//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bhar, Ramaprasad"
~subject:"1987-1990"
~subject:"Prognoseverfahren"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Constant maturity swap"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
1987-1990
Prognoseverfahren
Theorie
Interest rate derivative
11
Zinsderivat
11
Australia
9
Australien
9
Theory
6
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Estimation
3
Japan
3
Schätzung
3
Yield curve
2
Zinsstruktur
2
1988-1989
1
1989-1994
1
1991
1
1996-1997
1
Anleihe
1
Bond
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erwartungsbildung
1
Expectation formation
1
Forecasting model
1
Geldpolitik
1
Interest rate
1
Monetary policy
1
Sydney Futures Exchange
1
Time series analysis
1
Zeitreihenanalyse
1
Zins
1
more ...
less ...
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Working Paper
1
Language
All
English
7
Author
All
Bhar, Ramaprasad
Björk, Tomas
11
Hautsch, Nikolaus
10
Pelsser, Antoon André Jean
10
Subrahmanyam, Marti G.
10
Chiarella, Carl
9
Miltersen, Kristian R.
9
Moraleda Novo, Juan Manuel
9
Sandmann, Klaus
9
Chen, Ren-Raw
8
Jarrow, Robert A.
8
Mercurio, Fabio
8
Schoenmakers, John
8
Herwartz, Helmut
7
Schlögl, Erik
7
White, Alan
7
Briys, Eric
6
Broll, Udo
6
Crouhy, Michel
6
Jamshidian, Farshid
6
Kruse, Susanne
6
Landén, Camilla
6
Ronn, Ehud I.
6
Sondermann, Dieter
6
Söderlind, Paul
6
Blaskowitz, Oliver
5
Duffie, Darrell
5
Gerhard, Frank
5
Hess, Dieter
5
Rebonato, Riccardo
5
Ritchken, Peter H.
5
Scaillet, Olivier
5
Schöbel, Rainer
5
Stapleton, Richard C.
5
Söderström, Ulf
5
Veredas, David
5
Aase Nielsen, Jørgen
4
El Karoui, Nicole
4
Gallati, Reto R.
4
Hull, John
4
more ...
less ...
Published in...
All
Review of futures markets
2
Advances in Pacific Basin financial markets
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
The European journal of finance
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
2
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
3
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
4
Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
Saved in:
5
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
6
Interest rate futures options : an empirical test of the Ho and Lee model in the Australian context
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10001186259
Saved in:
7
Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 577-590
Persistent link: https://www.econbiz.de/10001186279
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->