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~isPartOf:"The journal of fixed income"
~isPartOf:"Working papers / Bank for International Settlements"
~subject:"Optionspreistheorie"
~subject:"Risk premium"
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Optionspreistheorie
Risk premium
Yield curve
182
Zinsstruktur
182
Theorie
82
Theory
82
Geldpolitik
54
Monetary policy
54
USA
50
United States
50
Estimation
41
Schätzung
41
Risikoprämie
38
Interest rate
37
Zins
37
Public bond
32
Öffentliche Anleihe
32
Inflation expectations
31
Inflationserwartung
30
Credit risk
27
Kreditrisiko
27
Inflation
22
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20
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20
Anleihe
19
Bond
19
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18
Unternehmensanleihe
18
Option pricing theory
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Forecasting model
16
Interest rate derivative
16
Prognoseverfahren
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Zinsderivat
16
Emerging economies
15
Schwellenländer
15
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15
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15
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19
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19
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English
54
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Fabozzi, Frank J.
4
Hördahl, Peter
3
Heston, Steven L.
2
Hofmann, Boris
2
Ilmanen, Antti
2
Moessner, Richhild
2
Russo, Vincenzo
2
Shim, Ilhyock
2
Shin, Hyun Song
2
Aguilar-Argaez, Ana
1
Albagli, Elias
1
Aramonte, Sirio
1
Assing, Andrew
1
Barber, Joel R.
1
Beliaeva, Natalia A.
1
Benzschawel, Terry
1
Bhanot, Karan
1
Binici, Mahir
1
Bogin, Alexander N.
1
Brunson, Andrew L.
1
Buetow, Gerald W.
1
Carverhill, Andrew
1
Ceballos, Luis
1
Chen, Ren-Raw
1
Chernov, Mikhail
1
Claro, Sebastián
1
Clewlow, Les
1
Contreras, Julieta
1
Cornell, Bradford
1
Creal, Drew
1
Dandapani, Krishnan
1
Diego-Fernández, María
1
Disyatat, Piti
1
Doerner, William M.
1
Durham, J. Benson
1
Easton, Malcolm C.
1
Elizondo, Rocio
1
Gambacorta, Leonardo
1
Gonçalves, Franklin de O.
1
Grishchenko, Olesya V.
1
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The journal of fixed income
Working papers / Bank for International Settlements
Journal of banking & finance
70
Journal of financial economics
51
NBER working paper series
50
International journal of theoretical and applied finance
47
NBER Working Paper
44
Working paper / National Bureau of Economic Research, Inc.
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of international money and finance
32
Finance and economics discussion series
31
Finance research letters
31
International review of economics & finance : IREF
29
Working paper series / European Central Bank
28
Journal of empirical finance
27
The review of financial studies
27
Discussion papers / CEPR
25
Applied mathematical finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Research paper series / Swiss Finance Institute
24
The journal of finance : the journal of the American Finance Association
24
International review of financial analysis
23
The journal of computational finance
23
Journal of economic dynamics & control
20
Quantitative finance
20
Working paper
20
CESifo working papers
19
Discussion paper / Centre for Economic Policy Research
19
Finance and stochastics
19
Journal of international financial markets, institutions & money
18
Review of derivatives research
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Staff reports / Federal Reserve Bank of New York
17
Working papers series / Federal Reserve Bank of San Francisco
17
The journal of futures markets
16
ECB Working Paper
15
International journal of financial engineering
15
Journal of money, credit and banking : JMCB
15
Review of finance : journal of the European Finance Association
15
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ECONIS (ZBW)
54
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1
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
-
2023
Persistent link: https://www.econbiz.de/10013502696
Saved in:
2
Term premium dynamics and its determinants : the Mexican case
Aguilar-Argaez, Ana
;
Diego-Fernández, María
; …
-
2022
Persistent link: https://www.econbiz.de/10012888236
Saved in:
3
The term structure of carbon premia
Xia, Fan Dora
;
Zulaica, Omar
-
2022
Persistent link: https://www.econbiz.de/10013453769
Saved in:
4
Modelling yields at the lower bound through regime shifts
Hördahl, Peter
;
Tristani, Oreste
-
2019
Persistent link: https://www.econbiz.de/10012131114
Saved in:
5
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
-
2021
Persistent link: https://www.econbiz.de/10012798223
Saved in:
6
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2021
Persistent link: https://www.econbiz.de/10012483506
Saved in:
7
Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
-
2021
Persistent link: https://www.econbiz.de/10012483801
Saved in:
8
Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities
Gambacorta, Leonardo
;
Mayordomo, Sergio
;
Serena, José …
-
2020
Persistent link: https://www.econbiz.de/10012168989
Saved in:
9
Interest rate spillovers from the United States :
expectations
, term premia and macro-financial vulnerabilities
Mehrotra, Aaron N.
;
Moessner, Richhild
;
Shu, Chang
-
2019
Persistent link: https://www.econbiz.de/10012131121
Saved in:
10
Bond risk premia and the exchange rate
Hofmann, Boris
;
Shim, Ilhyock
;
Shin, Hyun Song
-
2019
Persistent link: https://www.econbiz.de/10012001764
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