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~isPartOf:"Applied economics"
~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"Volatility"
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Volatility
Interest rate
175
Zins
175
Yield curve
129
Zinsstruktur
129
Theorie
101
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101
Estimation
97
Schätzung
97
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96
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24
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Al Nasser, Omar M.
1
Backwell, Alex
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Beyer, Robert
1
Bhar, Ramaprasad
1
Bhargava, Vivek
1
Brooks, Robert
1
Caporale, Guglielmo Maria
1
Cassola, Nuno
1
Cavallari, Lilia
1
Cheng, Jen-chi
1
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1
Coakley, Jerry
1
D'Addona, Stefano
1
Darbellay, Georges A.
1
Dinenis, Elias
1
Farka, Mira
1
Fleissig, Adrian R.
1
Gregory-Allen, Russell B.
1
Gurrola-Perez, Pedro
1
Hajilee, Massomeh
1
Herrerias, Renata
1
Hillebrand, Eric
1
Katchova, Ani L.
1
Koray, Faik
1
Kuo, Jing-Ming
1
Liu, Xiaoquan
1
Luo, H. Arthur
1
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Mercurio, Fabio
1
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1
Nordström, Martin
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1
Perez, Gladys H.
1
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Applied economics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
39
Journal of banking & finance
37
The journal of futures markets
36
NBER working paper series
34
NBER Working Paper
32
International journal of theoretical and applied finance
24
Journal of international money and finance
23
Applied financial economics
21
Economic modelling
21
Journal of financial economics
21
Journal of empirical finance
19
Research paper series / Swiss Finance Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of financial studies
16
International review of financial analysis
15
Journal of international financial markets, institutions & money
15
The journal of fixed income
15
Economics letters
14
Discussion paper / Centre for Economic Policy Research
13
International review of economics & finance : IREF
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Quantitative finance
13
Finance research letters
12
Journal of money, credit and banking : JMCB
12
Staff reports / Federal Reserve Bank of New York
12
CESifo working papers
11
Energy economics
11
Journal of financial and quantitative analysis : JFQA
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
The journal of finance : the journal of the American Finance Association
11
Working paper
11
Applied mathematical finance
10
Insurance / Mathematics & economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Swiss Finance Institute Research Paper
10
The journal of computational finance
10
Working paper series / European Central Bank
10
Finance and economics discussion series
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ECONIS (ZBW)
22
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22
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date (oldest first)
1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high
interest-rate
environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Volatility patterns of short-term
interest
rate
futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
3
Consumption and the
interest
rate
: a changing dynamic?
Nordström, Martin
- In:
Applied economics
52
(
2020
)
51
,
pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780
Saved in:
4
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
5
Economic uncertainties, macroeconomic announcements and sukuk spreads
Balli, Faruk
;
Syed Mabruk Billah
;
Balli, Hatice Ozer
; …
- In:
Applied economics
52
(
2020
)
35
,
pp. 3748-3769
Persistent link: https://www.econbiz.de/10012258979
Saved in:
6
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
7
A pricing kernel approach to valuing options on
interest
rate
futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
8
Determinants of land value volatility in the U.S. Corn Belt
Sant'Anna, Ana Claudia
;
Katchova, Ani L.
- In:
Applied economics
52
(
2020
)
37
,
pp. 4058-4072
Persistent link: https://www.econbiz.de/10012258998
Saved in:
9
The volatility term structure in a lognormal process for the short rate
Darbellay, Georges A.
- In:
The European journal of finance
9
(
2003
)
1
,
pp. 92-103
Persistent link: https://www.econbiz.de/10001749092
Saved in:
10
Banking sector development and
interest
rate
volatility in emerging economies
Hajilee, Massomeh
;
Al Nasser, Omar M.
;
Perez, Gladys H.
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1739-1747
Persistent link: https://www.econbiz.de/10010511970
Saved in:
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