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~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU-Staaten"
~subject:"Theorie"
~subject:"Yield curve"
~type:"article"
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EU-Staaten
Theorie
Yield curve
Risikomaß
46
Risk measure
46
Theory
44
Interest rate
30
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30
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26
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
199
Journal of banking & finance
181
Journal of money, credit and banking : JMCB
181
Journal of monetary economics
161
Applied economics
140
Journal of macroeconomics
138
Journal of economic dynamics & control
124
Economic modelling
122
Economics letters
118
European journal of operational research : EJOR
102
Journal of international money and finance
90
Risks : open access journal
84
Macroeconomic dynamics
81
Applied economics letters
64
Finance research letters
64
Journal of empirical finance
57
International economic review
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
International review of financial analysis
53
European economic review : EER
52
Journal of economic theory
51
International review of economics & finance : IREF
49
Journal of post-Keynesian economics : JPKE
49
Journal of payments strategy & systems
48
Quantitative finance
48
The North American journal of economics and finance : a journal of financial economics studies
47
The European journal of finance
46
The American economic review
45
Applied financial economics
43
Kredit und Kapital
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
International journal of finance & economics : IJFE
41
Journal of risk
41
Journal of econometrics
40
Southern economic journal
40
International journal of forecasting
39
Journal of risk and financial management : JRFM
39
Journal of forecasting
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ECONIS (ZBW)
57
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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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