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~isPartOf:"International review of financial analysis"
~subject:"Derivat"
~subject:"Risikoprämie"
~subject:"Staatspapier"
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International review of financial analysis
The journal of futures markets
25
International journal of theoretical and applied finance
12
The journal of computational finance
9
Applied mathematical finance
7
Journal of international financial markets, institutions & money
6
Quantitative finance
6
Journal of banking & finance
5
Journal of financial economics
5
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Report / Erasmus Center for Financial Research, Erasmus University
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of fixed income
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Review of derivatives research
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Selected writings on futures markets : explorations in financial futures markets
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SpringerLink / Bücher
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The European journal of finance
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The handbook of fixed income securities
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The journal of credit risk : published quarterly by Incisive Media
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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Advances in futures and options research : a research annual
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ECONIS (ZBW)
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1
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
2
Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang
;
Leonhardt, Alexander
;
Wolff, Dominik
- In:
International review of financial analysis
46
(
2016
),
pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
Saved in:
3
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
4
Volatility risk premium in the interest rate market : evidence from delta-hedged gains on USD interest rate swaps
Byun, Suk Joon
;
Chang, Ki Cheon
- In:
International review of financial analysis
40
(
2015
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011475633
Saved in:
5
The use of financial derivatives and risks of US bank holding companies
Li, Shaofang
;
Marinč, Matej
- In:
International review of financial analysis
35
(
2014
),
pp. 46-71
Persistent link: https://www.econbiz.de/10010529629
Saved in:
6
Linking the interest rate swap markets to the macroeconomic risk : the UK and us evidence
Azad, A. S. M. Sohel
;
Fang, Victor
;
Hung, Chi-hsiou
- In:
International review of financial analysis
22
(
2012
),
pp. 38-47
Persistent link: https://www.econbiz.de/10010219705
Saved in:
7
Impact of credit spreads, monetary policy and convergence trading on swap spreads
Chung, Hon-lun
;
Chan, Wai-Sum
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 118-126
Persistent link: https://www.econbiz.de/10008669492
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