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type_genre:"Article in journal"
~isPartOf:"The journal of computational finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Zins"
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Search: subject_exact:"LIBOR-Markt-Modell"
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Zins
Yield curve
74
Zinsstruktur
74
Option pricing theory
24
Optionspreistheorie
24
Theorie
22
Theory
22
Interest rate
18
Interest rate derivative
15
Zinsderivat
15
Volatility
12
Volatilität
12
Estimation
11
Schätzung
11
Stochastic process
11
Stochastischer Prozess
11
USA
11
United States
11
Risikoprämie
9
Risk premium
9
Derivat
8
Derivative
8
Swap
8
Capital income
7
Kapitaleinkommen
7
Credit risk
6
Kreditrisiko
6
Public bond
6
Öffentliche Anleihe
6
Forecasting model
5
Geldpolitik
5
Monetary policy
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Prognoseverfahren
5
Anleihe
4
Arbitrage Pricing
4
Arbitrage pricing
4
Bond
4
Börsenkurs
4
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Undetermined
9
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Article
18
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
18
Language
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English
18
Author
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Amvella Motaze, Serge Patrick
1
Andersen, Leif B. G.
1
Bhuruth, Muddun
1
Botshekan, Mahmoud
1
Briani, Maya
1
Brotherton-Ratcliffe, Rupert
1
Caramellino, Lucia
1
Chaudhry, Mukesh
1
Coonjobeharry, Radha Krishn
1
Ferderer, J. Peter
1
Gilkeson, James H.
1
Gogala, Jaka
1
Golbabaei, Ali
1
Grzelak, Lech A.
1
Gupta, Rangan
1
Güler, Mustafa Haluk
1
Hendrickson, Jill M.
1
Hkiri, Besma
1
Inaba, Kei-Ichiro
1
Keleş, Gürsu
1
Kennedy, Joanne E.
1
Kiani, Khurshid M.
1
Markellos, Raphaēl N.
1
McMillan, David G.
1
Ng, Leslie
1
Oosterlee, Cornelis W.
1
Polat, Tandoğan
1
Porter, Gary E.
1
Psychoyios, Dimitris
1
Ramchander, Sanjay
1
Shadbegian, Ronald John
1
Simpson, Marc W.
1
Smith, Stanley D.
1
Tangman, Désiré Yannick
1
Tiwari, Aviral Kumar
1
Zanette, Antonino
1
Çekin, Semih Emre
1
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Published in...
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The journal of computational finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
26
Journal of banking & finance
24
Economic modelling
16
International journal of theoretical and applied finance
16
Applied economics letters
15
International review of economics & finance : IREF
15
Journal of money, credit and banking : JMCB
14
Journal of international money and finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The journal of fixed income
13
Finance research letters
12
Applied financial economics
11
Cogent economics & finance
11
Insurance / Mathematics & economics
11
Journal of financial economics
10
Journal of mathematical finance
10
International journal of finance & economics : IJFE
9
Quantitative finance
9
International journal of financial engineering
8
Journal of monetary economics
8
Economic systems
7
International review of financial analysis
7
Journal of economic dynamics & control
7
Journal of empirical finance
7
Journal of international financial markets, institutions & money
7
Review of financial economics : RFE
7
Annals of financial economics
6
Applied mathematical finance
6
Economics letters
6
Journal of policy modeling : JPMOD ; a social science forum of world issues
6
The European journal of finance
6
The journal of finance : the journal of the American Finance Association
6
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
5
Emerging markets, finance and trade : EMFT
5
European journal of operational research : EJOR
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of international economics
5
Journal of macroeconomics
5
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ECONIS (ZBW)
18
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18
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1
The determinants of the lending interest rate in a cost-based approach : theoretical model and empirical analysis
Amvella Motaze, Serge Patrick
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 36-51
Persistent link: https://www.econbiz.de/10013258506
Saved in:
2
The capital ratio and the interest rate spread : a panel threshold regression approach
Golbabaei, Ali
;
Botshekan, Mahmoud
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 289-302
Persistent link: https://www.econbiz.de/10013336287
Saved in:
3
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
4
The relationship between monetary policy and uncertainty in advanced economies : evidence from time- and frequency-domains
Çekin, Semih Emre
;
Hkiri, Besma
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 70-87
Persistent link: https://www.econbiz.de/10012431160
Saved in:
5
The behaviour of bidders in quantitative-easing auctions of sovereign bonds in Japan : determinants of the popularity of the 9 to 10-year maturity segment
Inaba, Kei-Ichiro
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 206-214
Persistent link: https://www.econbiz.de/10012176287
Saved in:
6
One-dimensional Markov-functional models driven by a non-Gaussian driver
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 61-100
Persistent link: https://www.econbiz.de/10012162379
Saved in:
7
Interest rate volatility and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Saved in:
8
An empirical decomposition of the liquidity premium in breakeven inflation rates
Güler, Mustafa Haluk
;
Keleş, Gürsu
;
Polat, Tandoğan
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 185-192
Persistent link: https://www.econbiz.de/10011792013
Saved in:
9
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
Saved in:
10
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
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