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~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU-Staaten"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Yield curve"
~type:"article"
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EU-Staaten
Theorie
Volatilität
Yield curve
Risikomaß
46
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46
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44
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30
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
205
Journal of banking & finance
201
Journal of money, credit and banking : JMCB
188
Journal of monetary economics
165
Applied economics
157
Journal of macroeconomics
144
Economic modelling
139
Economics letters
131
Journal of economic dynamics & control
126
Finance research letters
114
European journal of operational research : EJOR
106
Journal of international money and finance
98
Risks : open access journal
88
International review of financial analysis
83
Macroeconomic dynamics
83
The North American journal of economics and finance : a journal of financial economics studies
82
International review of economics & finance : IREF
72
Applied economics letters
68
Journal of empirical finance
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of risk and financial management : JRFM
56
Energy economics
55
International economic review
55
The European journal of finance
55
European economic review : EER
54
Quantitative finance
54
Applied financial economics
53
Journal of economic theory
53
Journal of risk
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
International journal of forecasting
49
Journal of international financial markets, institutions & money
49
Journal of post-Keynesian economics : JPKE
49
Journal of payments strategy & systems
48
International journal of finance & economics : IJFE
47
The American economic review
46
Journal of econometrics
45
Computational economics
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
9
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
10
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
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