//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago"
~person:"Friedman, Benjamin M."
~person:"Gollier, Christian"
~person:"Gouriéroux, Christian"
~person:"Rogers, Leonard C. G."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Term structure of interest rates"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
6
Zinsstruktur
6
Theorie
5
Theory
5
Frühindikator
2
Leading indicator
2
Option pricing theory
2
Optionspreistheorie
2
Arbitrage
1
CAPM
1
Economic indicator
1
Exchange rate
1
Interest rate
1
Ornstein-Uhlenbeck Market
1
Probability theory
1
Wahrscheinlichkeitsrechnung
1
Wechselkurs
1
Wirtschaftsindikator
1
Zins
1
more ...
less ...
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
6
Author
All
Friedman, Benjamin M.
Gollier, Christian
Gouriéroux, Christian
Rogers, Leonard C. G.
Eberlein, Ernst
4
Filipović, Damir
4
Kuttner, Kenneth N.
3
Levendorskij, Sergej Z.
3
Marshall, David Aaron
3
Rutkowski, Marek
3
Teichmann, Josef
3
Bekaert, Geert
2
Björk, Tomas
2
Brace, Alan
2
Hodrick, Robert J.
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Monfort, Alain
2
Musiela, Marek
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Aquilina, J.
1
Bagchi, Arunabha
1
Bielecki, Tomasz R.
1
Bojarčenko, Svetlana I.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
Chen, Li
1
Chen, Nan
1
Cheng, Peng
1
Cheridito, Patrick
1
Chesney, Marc
1
Choi, Jaehyuk
1
Cotton, Peter
1
DeGennaro, Ramon P.
1
Dermody, Jaime C.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper series / Research Department, Federal Reserve Bank of Chicago / Research Department, Federal Reserve Bank of Chicago
NBER working paper series
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
IDEI working papers
8
NBER Working Paper
8
CESifo working papers
7
Working paper / National Bureau of Economic Research, Inc.
7
CESifo Working Paper Series
5
Travaux / Laboratoire d'Économie et des Ressources Naturelles
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Documents de travail / Banque de France
2
Journal of econometrics
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working paper series / Research Department, Federal Reserve Bank of Chicago
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Business cycles, indicators, and forecasting
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper
1
Dynamique des marchés financiers et prévisions
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Handbook of monetary economics : volume 3
1
Handbook of monetary economics ; Vol. 3,B
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of risk and uncertainty : JRU
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Revue française d'économie : RFE
1
Série des documents de travail
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
2
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
3
The squared Ornstein-Uhlenbeck market
Aquilina, J.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
Saved in:
4
The potential approach to the term structure of interest rates and foreign exchange rates
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 157-176
Persistent link: https://www.econbiz.de/10001220276
Saved in:
5
Indicator properties of the paper-bill spread : lessons from recent experience
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
-
1994
Persistent link: https://www.econbiz.de/10000903983
Saved in:
6
Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
-
1991
Persistent link: https://www.econbiz.de/10000823425
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->