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~isPartOf:"Financial risk and financial risk management"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"1965-1999"
~subject:"Staatspapier"
~subject:"Volatilität"
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Search: subject_exact:"Zinsforward"
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1965-1999
Staatspapier
Volatilität
Interest rate derivative
18
Zinsderivat
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Yield curve
11
Zinsstruktur
11
USA
9
United States
9
CAPM
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Estimation
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Schätzung
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Theorie
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Theory
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Government securities
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Option pricing theory
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Zins
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Ankündigungseffekt
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Swap
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Volatility
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1986
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1994-1999
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1995-2000
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Collin-Dufresne, Pierre
2
Filipović, Damir
1
Goldstein, Robert S.
1
Johannes, Michael
1
Larsson, Martin
1
Nowman, Kalid Ben
1
Solnik, Bruno
1
Trolle, Anders B.
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Financial risk and financial risk management
The journal of finance : the journal of the American Finance Association
The journal of futures markets
23
International journal of theoretical and applied finance
8
The journal of fixed income
6
Advances in Pacific Basin financial markets
5
The European journal of finance
5
The journal of computational finance
5
Applied financial economics
4
Finance and stochastics
4
Journal of banking & finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Review of derivatives research
4
Review of futures markets
4
Advances in investment analysis and portfolio management : a research annual
3
Applied mathematical finance
3
CoFE discussion papers
3
Discussion paper / Tinbergen Institute
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Economic modelling
3
European journal of operational research : EJOR
3
International review of financial analysis
3
Journal of financial economics
3
Journal of international financial markets, institutions & money
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Research paper series / Swiss Finance Institute
3
Selected writings on futures markets : explorations in financial futures markets
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Applied economics
2
Applied economics letters
2
Applied financial economics letters
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Economic policy review
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IMES discussion paper series / Englische Ausgabe
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International finance
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International review of economics & finance : IREF
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International review of finance
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Journal of empirical finance
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Quantitative finance
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Report / Erasmus Center for Financial Research, Erasmus University
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
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:
2
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
3
Interest rate models in risk management: results for US Treasury yields
Nowman, Kalid Ben
- In:
Financial risk and financial risk management
,
(pp. 325-345)
.
2002
Persistent link: https://www.econbiz.de/10001755650
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:
5
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
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