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~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~subject:"EU-Staaten"
~subject:"Interest rate derivative"
~subject:"United States"
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EU-Staaten
Interest rate derivative
United States
Yield curve
142
Zinsstruktur
142
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Estimation
32
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31
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Bali, Turan G.
2
Chen, Son-nan
2
Johnson, Paul A.
2
Lekkos, Ilias
2
Milas, Costas
2
Wu, Ting-pin
2
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1
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Applied economics
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
64
The review of financial studies
60
Discussion paper / Centre for Economic Policy Research
57
Working paper series / European Central Bank
55
The journal of fixed income
52
Journal of international money and finance
49
The journal of finance : the journal of the American Finance Association
49
Journal of money, credit and banking : JMCB
44
Finance and economics discussion series
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NBER working paper series
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Economics letters
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International journal of theoretical and applied finance
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18
Journal of international financial markets, institutions & money
18
International review of economics & finance : IREF
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Discussion paper
16
The journal of computational finance
16
Journal of econometrics
15
Review of finance : journal of the European Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
56
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1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
3
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
4
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:
5
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
6
An inquiry concerning long-term U.S. interest rates using monthly data
Akram, Tanweer
;
Li, Huiqing
- In:
Applied economics
52
(
2020
)
24
,
pp. 2594-2621
Persistent link: https://www.econbiz.de/10012210964
Saved in:
7
Effects of asset purchases and financial stability measures on term premia in the euro area
Moessner, Richhild
- In:
Applied economics
50
(
2018
)
43
,
pp. 4617-4631
Persistent link: https://www.econbiz.de/10012061602
Saved in:
8
Yield spreads, currency movements, and recession predictability for southern border economies in the United States
Fullerton, Thomas M.
;
Saenz-Rojo, Elías D.
;
Walke, Adam G.
- In:
Applied economics
49
(
2017
)
30
,
pp. 2910-2921
Persistent link: https://www.econbiz.de/10011819773
Saved in:
9
The risk of the sovereign debt default : the Eurozone crisis 2008-2013
Stamatopoulos, Theodoros V.
;
Arvanitis, Stavros E.
; …
- In:
Applied economics
49
(
2017
)
38
,
pp. 3782-3796
Persistent link: https://www.econbiz.de/10011819935
Saved in:
10
An ex-post analysis of the CME Group's solution to the 5-year gap issue
Ben-Abdallah, Ramzi
;
Breton, Michèle
- In:
Applied economics
49
(
2017
)
60
,
pp. 5992-6002
Persistent link: https://www.econbiz.de/10011845891
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