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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~subject:"Derivative"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"LIBOR market model"
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Derivative
Kapitaleinkommen
Yield curve
282
Zinsstruktur
282
Theorie
90
Theory
90
Credit risk
63
Kreditrisiko
63
Risikoprämie
59
Risk premium
59
Estimation
58
Schätzung
58
USA
47
United States
47
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45
Öffentliche Anleihe
45
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39
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39
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Geldpolitik
38
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38
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27
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Bond
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Option pricing theory
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22
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Liquidity
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Derivat
17
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Bond market
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English
43
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Gil-Alaña, Luis A.
2
Abaffy, J.
1
Abbritti, Mirko
1
Afonso, António
1
Barsotti, Flavia
1
Berardi, Andrea
1
Bertocchi, Marida
1
Byrne, Joseph P.
1
Cao, Shuo
1
Capelle-Blancard, Gunther
1
Caporale, Guglielmo Maria
1
Carcel, Hector
1
Chan, Kam C.
1
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1
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1
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1
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1
Chi, Cheng-ming
1
Choi, Ahjin
1
Chou, Ting-kai
1
Christensen, Bent Jesper
1
Consigli, G.
1
Crifo, Patricia
1
Del Viva, Luca
1
Diaye, Marc-Arthur
1
Dupačová, Jitka
1
Duyvesteyn, Johan
1
Evgenidis, Anastasios
1
Farkas, Walter
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Feng, Yan Ling
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1
Gozluklu, Arie
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Grazzini, Caterina Forti
1
Groot, Wilma de
1
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1
Hautsch, Nikolaus
1
Henry, Ólan Thomas John
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Applied economics letters
Journal of banking & finance
NBER working paper series
38
NBER Working Paper
32
International journal of theoretical and applied finance
30
Journal of financial economics
28
Working paper / National Bureau of Economic Research, Inc.
25
Finance and economics discussion series
24
Finance research letters
19
The journal of fixed income
18
Journal of empirical finance
15
Journal of financial and quantitative analysis : JFQA
15
International review of economics & finance : IREF
14
Research paper series / Swiss Finance Institute
13
CESifo working papers
12
Discussion paper / Centre for Economic Policy Research
12
Journal of international money and finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Staff reports / Federal Reserve Bank of New York
12
The journal of futures markets
12
International review of financial analysis
11
Review of derivatives research
11
Working paper series / European Central Bank
11
Applied mathematical finance
10
Discussion papers / CEPR
10
Economics letters
10
FEDS Working Paper
10
Journal of economic dynamics & control
10
Journal of financial markets
9
Journal of forecasting
9
Journal of international financial markets, institutions & money
9
Quantitative finance
9
The European journal of finance
9
The quarterly journal of finance
9
Applied financial economics
8
Economic modelling
8
International journal of finance & economics : IJFE
8
Journal of monetary economics
8
Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
43
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
3
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
6
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
7
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
8
Extraction of proxy relative sovereign bond yield curve factors
Ishii, Hokuto
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1927-1930
Persistent link: https://www.econbiz.de/10013412335
Saved in:
9
Individual investment bankers' reputation concerns and bond yield spreads : evidence from China
Lyu, Huaili
;
Wang, Wenming
;
Xu, Si
;
Zhou, Jingting
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463085
Saved in:
10
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
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