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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The journal of fixed income"
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Yield curve
Theorie
361
Theory
361
Estimation
296
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295
Zinsstruktur
228
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201
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201
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Fabozzi, Frank J.
7
Ho, Thomas S. Y.
4
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3
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3
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3
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International review of economics & finance : IREF
The journal of fixed income
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
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109
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106
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105
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94
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77
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73
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72
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72
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69
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69
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68
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68
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67
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61
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60
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59
The journal of futures markets
59
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58
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57
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56
The North American journal of economics and finance : a journal of financial economics studies
56
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52
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ECONIS (ZBW)
229
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221
Adjusted forward rates as predictors of future spot rates
Buser, Stephen Aubrey
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 29-42
Persistent link: https://www.econbiz.de/10001214261
Saved in:
222
Discrete-time versions of continuous-time interest rate models
Heston, Steven L.
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 86-88
Persistent link: https://www.econbiz.de/10001213236
Saved in:
223
Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
Saved in:
224
Generation of a smooth forward curve for US treasuries
Zaretsky, Michael
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 65-69
Persistent link: https://www.econbiz.de/10001213242
Saved in:
225
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
226
Maximum likelihood estimation for a multifactor equilibrium
model
of the term structure of interest rates
Chen, Ren-Raw
- In:
The journal of fixed income
3
(
1993
)
3
,
pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
Saved in:
227
Implementation of the Longstaff-Schwartz interest rate
model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
Saved in:
228
The efficacy of term structure estimation techniques : a Monte Carlo study
Buono, Mark J.
- In:
The journal of fixed income
1
(
1992
)
4
,
pp. 52-63
Persistent link: https://www.econbiz.de/10001121626
Saved in:
229
The term structure and world economic growth
Harvey, Campbell R.
- In:
The journal of fixed income
1
(
1991
)
1
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001109851
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