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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"International review of financial analysis"
~subject:"Estimation"
~subject:"Interest rate derivative"
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Estimation
Interest rate derivative
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Fang, Victor
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European financial management : the journal of the European Financial Management Association
International review of financial analysis
International journal of theoretical and applied finance
8
Research paper series / Swiss Finance Institute
8
The journal of fixed income
8
Working papers / The Levy Economics Institute
8
Journal of international financial markets, institutions & money
6
The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Review of derivatives research
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European journal of operational research : EJOR
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International journal of financial engineering
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Journal of econometrics
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Journal of economics and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Quantitative finance
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Swiss Finance Institute Research Paper
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
2
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
3
The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
4
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
5
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
6
Hedging stock sector risk with credit default swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
7
Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
8
Determinants of swap spreads in a developing financial market : evidence from Finland
Suhonen, Antti
- In:
European financial management : the journal of the …
4
(
1998
)
3
,
pp. 379-399
Persistent link: https://www.econbiz.de/10001251078
Saved in:
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