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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Estimation"
~subject:"Risk premium"
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Estimation
Risk premium
Swap
32
Theorie
15
Theory
15
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11
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11
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10
Kreditrisiko
10
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Aït-Sahalia, Yacine
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Shalen, Catherine T.
2
Wese Simen, Chardin
2
Amengual, Dante
1
Amin, Shehryar
1
Duyvesteyn, Johan
1
Hernandis, Lucía
1
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1
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1
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1
Lloyd, Simon P.
1
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1
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1
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1
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1
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1
Symeonidis, Lazaros
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Torró, Hipòlit
1
Tédongap, Roméo
1
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Journal of banking & finance
Journal of econometrics
Journal of international financial markets, institutions & money
6
Research paper series / Swiss Finance Institute
6
International review of financial analysis
5
The review of financial studies
5
Staff working papers / Bank of England
4
The European journal of finance
4
The journal of fixed income
4
The journal of futures markets
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International journal of theoretical and applied finance
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Journal of financial economics
3
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3
Research in international business and finance
3
Review of derivatives research
3
Review of finance : journal of the European Finance Association
3
Swiss Finance Institute Research Paper
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied financial economics
2
Cambridge working papers in economics
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European financial management : the journal of the European Financial Management Association
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European journal of operational research : EJOR
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ECONIS (ZBW)
12
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1
The changing landscape of treasury auctions
Amin, Shehryar
;
Tédongap, Roméo
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248254
Saved in:
2
Estimating nominal interest rate expectations : overnight indexed swaps and the term structure
Lloyd, Simon P.
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012521227
Saved in:
3
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
4
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
5
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
6
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini
;
Skiadopoulos, George
- In:
Journal of banking & finance
62
(
2016
),
pp. 62-75
Persistent link: https://www.econbiz.de/10011634054
Saved in:
7
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
8
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
9
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
10
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
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