat
2
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1988-1989
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Cross-currency basis swap
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Batten, Jonathan A.
1
Bhar, Ramaprasad
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1
Chen, Andrew H.
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International review of economics & finance : IREF
Research in finance
The journal of futures markets
135
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
22
Review of futures markets
18
Applied mathematical finance
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The journal of finance : the journal of the American Finance Association
15
The review of financial studies
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Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
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International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
11
International journal of financial engineering
9
Economics letters
8
Quantitative finance
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The European journal of finance
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Applied economics
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Finance : revue de l'Association Française de Finance
7
Journal of economic dynamics & control
7
Journal of mathematical finance
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Die Bank
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European journal of operational research : EJOR
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Global finance journal
6
Advances in Pacific Basin financial markets
5
Journal of empirical finance
5
Journal of international money and finance
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Quarterly bulletin / Bank of England
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Risks : open access journal
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The journal of business : B
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The journal of financial research
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Advances in investment analysis and portfolio management : a research annual
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ECONIS (ZBW)
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1
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
Saved in:
2
Survey sentiment and interest rate option smile
Chen, Cathy Yi-Hsuan
;
Kuo, I.-doun
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 125-137
Persistent link: https://www.econbiz.de/10011538263
Saved in:
3
The pricing and hedging of structured notes with systematic jump risk : an analysis of the USD knock-out reversed swap
Wang, Shin-yun
;
Lin, Shih-kuei
- In:
International review of economics & finance : IREF
19
(
2010
)
1
,
pp. 106-118
Persistent link: https://www.econbiz.de/10003927984
Saved in:
4
Modelling the US swap spread
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
Research in finance
26
(
2010
),
pp. 155-181
Persistent link: https://www.econbiz.de/10009241013
Saved in:
5
The evolution of corporate borrowers : prime versus LIBOR
McGraw, Patricia A.
;
Panyagometh, Kamphol
;
Roberts, …
- In:
Research in finance
23
(
2006
),
pp. 221-244
Persistent link: https://www.econbiz.de/10003753465
Saved in:
6
The market value and dynamic interest rate risk of swaps
Chen, Andrew H.
;
Chaudhury, Mohammed M.
- In:
Research in finance
19
(
2002
),
pp. 199-239
Persistent link: https://www.econbiz.de/10001717570
Saved in:
7
Price bounds on bond options, swaptions, caps, and floors assuming only nonnegative interest rates
Munk, Claus
- In:
International review of economics & finance : IREF
11
(
2002
)
4
,
pp. 335-347
Persistent link: https://www.econbiz.de/10001719420
Saved in:
8
The impact of off-balance sheet derivatives and interest rate swaps on bank risk
Chaudhry, Mukesh
;
Reichert, Alan K.
- In:
Research in finance
17
(
1999
),
pp. 275-300
Persistent link: https://www.econbiz.de/10001485126
Saved in:
9
Exploiting volatility movements in the Sydney Futures Exchange's bank bill contract
Hunt, Benjamin F.
- In:
International review of economics & finance : IREF
2
(
1993
)
4
,
pp. 403-415
Persistent link: https://www.econbiz.de/10001166303
Saved in:
10
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
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