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~isPartOf:"Journal of monetary economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Public bond"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Public bond
Stochastischer Prozess
Yield curve
141
Zinsstruktur
141
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88
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88
Option pricing theory
33
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33
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Altavilla, Carlo
2
Levendorskij, Sergej Z.
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Berndt, Antje
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1
Brugnolini, Luca
1
Choi, Jaehyuk
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1
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1
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Journal of monetary economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of international money and finance
46
Journal of banking & finance
39
Economic modelling
32
Working paper series / European Central Bank
32
International journal of theoretical and applied finance
30
NBER working paper series
27
Finance research letters
26
International review of economics & finance : IREF
23
The journal of fixed income
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ECB Working Paper
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Working paper / National Bureau of Economic Research, Inc.
21
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The North American journal of economics and finance : a journal of financial economics studies
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15
The review of financial studies
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14
Journal of international financial markets, institutions & money
14
The European journal of finance
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13
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12
Discussion paper / Centre for Economic Policy Research
12
Emerging markets review
12
Journal of empirical finance
12
Working papers / Bank for International Settlements
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of international economics
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Working papers series / Federal Reserve Bank of San Francisco
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IMF Working Paper
10
Insurance / Mathematics & economics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Sovereign spreads in the Euro area : cross border transmission and macroeconomic implications
Bahaj, Saleem
- In:
Journal of monetary economics
110
(
2020
),
pp. 116-135
Persistent link: https://www.econbiz.de/10012494133
Saved in:
2
Comment on "Measuring euro area monetary policy" by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto
Wright, Jonathan H.
- In:
Journal of monetary economics
108
(
2019
),
pp. 180-184
Persistent link: https://www.econbiz.de/10012267241
Saved in:
3
Sovereign default and maturity choice
Sanchez, Juan M.
;
Sapriza, Horacio
;
Yurdagul, Emircan
- In:
Journal of monetary economics
95
(
2018
),
pp. 72-85
Persistent link: https://www.econbiz.de/10012108850
Saved in:
4
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
5
Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo
;
Giannone, Domenico
;
Modugno, Michele
- In:
Journal of monetary economics
92
(
2017
),
pp. 31-46
Persistent link: https://www.econbiz.de/10011799571
Saved in:
6
Fast swaption pricing in Gaussian term structure models
Choi, Jaehyuk
;
Shin, Sungchan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 962-982
Persistent link: https://www.econbiz.de/10011583816
Saved in:
7
Monetary policy, bond returns and debt dynamics
Berndt, Antje
;
Yeltekin, Şevin
- In:
Journal of monetary economics
73
(
2015
),
pp. 119-136
Persistent link: https://www.econbiz.de/10011381760
Saved in:
8
Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal
;
Prazeres, Pedro Miguel Silva
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
Saved in:
9
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
10
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
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