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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"The Wharton Financial Institutions Center"
~type_genre:"Arbeitspapier"
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Interest rate
8
Zins
8
Theorie
6
Theory
6
USA
5
United States
5
Interest rate derivative
4
Zinsderivat
4
Estimation
3
Schätzung
3
Volatility
3
Volatilität
3
Consumer credit
2
Geldpolitik
2
Heteroscedasticity
2
Heteroskedastizität
2
Monetary policy
2
Option pricing theory
2
Optionspreistheorie
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Zinsstruktur
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1900-1994
1
1989-1997
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1995
1
ARCH model
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Anti-inflation policy
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Dividend
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Book / Working Paper
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Arbeitspapier
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12
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English
11
Portuguese
1
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Babbel, David F.
2
Christiansen, Charlotte
2
Dutta, Kabir K.
2
Barbosa, Fernando de Holanda
1
Christensen, Bent Jesper
1
Cysne, Rubens Penha
1
Gross, David B.
1
Hecq, Alain W. J.
1
Issler, João Victor
1
Kahn, Charles M.
1
Mikkelsen, Peter
1
Pennacchi, George G.
1
Poulsen, Rolf
1
Shin Jensen, Malene
1
Sopranzetti, Ben J.
1
Souleles, Nicholas S.
1
Svenstrup, Mikkel
1
Sørensen, Michael
1
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Centre for Analytical Finance <Århus>
Escola de Pós-Graduação em Economia <Rio de Janeiro>
The Wharton Financial Institutions Center
National Bureau of Economic Research
22
Institut für Weltwirtschaft
13
Federal Reserve Bank of Cleveland
9
Federal Reserve Bank of San Francisco
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Federal Reserve Bank of St. Louis
8
Federal Reserve System / Board of Governors
8
International Monetary Fund
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Internationaler Währungsfonds / Research Department
7
Johns Hopkins University / Department of Economics
6
Innocenzo Gasparini Institute for Economic Research <Mailand>
5
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
5
Banco Central do Brasil
4
Federal Reserve Bank of New York
4
Kansantaloustieteen Laitos <Helsinki>
4
Reserve Bank of New Zealand
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
Bank of Canada
3
Boston College / Department of Economics
3
European University Institute / Department of Economics
3
Federal Reserve Bank of Richmond
3
Internationaler Währungsfonds / Monetary and Exchange Affairs Department
3
University of California Davis / Department of Economics
3
University of Exeter / Department of Economics
3
Bank of England / Economics Division
2
Bonn Graduate School of Economics
2
Brown University / Department of Economics
2
Centre for Economic Policy Research
2
Danmarks Nationalbank
2
Erasmus Universiteit Rotterdam / Onderzoekcentrum Financieel Economisch Beleid
2
European University Institute / Department of Law
2
Federal Reserve Bank of Chicago
2
Melbourne Institute of Applied Economic and Social Research
2
Rutgers University / Department of Economics
2
Social Systems Research Institute
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working papers / Financial Institutions Center
4
Ensaios econômicos
3
Source
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ECONIS (ZBW)
12
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1
A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532945
Saved in:
2
A inércia da taxa de juros na política monetária
Barbosa, Fernando de Holanda
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168519
Saved in:
3
Two additions to Lucas's "inflation and welfare"
Cysne, Rubens Penha
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002170387
Saved in:
4
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
5
On measuring skewness and kurtosis in short rate distributions : the case of the US dollar London Inter Bank Offer Rates
Dutta, Kabir K.
(
contributor
);
Babbel, David F.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685960
Saved in:
6
Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.
(
contributor
);
Babbel, David F.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685962
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
8
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
9
Consumer response to changes in credit supply : evidence from credit card data
Gross, David B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575984
Saved in:
10
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
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