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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:"United States"
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Search: subject_exact:"Zinsstrukturmodell"
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Yield curve
210
Zinsstruktur
210
Theorie
118
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Option pricing theory
47
Optionspreistheorie
47
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45
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Longstaff, Francis A.
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Albagli, Elias
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Amin, Kaushik I.
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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
Working paper / National Bureau of Economic Research, Inc.
92
The review of financial studies
53
Discussion paper / Centre for Economic Policy Research
48
Finance and economics discussion series
42
The journal of finance : the journal of the American Finance Association
42
Journal of banking & finance
41
The journal of fixed income
40
Journal of money, credit and banking : JMCB
39
Journal of financial and quantitative analysis : JFQA
25
Journal of international money and finance
24
Journal of monetary economics
24
Economics letters
22
The journal of futures markets
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NBER working paper series
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Working papers series / Federal Reserve Bank of San Francisco
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International review of financial analysis
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Review / Federal Reserve Bank of St. Louis
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The review of economics and statistics
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Economic review
12
Staff reports / Federal Reserve Bank of New York
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The American economic review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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International journal of forecasting
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American economic journal : a journal of the American Economic Association
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ECONIS (ZBW)
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1
Channels of US monetary policy spillovers to international bond markets
Albagli, Elias
;
Ceballos, Luis
;
Claro, Sebastián
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 447-473
Persistent link: https://www.econbiz.de/10012166851
Saved in:
2
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
3
On the Dybvig-Ingersoll-Ross theorem
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 729-740
Persistent link: https://www.econbiz.de/10009614938
Saved in:
4
Risk, uncertainty, and asset prices
Bekaert, Geert
;
Engstrom, Eric
;
Xing, Yuhang
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10003813183
Saved in:
5
The market for corporate control and the cost of debt
Qiu, Jiaping
;
Yu, Fan
- In:
Journal of financial economics
93
(
2009
)
3
,
pp. 505-524
Persistent link: https://www.econbiz.de/10003886733
Saved in:
6
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
7
Do banks price their informational monopoly?
Hale, Galina
;
Santos, João A. C.
- In:
Journal of financial economics
93
(
2009
)
2
,
pp. 185-206
Persistent link: https://www.econbiz.de/10003877494
Saved in:
8
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
Saved in:
9
The term structure of commercial paper rates
Downing, Chris
;
Oliner, Stephen
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10003410374
Saved in:
10
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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