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~institution:"Centre for Analytical Finance <Århus>"
~institution:"The Wharton Financial Institutions Center"
~subject:"CAPM"
~subject:"Zins"
~type_genre:"Arbeitspapier"
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CAPM
Zins
Interest rate
5
Interest rate derivative
4
Theorie
4
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4
Zinsderivat
4
USA
3
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3
Volatility
3
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1989-1997
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Arbeitspapier
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Babbel, David F.
1
Christensen, Bent Jesper
1
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1
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1
Gross, David B.
1
Kahn, Charles M.
1
Mikkelsen, Peter
1
Pennacchi, George G.
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Centre for Analytical Finance <Århus>
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17
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International Monetary Fund
7
Internationaler Währungsfonds / Research Department
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
6
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
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:
3
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
4
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
5
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:
6
Bank consolidation and consumer loan interest rates
Kahn, Charles M.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575969
Saved in:
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