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~person:"Ang, Andrew"
~person:"Rebonato, Riccardo"
~person:"Schwartz, Eduardo S."
~type_genre:"Article in journal"
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Search: subject_exact:"Zinsstrukturmodell"
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Yield curve
33
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33
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16
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10
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10
Option pricing theory
8
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8
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Ang, Andrew
Rebonato, Riccardo
Schwartz, Eduardo S.
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
Akram, Tanweer
18
Gupta, Rangan
16
Monfort, Alain
16
Wu, Liuren
16
Singleton, Kenneth J.
15
Umar, Zaghum
15
Wohar, Mark E.
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Fabozzi, Frank J.
14
Gouriéroux, Christian
14
Thornton, Daniel L.
14
Almeida, Caio
13
Chen, Son-nan
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Sarno, Lucio
12
Spencer, Peter D.
12
Tzavalis, Elias
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Chernov, Mikhail
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Ito, Takayasu
11
Kugler, Peter
11
Li, Haitao
11
Longstaff, Francis A.
11
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International journal of theoretical and applied finance
5
The journal of finance : the journal of the American Finance Association
4
The journal of fixed income
4
The review of financial studies
2
Annual review of financial economics
1
Applied financial economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
33
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1
Can representativeness explain the predictability of treasury bonds returns?
Rebonato, Riccardo
;
Ronzani, Riccarco
;
Tronson, Dimitri
- In:
The journal of fixed income : JFI
33
(
2023
)
2
,
pp. 17-49
Persistent link: https://www.econbiz.de/10014533739
Saved in:
2
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
3
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
4
Is convexity efficiently priced? : evidence from international swap markets
Rebonato, Riccardo
;
Ronzani, Riccardo
- In:
Journal of empirical finance
63
(
2021
),
pp. 392-413
Persistent link: https://www.econbiz.de/10013259275
Saved in:
5
Principal-component-based Gaussian affine term structure models : constraints and their financial implications
Rebonato, Riccardo
;
Saroka, Ivan
;
Putiatyn, Vlad
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012270944
Saved in:
6
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
7
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
8
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
9
Towards a common Eurozone risk free rate
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1005-1022
Persistent link: https://www.econbiz.de/10011301938
Saved in:
10
A simple approximation for the no-arbitrage drifts in Libor market model–SABR-family interest-rate models
Rebonato, Riccardo
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011480695
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