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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~subject:"Credit risk"
~subject:"Zinsderivat"
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Search: subject_exact:"Zinsstrukturmodell"
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Credit risk
Zinsderivat
Yield curve
210
Zinsstruktur
210
Theorie
118
Theory
118
Option pricing theory
47
Optionspreistheorie
47
Risikoprämie
45
Risk premium
45
CAPM
34
Estimation
34
Schätzung
34
Volatility
34
Volatilität
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Stochastischer Prozess
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Derivat
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Bai, Jennie
3
Schlögl, Erik
3
Chiarella, Carl
2
Eberlein, Ernst
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Feldhütter, Peter
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Goldstein, Robert S.
2
Lando, David
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Rutkowski, Marek
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Yang, Fan
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Yu, Fan
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1
Alfeus, Mesias
1
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1
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1
Augustin, P.
1
Bai, Hang
1
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1
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1
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1
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1
Bielecki, Tomasz R.
1
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1
Filipović, Damir
1
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
65
International journal of theoretical and applied finance
40
The journal of fixed income
30
International review of economics & finance : IREF
23
International review of financial analysis
22
Journal of international money and finance
20
The review of financial studies
20
Finance research letters
18
NBER working paper series
17
The journal of futures markets
17
Journal of international financial markets, institutions & money
16
The journal of computational finance
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
The journal of finance : the journal of the American Finance Association
16
Applied mathematical finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
NBER Working Paper
12
The European journal of finance
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Working paper
12
Asia-Pacific financial markets
11
Discussion papers / CEPR
11
International journal of financial engineering
11
Journal of empirical finance
11
Pacific-Basin finance journal
11
Review of derivatives research
11
Working papers / Bank for International Settlements
11
Economics letters
10
Journal of mathematical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Quantitative finance
10
Review of quantitative finance and accounting
10
Risks : open access journal
10
The journal of corporate finance : contracting, governance and organization
10
Working paper / National Bureau of Economic Research, Inc.
10
Applied financial economics
9
Economic modelling
9
Finance and stochastics
9
Journal of risk and financial management : JRFM
9
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ECONIS (ZBW)
51
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1
Partisanship in loan pricing
Dagostino, Ramona
;
Gao, Janet
;
Ma, Pengfei
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462638
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
4
The secured credit premium and the issuance of secured debt
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 143-171
Persistent link: https://www.econbiz.de/10013482169
Saved in:
5
It's what you say and what you buy : a holistic evaluation of the corporate credit facilities
Boyarchenko, Nina
;
Kovner, Anna
;
Shachar, Or
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 695-731
Persistent link: https://www.econbiz.de/10013413170
Saved in:
6
Why are commercial loan rates so sticky? : the effect of private information on loan spreads
Demiroglu, Cem
;
James, Christopher M.
;
Velioglu, Guner
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 959-972
Persistent link: https://www.econbiz.de/10013401739
Saved in:
7
Systematic risk, debt maturity, and the term structure of credit spreads
Chen, Hui
;
Xu, Yu
;
Yang, Jun
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 770-799
Persistent link: https://www.econbiz.de/10012693781
Saved in:
8
Unemployment and credit risk
Bai, Hang
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 127-145
Persistent link: https://www.econbiz.de/10012650661
Saved in:
9
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
10
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
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