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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"The journal of financial research"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"USA"
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Advances in futures and options research : a research annual
Journal of financial services research : JFSR
The journal of financial research
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
91
Review of futures markets
10
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10
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8
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6
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ECONIS (ZBW)
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1
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
2
Renting balance sheet space : intermediary balance sheet rental costs and the valuation of derivatives
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5051-5091
Persistent link: https://www.econbiz.de/10012387416
Saved in:
3
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
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4
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
Saved in:
5
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
Saved in:
6
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
7
The market price of credit risk : an empirical analysis of interest rate swap spreads
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
-
2002
Persistent link: https://www.econbiz.de/10001675869
Saved in:
8
The behavior of interest rates
Fama, Eugene F.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Saved in:
9
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
Saved in:
10
The use of interest rate derivatives by end-users : the case of large community banks
Carter, David A.
- In:
Journal of financial services research : JFSR
14
(
1998
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10001255179
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