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~isPartOf:"Journal of international money and finance"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Volatility"
~type_genre:"Article in journal"
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Search: subject_exact:"Zinsstrukturmodell"
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Volatility
Yield curve
119
Zinsstruktur
119
Public bond
47
Öffentliche Anleihe
47
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29
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29
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28
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Cao, Shuo
1
Chalamandaris, Georgios
1
Ebeke, Christian
1
Fonseca, José da
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Frankel, Jeffrey A.
1
Gottschalk, Katrin
1
Grammatikos, Theoharry
1
Horvath, Jaroslav
1
Huang, Huichou
1
Kano, Takashi
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Li, Junye
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Lu, Yinqiu
1
MacDonald, Ronald
1
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1
Sutton, Gregory D.
1
Tsekrekos, Andrianos E.
1
Vermeulen, Robert
1
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1
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Journal of international money and finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of banking & finance
24
The journal of futures markets
24
International journal of theoretical and applied finance
17
Journal of financial economics
15
Journal of empirical finance
13
The review of financial studies
13
Economic modelling
10
Finance research letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied financial economics
8
Applied mathematical finance
8
Energy economics
7
Journal of econometrics
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
5
Finance and stochastics
5
International journal of forecasting
5
Journal of money, credit and banking : JMCB
5
Macroeconomics and finance in emerging market economies
5
Review of derivatives research
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Emerging markets, finance and trade : EMFT
4
International journal of finance & economics : IJFE
4
Journal of economics & business
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Research in international business and finance
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The European journal of finance
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ECONIS (ZBW)
11
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1
Mortgage spreads, asset prices, and business cycles in emerging countries
Horvath, Jaroslav
;
Rothman, Philip
- In:
Journal of international money and finance
115
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013207128
Saved in:
2
Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho
- In:
Journal of international money and finance
93
(
2019
),
pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
Saved in:
3
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
4
The first arrow hitting the currency target : a long-run risk perspective
Kano, Takashi
;
Wada, Kenji
- In:
Journal of international money and finance
74
(
2017
),
pp. 337-352
Persistent link: https://www.econbiz.de/10011787985
Saved in:
5
Emerging market local currency bond yields and foreign holdings : a fortune or misfortune?
Ebeke, Christian
;
Lu, Yinqiu
- In:
Journal of international money and finance
59
(
2015
),
pp. 203-219
Persistent link: https://www.econbiz.de/10011478334
Saved in:
6
Cross-hedging strategies between CDS spreads and option volatility during crises
Fonseca, José da
;
Gottschalk, Katrin
- In:
Journal of international money and finance
49
(
2014
),
pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
Saved in:
7
Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Ying, Weiwei
;
Li, Junye
- In:
Journal of international money and finance
41
(
2014
),
pp. 46-64
Persistent link: https://www.econbiz.de/10010338744
Saved in:
8
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A.
- In:
Journal of international money and finance
42
(
2014
),
pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
Saved in:
9
Transmission of the financial and sovereign debt crises to the EMU : stock prices, CDS spreads and exchange rates
Grammatikos, Theoharry
;
Vermeulen, Robert
- In:
Journal of international money and finance
31
(
2012
)
3
,
pp. 517-533
Persistent link: https://www.econbiz.de/10009632019
Saved in:
10
How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
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