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~isPartOf:"The review of financial studies"
~subject:"Anleihe"
~subject:"Interest rate derivative"
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Search: subject_exact:"Zinsstrukturkurve"
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Anleihe
Interest rate derivative
Yield curve
84
Zinsstruktur
84
USA
53
United States
53
Theorie
41
Theory
41
Risikoprämie
15
Risk premium
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Bauer, Michael D.
1
Buraschi, Andrea
1
Chacko, George
1
Chen, Ren-Raw
1
Dai, Qiang
1
Das, Sanjiv
1
Fama, Eugene F.
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1
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1
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Singleton, Kenneth J.
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Sornette, Didier
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Trolle, Anders B.
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The review of financial studies
International journal of theoretical and applied finance
34
The journal of fixed income
30
Journal of banking & finance
28
Finance research letters
18
NBER working paper series
18
Journal of international money and finance
17
The journal of futures markets
17
Journal of financial economics
16
The journal of computational finance
16
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The journal of finance : the journal of the American Finance Association
14
Applied mathematical finance
13
International review of financial analysis
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Working paper
13
International journal of financial engineering
12
International review of economics & finance : IREF
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied financial economics
11
Finance and stochastics
11
Quantitative finance
11
Working papers series / Federal Reserve Bank of San Francisco
11
NBER Working Paper
10
Discussion papers / CEPR
9
Economic modelling
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
Journal of international financial markets, institutions & money
9
Review of derivatives research
9
Working papers / The Levy Economics Institute
9
Economics letters
8
Emerging markets, finance and trade : EMFT
8
Interest rate modelling after the financial crisis
8
Journal of mathematical finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Research paper series / Swiss Finance Institute
8
Risks : open access journal
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Staff reports / Federal Reserve Bank of New York
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1
Subjective bond returns and belief aggregation
Buraschi, Andrea
;
Piatti, Ilaria
;
Whelan, Paul
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
Saved in:
2
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
Saved in:
3
Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric
;
Horan, Casidhe
;
Mönch, Emanuel
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 678-714
Persistent link: https://www.econbiz.de/10011925250
Saved in:
4
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
5
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
6
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
7
The behavior of interest rates
Fama, Eugene F.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Saved in:
8
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
9
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
Saved in:
10
Fundamental properties of bond prices in models of the short-term rate
Mele, Antonio
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 679-716
Persistent link: https://www.econbiz.de/10001794920
Saved in:
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