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Search: subject_exact:"Interest rate derivative"
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Interest rate derivative
6
Zinsderivat
6
Estimation
3
Interest rate
3
Schätzung
3
Yield curve
3
Zins
3
Zinsstruktur
3
Bond market
2
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Deutschland
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Germany
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1
Benchmark
1
Benchmarking
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Bond
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Credit derivative
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Efficient market hypothesis
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Japan
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Japanese government bonds
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Kreditderivat
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Libor
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Option pricing theory
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Guidolin, Massimo
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Kreicher, Lawrence
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McCauley, Robert N.
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Monticini, Andrea
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Pagès, Henri
1
Thornton, Daniel L.
1
Timmermann, Allan
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Upper, Christian
1
Werner, Thomas
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SSE EFI working paper series in economics and finance
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8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Working papers / The Levy Economics Institute
8
IMF Working Papers
7
NBER Working Paper
6
SFB 649 discussion paper
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CoFE discussion papers
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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ECONIS (ZBW)
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1
Benchmark tipping in the global bond market
Kreicher, Lawrence
;
McCauley, Robert N.
;
Wooldridge, Philip
-
2014
Persistent link: https://www.econbiz.de/10010434409
Saved in:
2
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
Saved in:
3
The tail wags the dog : time-varying information shares in the bund market
Upper, Christian
;
Werner, Thomas
-
2007
Persistent link: https://www.econbiz.de/10003424678
Saved in:
4
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003344544
Saved in:
5
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
-
2004
Persistent link: https://www.econbiz.de/10002190130
Saved in:
6
Interbank interest rates and the risk premium
Pagès, Henri
-
1999
Persistent link: https://www.econbiz.de/10013431852
Saved in:
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