//--> //--> //-->
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:"BIS working papers"
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:"Interest rate derivative"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
4
Zinsderivat
4
Estimation
3
Schätzung
3
Bond market
2
Börsenkurs
2
Deutschland
2
Germany
2
Public bond
2
Rentenmarkt
2
Risikoprämie
2
Risk premium
2
Share price
2
Yield curve
2
Zinsstruktur
2
Öffentliche Anleihe
2
Anleihe
1
Benchmark
1
Benchmarking
1
Bond
1
Credit derivative
1
Credit risk
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Geldmarkt
1
German bunds
1
Government securities
1
Information dissemination
1
Informationsverbreitung
1
Interest rate
1
Japan
1
Japanese government bonds
1
Kreditderivat
1
Kreditrisiko
1
Libor
1
Money market
1
Option pricing theory
1
Optionspreistheorie
1
Staatspapier
1
Swap
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Language
All
English
4
Author
All
Kreicher, Lawrence
1
McCauley, Robert N.
1
Pagès, Henri
1
Upper, Christian
1
Werner, Thomas
1
Wooldridge, Philip
1
Zhu, Haibin
1
more ...
less ...
Published in...
All
BIS working papers
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
Applied financial economics
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
Europäische Hochschulschriften / 5
11
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
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
IMF Working Papers
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Benchmark tipping in the global bond market
Kreicher, Lawrence
;
McCauley, Robert N.
;
Wooldridge, Philip
-
2014
Persistent link: https://www.econbiz.de/10010434409
Saved in:
2
The tail wags the dog : time-varying information shares in the bund market
Upper, Christian
;
Werner, Thomas
-
2007
Persistent link: https://www.econbiz.de/10003424678
Saved in:
3
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
-
2004
Persistent link: https://www.econbiz.de/10002190130
Saved in:
4
Interbank interest rates and the risk premium
Pagès, Henri
-
1999
Persistent link: https://www.econbiz.de/10013431852
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->