//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Interest rate futures"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
7
Zinsderivat
7
Interest rate
3
Option pricing theory
3
Optionspreistheorie
3
Yield curve
3
Zins
3
Zinsstruktur
3
Derivat
2
Derivative
2
Futures
2
LIBOR market model
2
Public bond
2
Öffentliche Anleihe
2
1977-1985
1
2005-2009
1
Arbitrage
1
CIP deviations
1
Central bank
1
Central bank swap lines
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Euro
1
Exchange rate policy
1
Financial crisis
1
Finanzkrise
1
Finanzmathematik
1
Geldpolitik
1
Government securities
1
Heath-Jarrow-Morton (HJM) Model
1
Hedging
1
Interest rate parity
1
Mathematical finance
1
Monetary policy
1
Risikomaß
1
Risk measure
1
Staatspapier
1
Swap
1
Theorie
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Allen, William A.
1
Baaquie, Belal E.
1
Backwell, Alex
1
Ben-Abdallah, Ramzi
1
Breton, Michèle
1
Du, Xin
1
Ely, David P.
1
Moessner, Richhild
1
Ruddock, Ralph
1
Tang, Pan
1
Woodward, Richard S.
1
Ze-To, Samuel Yau Man
1
Zhang, Ying
1
more ...
less ...
Published in...
All
Applied economics
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
IMF Working Papers
14
Applied financial economics
13
Europäische Hochschulschriften / 5
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
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
Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
Saved in:
3
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
Saved in:
4
Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan
;
Baaquie, Belal E.
;
Du, Xin
;
Zhang, Ying
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
Saved in:
5
Estimating value-at-risk under a Heath-Jarrow-Morton framework with jump
Ze-To, Samuel Yau Man
- In:
Applied economics
44
(
2012
)
19/21
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10009546636
Saved in:
6
Derivative securities and cash market stability
Ely, David P.
- In:
Applied economics
23
(
1991
)
2
,
pp. 391-402
Persistent link: https://www.econbiz.de/10001114647
Saved in:
7
Interest rate arbitrage using the forwards and futures markets, 1977 - 85
Woodward, Richard S.
- In:
Applied economics
19
(
1987
)
10
,
pp. 1329-1335
Persistent link: https://www.econbiz.de/10001047344
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->