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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:"Interest rate derivative"
~subject:"Unternehmensanleihe"
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Interest rate derivative
Unternehmensanleihe
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
34
Credit risk
32
Kreditrisiko
32
Stochastic process
26
Stochastischer Prozess
26
Capital income
22
Kapitaleinkommen
22
USA
22
United States
22
Zinsderivat
22
Derivat
18
Derivative
18
Bond
15
Interest rate
15
Swap
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Zins
15
Anleihe
14
Corporate bond
14
Term structure
14
Public bond
12
Risiko
12
Risk
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Öffentliche Anleihe
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Geldpolitik
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11
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Schlögl, Erik
3
Bai, Jennie
2
Chiarella, Carl
2
Feldhütter, Peter
2
Koijen, Ralph S. J.
2
Lando, David
2
Acharya, Viral V.
1
Alfeus, Mesias
1
Amihud, Yakov
1
Amin, Kaushik I.
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Benmelech, Efraim
1
Beyna, Ingo
1
Bharath, Sreedhar T.
1
Binsbergen, Jules H. van
1
Boyarchenko, Nina
1
Chen, Hui
1
Chung, Kee H.
1
Cotton, Peter
1
Crosby, John
1
Eberlein, Ernst
1
Eisenthal-Berkovitz, Yael
1
Filipović, Damir
1
Fouque, Jean-Pierre
1
Fracassi, Cesare
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
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1
Jacobs, Kris
1
Jarrow, Robert A.
1
Kang, Boda
1
Karlsson, Patrik
1
Karoui, Lotfi
1
Kaviani, Mahsa S.
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
43
International journal of theoretical and applied finance
28
The journal of fixed income
28
Finance research letters
19
The review of financial studies
19
International review of economics & finance : IREF
18
NBER working paper series
17
The journal of finance : the journal of the American Finance Association
17
The journal of computational finance
15
The journal of futures markets
15
NBER Working Paper
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
International review of financial analysis
13
Journal of international financial markets, institutions & money
13
International journal of financial engineering
11
Applied mathematical finance
10
Journal of international money and finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Pacific-Basin finance journal
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The journal of corporate finance : contracting, governance and organization
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics letters
8
Asia-Pacific financial markets
8
Emerging markets, finance and trade : EMFT
8
Finance and economics discussion series
8
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Quantitative finance
8
Review of derivatives research
8
Working paper
8
Applied financial economics
7
Discussion paper / Centre for Economic Policy Research
7
Financial markets and portfolio management
7
Journal of empirical finance
7
Journal of financial and quantitative analysis : JFQA
7
Journal of mathematical finance
7
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ECONIS (ZBW)
36
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1
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:
2
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:
3
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:
4
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:
5
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:
6
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
-
2017
Persistent link: https://www.econbiz.de/10011778187
Saved in:
7
Leveraged buyouts and bond credit spreads
Eisenthal-Berkovitz, Yael
;
Feldhütter, Peter
;
Vig, Vikrant
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 577-601
Persistent link: https://www.econbiz.de/10012543198
Saved in:
8
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
9
Policy uncertainty and corporate credit spreads
Kaviani, Mahsa S.
;
Kryzanowski, Lawrence
;
Maleki, Hosein
; …
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 838-865
Persistent link: https://www.econbiz.de/10012654671
Saved in:
10
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
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