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~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU-Staaten"
~subject:"Measurement"
~subject:"Theorie"
~subject:"Yield curve"
~type:"article"
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EU-Staaten
Measurement
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Yield curve
Risikomaß
46
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44
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Rutkowski, Marek
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
215
Journal of banking & finance
191
Journal of money, credit and banking : JMCB
181
Journal of monetary economics
161
Applied economics
143
Journal of macroeconomics
138
Journal of economic dynamics & control
125
Economic modelling
124
Economics letters
120
European journal of operational research : EJOR
108
Journal of international money and finance
90
Risks : open access journal
89
Macroeconomic dynamics
81
Finance research letters
70
Applied economics letters
66
International review of financial analysis
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Journal of empirical finance
58
International economic review
56
International review of economics & finance : IREF
54
Journal of risk
53
European economic review : EER
52
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52
Quantitative finance
51
Journal of payments strategy & systems
49
Journal of post-Keynesian economics : JPKE
49
The North American journal of economics and finance : a journal of financial economics studies
49
The European journal of finance
47
Kredit und Kapital
45
The American economic review
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Applied financial economics
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
International journal of finance & economics : IJFE
42
Journal of econometrics
42
Journal of risk and financial management : JRFM
42
Southern economic journal
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Computational economics
39
International journal of forecasting
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ECONIS (ZBW)
62
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1
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
2
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
3
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
4
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
5
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
6
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
7
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
10
General analysis of long-term interest rates
Biagini, Francesca
;
Gnoatto, Alessandro
;
Härtel, Maximilian
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270881
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