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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Interest rate futures : concepts and issues"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatilität"
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Interest rate derivative
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European journal of operational research : EJOR
Interest rate futures : concepts and issues
The journal of finance : the journal of the American Finance Association
The journal of futures markets
13
International journal of theoretical and applied finance
8
The European journal of finance
5
The journal of fixed income
5
Finance and stochastics
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Review of derivatives research
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The journal of computational finance
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Discussion paper / Tinbergen Institute
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Economic modelling
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International review of financial analysis
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Advances in Pacific Basin financial markets
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Advances in investment analysis and portfolio management : a research annual
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International review of finance
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Journal of empirical finance
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Journal of financial economics
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Journal of international financial markets, institutions & money
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SFB 649 discussion paper
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SSE EFI working paper series in economics and finance
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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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ECONIS (ZBW)
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A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Implications of implicit credit spread volatilities on interest rate modelling
Fanelli, Viviana
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10011794020
Saved in:
3
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
4
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
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