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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"1965-1999"
~subject:"Staatspapier"
~type_genre:"Article in journal"
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1965-1999
Staatspapier
Interest rate derivative
15
Zinsderivat
15
Yield curve
9
Zinsstruktur
9
USA
8
United States
8
CAPM
5
Theorie
5
Theory
5
Estimation
4
Schätzung
4
Ankündigungseffekt
2
Announcement effect
2
Government securities
2
Option pricing theory
2
Optionspreistheorie
2
Swap
2
Volatility
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Volatilität
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1986
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1988-1991
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1988-1994
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1990-1993
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1994-1999
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1995-2000
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1997-2013
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1998-2000
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2000-2003
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Arbeitsmarktstatistik
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Black-Scholes model
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Black-Scholes-Modell
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Bond market
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Börsengang
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Consumer price index
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Corporate bond
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Currency derivative
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Deutschland
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Article in journal
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English
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Collin-Dufresne, Pierre
1
Johannes, Michael
1
Solnik, Bruno
1
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
11
Advances in Pacific Basin financial markets
3
Journal of international financial markets, institutions & money
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics
2
Journal of financial economics
2
Review of futures markets
2
Advances in futures and options research : a research annual
1
Applied economics
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Applied economics letters
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Atlantic economic journal : AEJ
1
Australasian accounting business and finance journal : AABF
1
Credit and capital markets : Kredit und Kapital
1
Economic bulletin : a quarterly economic review
1
Economic perspectives
1
Economic policy review
1
European journal of operational research : EJOR
1
Finance research letters
1
Financial risk and financial risk management
1
Journal of emerging market finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial services research : JFSR
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Macroeconomics and finance in emerging market economies
1
Pacific-Basin finance journal
1
Review of Pacific Basin financial markets and policies
1
Review of financial economics : RFE
1
Review of quantitative finance and accounting
1
The journal of business : B
1
The journal of computational finance
1
The journal of corporate accounting & finance
1
The journal of fixed income
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
2
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The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
2
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
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