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~isPartOf:"The journal of fixed income"
~subject:"Risk premium"
~subject:"Theorie"
~subject:"Öffentliche Anleihe"
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Risk premium
Theorie
Öffentliche Anleihe
Interest rate derivative
29
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17
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14
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10
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Ho, Thomas S. Y.
2
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1
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1
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1
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1
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1
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1
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The journal of fixed income
The journal of futures markets
78
Advances in futures and options research : a research annual
26
Journal of banking & finance
17
International journal of theoretical and applied finance
16
Finance and stochastics
13
Review of futures markets
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11
The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of financial analysis
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SSE EFI working paper series in economics and finance
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Report / Erasmus Center for Financial Research, Erasmus University
7
Applied mathematical finance
6
Journal of economic dynamics & control
6
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Journal of financial economics
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Selected writings on futures markets : explorations in financial futures markets
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
17
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1
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
2
Revisiting interest rate swap valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
3
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
4
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
5
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
6
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Saved in:
7
Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
Saved in:
8
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
9
Interbank interest rates and the risk premium
Pagès, Henri
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 75-95
Persistent link: https://www.econbiz.de/10001495253
Saved in:
10
Duration-based hedging with Treasury bond futures
Rendleman, Richard J.
- In:
The journal of fixed income
9
(
1999
)
1
,
pp. 84-91
Persistent link: https://www.econbiz.de/10001432382
Saved in:
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