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~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Announcement effect"
~subject:"Estimation"
~subject:"Staatspapier"
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Search: subject_exact:"Zinsforward"
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Announcement effect
Estimation
Staatspapier
Interest rate derivative
23
Zinsderivat
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13
Zinsstruktur
13
Theorie
10
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10
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Zins
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1965-1999
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Bühler, Wolfgang
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Collin-Dufresne, Pierre
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1
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1
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Gabler Edition Wissenschaft
The journal of finance : the journal of the American Finance Association
The journal of futures markets
21
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Applied financial economics
5
CoFE discussion papers
5
Journal of international financial markets, institutions & money
5
Advances in Pacific Basin financial markets
4
Journal of banking & finance
4
Review of futures markets
4
Advances in investment analysis and portfolio management : a research annual
3
BIS working papers
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International journal of theoretical and applied finance
3
International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
SFB 649 discussion paper
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Selected writings on futures markets : explorations in financial futures markets
3
The journal of computational finance
3
The journal of fixed income
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in futures and options research : a research annual
2
Bundesbank Series 1 Discussion Paper
2
CESifo working papers
2
DNB working paper
2
De Nederlandsche Bank Working Paper
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Economics discussion paper series / Loughborough University, Department of Economics
2
European journal of operational research : EJOR
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Financial risk and financial risk management
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Pacific-Basin finance journal
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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The review of financial studies
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ECONIS (ZBW)
9
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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
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
3
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:
4
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:
5
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang
;
Uhrig-Homburg, Marliese
;
Walter, Ulrich
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
Saved in:
6
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
7
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
8
Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael
-
1996
Persistent link: https://www.econbiz.de/10000935922
Saved in:
9
How markets process information : news releases and volatility
Ederington, Louis H.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1161-1191
Persistent link: https://www.econbiz.de/10001152163
Saved in:
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