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~isPartOf:"Journal of banking & finance"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
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Search: subject_exact:"LIBOR market model"
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Geldpolitik
Kapitaleinkommen
Option pricing theory
Yield curve
221
Zinsstruktur
221
Theorie
78
Theory
78
Credit risk
55
Kreditrisiko
55
Risikoprämie
51
Risk premium
51
USA
41
United States
41
Estimation
36
Schätzung
36
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31
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Öffentliche Anleihe
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Optionspreistheorie
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EU countries
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Byrne, Joseph P.
2
Abbritti, Mirko
1
Akram, Qaisar Farooq
1
Alexander, Carol
1
Almeida, Caio
1
Aramonte, Sirio
1
Backwell, Alex
1
Barone-Adesi, Giovanni
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Cao, Shuo
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Capelle-Blancard, Gunther
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Chadha, Jagjit
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1
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1
Chou, Ting-kai
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Diaye, Marc-Arthur
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Duffie, Darrell
1
Duyvesteyn, Johan
1
Eichler, Stefanie
1
Ellen, Saskia ter
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Journal of banking & finance
NBER working paper series
77
Working paper / National Bureau of Economic Research, Inc.
63
NBER Working Paper
60
Working paper series / European Central Bank
52
Finance and economics discussion series
48
International journal of theoretical and applied finance
46
Discussion paper / Centre for Economic Policy Research
44
Journal of international money and finance
41
Journal of financial economics
37
Finance research letters
34
Journal of monetary economics
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Working papers series / Federal Reserve Bank of San Francisco
31
Discussion papers / CEPR
30
Journal of economic dynamics & control
30
The journal of fixed income
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Economics letters
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Staff reports / Federal Reserve Bank of New York
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Applied economics
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Journal of money, credit and banking : JMCB
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Economic modelling
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Working papers / Bank for International Settlements
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The North American journal of economics and finance : a journal of financial economics studies
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Working papers / The Levy Economics Institute
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Applied economics letters
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ECB Working Paper
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The journal of computational finance
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CESifo working papers
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International review of economics & finance : IREF
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Journal of empirical finance
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Review of derivatives research
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The journal of futures markets
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FEDS Working Paper
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Finance and stochastics
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ECONIS (ZBW)
62
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1
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
2
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
5
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
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6
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
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7
Risk taking and low longer-term interest rates : evidence from the U.S. syndicated term loan market
Aramonte, Sirio
;
Lee, Seung Jung
;
Stebunovs, Viktors
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013461931
Saved in:
8
Individual investment bankers' reputation concerns and bond yield spreads : evidence from China
Lyu, Huaili
;
Wang, Wenming
;
Xu, Si
;
Zhou, Jingting
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463085
Saved in:
9
Norwegian interbank market's response to changes in liquidity policy
Akram, Qaisar Farooq
;
Findreng, Jon
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012819744
Saved in:
10
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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