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~isPartOf:"Applied financial economics"
~subject:"Derivat"
~subject:"Risk premium"
~subject:"Volatility"
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Derivat
Risk premium
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Interest rate derivative
13
Zinsderivat
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Zinsstruktur
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Interest rate
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Zins
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Novales, Alfonso
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Applied financial economics
The journal of futures markets
27
International journal of theoretical and applied finance
17
The journal of computational finance
11
Applied mathematical finance
9
International review of financial analysis
8
Journal of banking & finance
8
The journal of fixed income
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Report / Erasmus Center for Financial Research, Erasmus University
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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The European journal of finance
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Journal of international financial markets, institutions & money
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Discussion paper / Tinbergen Institute
4
European journal of operational research : EJOR
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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SpringerLink / Bücher
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annual review of financial economics
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Bank- und finanzwirtschaftliche Forschungen
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Economic modelling
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Europäische Hochschulschriften / 5
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Financial engineering explained
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IMES discussion paper series
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International review of finance
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Journal of mathematical finance
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Review of futures markets
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SAFE working paper
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The handbook of fixed income securities
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The journal of credit risk : published quarterly by Incisive Media
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The review of financial studies
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Working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Working paper series / European Central Bank ; Eurosystem
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Advances in Pacific Basin financial markets
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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:
2
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:
3
The information content of interest rate futures and time-varying risk premia
Staikouras, Sotiris K.
- In:
Applied financial economics
14
(
2004
)
11
,
pp. 761-771
Persistent link: https://www.econbiz.de/10002121581
Saved in:
4
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
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