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~isPartOf:"Journal of international economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Fälligkeit"
~subject:"Währungsderivat"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Fälligkeit
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Yield curve
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Zinsstruktur
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Clarida, Richard H.
1
Dvorkin, Maximiliano A.
1
Glasserman, Paul
1
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Gourinchas, Pierre-Olivier
1
Kardaras, Constantinos
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Su, Dan
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Sánchez, Juan M.
1
Taylor, Mark P.
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Valente, Giorgio
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Journal of international economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER Working Paper
17
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
8
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6
Journal of financial economics
6
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4
International review of economics & finance : IREF
4
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4
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4
The journal of futures markets
4
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3
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European financial management : the journal of the European Financial Management Association
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HKIMR working paper
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IMF working papers
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International journal of theoretical and applied finance
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Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Surges and instability : the maturity shortening channel
Li, Xiang
;
Su, Dan
- In:
Journal of international economics
139
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014281798
Saved in:
2
News, sovereign debt maturity, and default risk
Dvorkin, Maximiliano A.
;
Sánchez, Juan M.
;
Sapriza, Horacio
- In:
Journal of international economics
126
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012631513
Saved in:
3
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
4
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena
;
Schmock, Uwe
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 185-213
Persistent link: https://www.econbiz.de/10009554684
Saved in:
5
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:
6
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
7
Exchange rate puzzles and distorted beliefs
Gourinchas, Pierre-Olivier
;
Tornell, Aaron
- In:
Journal of international economics
64
(
2004
)
2
,
pp. 303-333
Persistent link: https://www.econbiz.de/10002374938
Saved in:
8
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10001754209
Saved in:
9
The term structure of simple forward rates with jump risk
Glasserman, Paul
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
13
(
2003
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10001782287
Saved in:
10
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 119-125
Persistent link: https://www.econbiz.de/10001220282
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