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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Yield curve
23
Zinsstruktur
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Theorie
15
Theory
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4
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1957-2006
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1993-2002
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1994-1999
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Christiansen, Charlotte
5
Mikkelsen, Peter
3
Shin Jensen, Malene
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Svenstrup, Mikkel
2
Bajlum, Claus
1
Björk, Tomas
1
Christensen, Bent Jesper
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Daniels, Kenneth N.
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Duffie, Darrell
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Hansen, Asbjørn Trolle
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Lando, David
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Møller Andreasen, Marin
1
Poulsen, Rolf
1
Schmid, Wolfgang
1
Starica, Catalin
1
Strunk Hansen, Charlotte
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Tind Larsen, Peter
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
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Finance and economics discussion series
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IMF working papers
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Finance research letters
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Journal of money, credit and banking : JMCB
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International review of economics & finance : IREF
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Economics letters
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84
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83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
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Explaining macroeconomic and term structure dynamics jointly in a non-linear DSGE model
Møller Andreasen, Marin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774656
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2
Accounting transparency and the term structure of credit default swap spreads
Bajlum, Claus
(
contributor
);
Tind Larsen, Peter
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003538822
Saved in:
3
Level-ARCH short rate models with regime switching : bivariate modeling of U.S. and European short rates
Christiansen, Charlotte
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002743726
Saved in:
4
Optimal allocation of simulation paths in the primal-dual algorithm
Shin Jensen, Malene
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002551370
Saved in:
5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
6
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
7
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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8
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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9
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
10
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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