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~person:"Artus, Patrick"
~person:"Longstaff, Francis A."
~subject:"Yield curve"
~type_genre:"Article in journal"
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Yield curve
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23
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7
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4
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Artus, Patrick
Longstaff, Francis A.
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
Akram, Tanweer
17
Gupta, Rangan
16
Monfort, Alain
16
Wu, Liuren
16
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15
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15
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15
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15
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14
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14
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14
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14
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14
Thornton, Daniel L.
14
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13
Chen, Son-nan
13
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13
Nowman, Kalid Ben
13
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13
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12
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12
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12
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11
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11
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11
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Journal of financial economics
4
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4
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4
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3
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2
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1
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ECONIS (ZBW)
23
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1
The market price of risk in interest rate swaps : the roles of default and liquidity risks
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
- In:
The journal of business : B
79
(
2006
)
5
,
pp. 2337-2359
Persistent link: https://www.econbiz.de/10003406286
Saved in:
2
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
3
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
4
Exigence de rendement des fonds de pension : quels effets sur l'efficacité et la stabilité de l'économie?
Artus, Patrick
- In:
Revue économique : revue bimestrielle
51
(
2000
)
Numéro hors série
,
pp. 31-54
Persistent link: https://www.econbiz.de/10001502206
Saved in:
5
Arbitrage and the expectations hypothesis
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 989-994
Persistent link: https://www.econbiz.de/10001497488
Saved in:
6
The term structure of very short-term rates : new evidence for the expectations hypothesis
Longstaff, Francis A.
- In:
Journal of financial economics
58
(
2000
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10001517953
Saved in:
7
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
8
Les taux d'intérêt en Europe et aux Etats-Unis peuvent-ils s'écarter?
Artus, Patrick
- In:
Finance : revue de l'Association Française de Finance
16
(
1995
)
1
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001196910
Saved in:
9
Degré d'asymétrie du SME et politiques monétaires en Europe
Artus, Patrick
- In:
Recherches économiques de Louvain
61
(
1995
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10001184246
Saved in:
10
Structure par terme des taux d'intérêt et reprise économique
Artus, Patrick
- In:
Economie & prévision : EP
(
1994
),
pp. 87-99
Persistent link: https://www.econbiz.de/10001167639
Saved in:
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