//--> //--> //--> //-->
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 financial economics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Derivat"
~subject:"Volatility"
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:"Yield curve"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Volatility
Yield curve
113
Zinsstruktur
113
Theorie
38
Theory
38
Estimation
26
Schätzung
26
USA
22
United States
22
Interest rate derivative
20
Option pricing theory
20
Optionspreistheorie
20
Zinsderivat
20
Volatilität
14
Interest rate
12
Zins
12
Großbritannien
10
United Kingdom
10
Forecasting model
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
CAPM
7
Derivative
7
Deutschland
7
Geldmarkt
7
Germany
7
Money market
7
Public bond
7
Öffentliche Anleihe
7
Australia
6
Australien
6
Capital income
6
EU countries
6
EU-Staaten
6
Hedging
6
Kapitaleinkommen
6
Swap
6
ARCH model
5
more ...
less ...
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Abad, Pilar
1
Batten, Jonathan A.
1
Benth, Fred Espen
1
Bessembinder, Hendrik
1
Cadle, John
1
Cassola, Nuno
1
Chiang, Mi-Hsiu
1
Chu, Chi Chiu
1
Chuang, Ming-Che
1
Coughenour, Jay F.
1
Crouhy, Michel
1
Dravid, Ajay R.
1
Engle, Robert F.
1
Galai, Dan
1
Guo, Chen
1
Hamori, Shigeyuki
1
Henry, Ólan Thomas John
1
Ho, Lan-chih
1
In, Francis Haeuck
1
Jensen, Malene Shin
1
Kishor, N. Kundan
1
Koekebakker, Steen
1
Kwok, Yue-Kuen
1
Li, Matthew C.
1
Lin, Shih-kuei
1
Luís, Jorge Barros
1
Marfatia, H. A.
1
Mayordomo, Sergio
1
Novales, Alfonso
1
Ollmar, Fridthjof
1
Peña Sánchez de Rivera, Juan Ignacio
1
Ritchken, Peter H.
1
Rosenberg, Joshua V.
1
Sankarasubramanian, L.
1
Sarig, Oded H.
1
Seguin, Paul John
1
Smoller, Margaret Monroe
1
Sorwar, Ghulam
1
Svenstrup, Mikkel
1
Theobald, Michael
1
more ...
less ...
Published in...
All
Applied financial economics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
37
Journal of banking & finance
35
The journal of futures markets
29
Journal of financial economics
21
Journal of empirical finance
18
NBER working paper series
18
The journal of fixed income
18
Quantitative finance
17
Working paper / National Bureau of Economic Research, Inc.
17
NBER Working Paper
16
Applied mathematical finance
15
Journal of financial and quantitative analysis : JFQA
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Review of derivatives research
14
The journal of computational finance
14
The review of financial studies
14
Research paper series / Swiss Finance Institute
13
Finance research letters
11
International review of financial analysis
11
Journal of international money and finance
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Economic modelling
10
Economics letters
10
Journal of money, credit and banking : JMCB
10
The North American journal of economics and finance : a journal of financial economics studies
10
Finance and economics discussion series
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The European journal of finance
9
Finance and stochastics
8
International review of economics & finance : IREF
8
Journal of econometrics
8
Journal of international financial markets, institutions & money
8
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
Discussion paper / Centre for Economic Policy Research
7
Energy economics
7
Journal of mathematical finance
7
SpringerLink / Bücher
7
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
2
An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 605-619
Persistent link: https://www.econbiz.de/10010402682
Saved in:
3
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
4
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
5
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
6
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
7
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Benth, Fred Espen
;
Koekebakker, Steen
;
Ollmar, Fridthjof
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003611427
Saved in:
8
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
9
Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
Saved in:
10
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->