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subject:"Yield curve"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Review of futures markets"
~source:"econis"
~subject:"Währungsderivat"
~subject:"Zinsderivat"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Währungsderivat
Zinsderivat
Interest rate derivative
25
Theorie
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Theory
15
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10
United States
10
Public bond
7
Öffentliche Anleihe
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Bhar, Ramaprasad
2
Grasselli, Martino
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Alfeus, Mesias
1
Barnes, Edel
1
Barone-Adesi, Giovanni
1
Bowyer, Linda E.
1
Carnes, W. S.
1
Chee, Kew-chul
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1
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1
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1
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Journal of economic dynamics & control
Review of futures markets
The journal of futures markets
139
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
23
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
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
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
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Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of mathematical finance
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ECONIS (ZBW)
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1
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
2
Interest rate swaps and corporate default
Jermann, Urban J.
;
Yue, Vivian Z.
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 104-120
Persistent link: https://www.econbiz.de/10011973928
Saved in:
3
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
4
Taking two steps at a time : on the optimal pattern of policy interest rates
Gerlach-Kristen, Petra
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10003642768
Saved in:
5
A boundary crossing model of counterparty risk
Esteghamat, Kian
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1771-1799
Persistent link: https://www.econbiz.de/10001755425
Saved in:
6
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
7
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
8
A comparative analysis of the Irish and UK interest rate futures markets
Barnes, Edel
- In:
Review of futures markets
13
(
1994
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10001169318
Saved in:
9
Loss aversion in a futures market : an empirical test
Heisler, Jeffrey
- In:
Review of futures markets
13
(
1994
)
3
,
pp. 793-822
Persistent link: https://www.econbiz.de/10001169328
Saved in:
10
The expected spot rate and risk premium components of treasury bill futures rates
Pilotte, Eugene A.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001183631
Saved in:
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