//--> //--> //-->
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"
~subject:"Risk premium"
~subject:"Volatility"
~subject:"Zins"
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_exact:"Zinstermingeschäft"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Volatility
Zins
Interest rate derivative
13
Zinsderivat
13
Yield curve
7
Zinsstruktur
7
Interest rate
5
Estimation
4
Schätzung
4
USA
4
United States
4
Government securities
2
Staatspapier
2
Volatilität
2
1979-1998
1
1996-2006
1
1997-1998
1
2005-2009
1
ARCH model
1
ARCH-Modell
1
Australia
1
Australien
1
Autocorrelation
1
Autokorrelation
1
Beveridge-Nelson decomposition
1
Bond market
1
Cointegration
1
Derivat
1
Derivative
1
Deutsch
1
Deutschland
1
EU countries
1
EU-Staaten
1
Euromarkets
1
Euromarkt
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Geldmarkt
1
Geldpolitik
1
more ...
less ...
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
Novales, Alfonso
2
Abad, Pilar
1
Adão, Bernardino
1
Domínguez, Emilio
1
Hamori, Shigeyuki
1
Iyer, Sridhar
1
Kishor, N. Kundan
1
Luís, Jorge Barros
1
Marfatia, H. A.
1
Staikouras, Sotiris K.
1
Toyoshima, Yuki
1
more ...
less ...
Published in...
All
Applied financial economics
The journal of futures markets
23
International journal of theoretical and applied finance
13
Journal of banking & finance
11
The journal of computational finance
7
Working papers / The Levy Economics Institute
7
Applied mathematical finance
6
Journal of financial economics
6
The European journal of finance
6
The journal of fixed income
6
Finance and stochastics
5
International review of financial analysis
5
Quantitative finance
5
Review of derivatives research
5
Journal of international financial markets, institutions & money
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of finance : the journal of the American Finance Association
4
Working paper
4
Applied economics
3
Discussion paper / Tinbergen Institute
3
Economic modelling
3
Economic policy review
3
Economics letters
3
International journal of financial engineering
3
Journal of econometrics
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Review of futures markets
3
SpringerLink / Bücher
3
Staff reports / Federal Reserve Bank of New York
3
Série de trabalhos para discussão
3
The handbook of fixed income securities
3
The review of financial studies
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working paper series / European Central Bank ; Eurosystem
3
Advances in Pacific Basin financial markets
2
Advances in investment analysis and portfolio management : a research annual
2
Annual review of financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
5
Can forward rates be used to improve interest rate forecasts?
Domínguez, Emilio
;
Novales, Alfonso
- In:
Applied financial economics
12
(
2002
)
7
,
pp. 493-504
Persistent link: https://www.econbiz.de/10001676728
Saved in:
6
The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
Saved in:
7
Interest rate spreads implicit in options : Spain and Italy against Germany
Adão, Bernardino
;
Luís, Jorge Barros
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 155-161
Persistent link: https://www.econbiz.de/10001525833
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->