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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"
~subject:"Derivative"
~subject:"Schätzung"
~subject:"Theorie"
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Search: subject_exact:"Zinsstrukturmodell"
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Derivative
Schätzung
Theorie
Yield curve
210
Zinsstruktur
210
Theory
118
Option pricing theory
47
Optionspreistheorie
47
Risikoprämie
45
Risk premium
45
CAPM
34
Estimation
34
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34
Volatilität
34
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32
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129
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128
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128
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English
141
Author
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Filipović, Damir
6
Chiarella, Carl
5
Nikitopoulos, Christina Sklibosios
4
Platen, Eckhard
4
Schlögl, Erik
4
Bekaert, Geert
3
Chernov, Mikhail
3
Eberlein, Ernst
3
Kimmel, Robert
3
Longstaff, Francis A.
3
Rutkowski, Marek
3
Singleton, Kenneth J.
3
Bai, Jennie
2
Bakshi, Gurdip S.
2
Björk, Tomas
2
Boyarchenko, Nina
2
Brace, Alan
2
Chege Maina, Samuel
2
Cheridito, Patrick
2
D'Amico, Stefania
2
Engstrom, Eric
2
Fergusson, Kevin
2
Goldstein, Robert S.
2
Gouriéroux, Christian
2
Grasselli, Martino
2
Jarrow, Robert A.
2
Joslin, Scott
2
Kennedy, D. P.
2
Kou, Steven
2
Lando, David
2
Le, Anh
2
Levendorskij, Sergej Z.
2
Madan, Dilip B.
2
Monfort, Alain
2
Musiela, Marek
2
Rogers, Leonard C. G.
2
Ross, Stephen A.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Song, Dongho
2
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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
NBER working paper series
128
Working paper / National Bureau of Economic Research, Inc.
120
Journal of banking & finance
112
NBER Working Paper
107
The journal of fixed income
75
International journal of theoretical and applied finance
71
Discussion paper / Centre for Economic Policy Research
57
Working paper
55
Finance and economics discussion series
52
Journal of international money and finance
51
Journal of money, credit and banking : JMCB
51
The journal of finance : the journal of the American Finance Association
50
Journal of economic dynamics & control
48
The review of financial studies
45
Economics letters
43
Journal of empirical finance
43
International review of economics & finance : IREF
42
Journal of financial and quantitative analysis : JFQA
40
Finance and stochastics
39
Finance research letters
39
Working paper series / European Central Bank
39
Applied economics
33
Applied mathematical finance
32
Applied economics letters
31
Economic modelling
31
Journal of econometrics
31
Applied financial economics
30
CESifo working papers
30
Discussion paper
30
Journal of monetary economics
30
The journal of futures markets
30
Discussion papers / CEPR
29
International review of financial analysis
28
Working papers series / Federal Reserve Bank of San Francisco
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Research paper series / Swiss Finance Institute
26
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ECONIS (ZBW)
141
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1
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141
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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
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:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
4
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
5
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
6
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
7
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
8
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
9
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
Saved in:
10
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
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