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subject:"Yield curve"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of fixed income"
~subject:"Risk premium"
~subject:"Staatspapier"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Risk premium
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Interest rate derivative
55
Zinsderivat
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24
Theorie
20
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20
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13
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Fang, Victor
4
Azad, A. S. M. Sohel
2
Brown, Rob
2
David-Pur, Lior
2
Galil, Koresh
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Ho, Thomas S. Y.
2
In, Francis Haeuck
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International review of financial analysis
Journal of international financial markets, institutions & money
The journal of fixed income
International journal of theoretical and applied finance
28
The journal of futures markets
28
The journal of computational finance
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Journal of banking & finance
13
The journal of finance : the journal of the American Finance Association
10
Applied mathematical finance
9
International journal of financial engineering
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Applied financial economics
8
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Quantitative finance
8
Journal of mathematical finance
7
Advances in futures and options research : a research annual
6
Discussion paper / B
6
Review of derivatives research
6
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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
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SFB 649 discussion paper
5
Advances in Pacific Basin financial markets
4
Economics letters
4
European journal of operational research : EJOR
4
Journal of international money and finance
4
Research paper series / Swiss Finance Institute
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working papers / The Levy Economics Institute
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Annual review of financial economics
3
Applied economics
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Applied financial economics letters
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Asia-Pacific financial markets
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ECONIS (ZBW)
31
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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
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
6
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
7
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:
8
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
9
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:
10
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
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