//--> //--> //-->
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:"Bhargava, Vivek"
~person:"Chiarella, Carl"
~person:"Fabozzi, Frank J."
~person:"Gupta, Anurag"
~subject:"ARCH model"
~subject:"USA"
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:"Zinsswap"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
USA
Interest rate derivative
33
Zinsderivat
33
Yield curve
14
Zinsstruktur
14
Theorie
12
Theory
12
Volatility
11
Volatilität
11
Option pricing theory
8
Optionspreistheorie
8
Australia
6
Australien
6
Interest rate
6
United States
6
Zins
6
CAPM
5
Derivat
5
Derivative
5
Estimation
5
Japan
5
Schätzung
5
Swap
5
Arbitrage
4
Currency derivative
3
Optionsgeschäft
3
Spillover effect
3
Spillover-Effekt
3
Währungsderivat
3
Hedging
2
Option trading
2
volatility spillover
2
1957-1996
1
1989-1994
1
1991
1
1996-1997
1
1998-2000
1
2006-2014
1
ARCH-Modell
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Language
All
English
6
Author
All
Bhargava, Vivek
Chiarella, Carl
Fabozzi, Frank J.
Gupta, Anurag
Hess, Dieter
8
Hautsch, Nikolaus
7
Gay, Gerald D.
6
Hegde, Shantaram P.
6
Kambhu, John
6
Arak, Marcelle V.
5
Fang, Victor
5
Malhotra, Davinder Kumar
5
Ronn, Ehud I.
5
Akram, Tanweer
4
Bhattacharya, Anand K.
4
Gürkaynak, Refet S.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Mamun, Khawaja Abdullah al
4
Swanson, Eric T.
4
Tse, Yiuman
4
Brown, Rob
3
Christiansen, Charlotte
3
Ederington, Louis H.
3
Goodman, Laurie Sharon
3
Guidolin, Massimo
3
Hein, Scott E.
3
In, Francis Haeuck
3
Jermann, Urban J.
3
Jordan, James V.
3
Kuprianov, Anatoli
3
Lee, Jae-ha
3
Lekkos, Ilias
3
Levin, Andrew T.
3
Livingston, Miles
3
Longstaff, Francis A.
3
MacDonald, S. Scott
3
Marder, Andrew N.
3
Milas, Costas
3
Muscatelli, V. Anton
3
Najand, Mohammad
3
Overdahl, James A.
3
Strunk Hansen, Charlotte
3
more ...
less ...
Published in...
All
Advances in futures and options research : a research annual
1
Financial markets and instruments
1
International journal of bonds and derivatives
1
International journal of business
1
International journal of financial services management : IJFSM
1
The journal of finance : the journal of the American Finance Association
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers across the swap markets : evidence from US, Australian, and Japanese swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
;
Tsetsekos, …
- In:
International journal of bonds and derivatives
2
(
2016
)
1
,
pp. 59-86
Persistent link: https://www.econbiz.de/10011585700
Saved in:
2
The effects of volatility spillover in the US basis swap markets
Bhargava, Vivek
;
Malhotra, Davinder Kumar
- In:
International journal of financial services management …
5
(
2011/11
)
3
,
pp. 216-238
Persistent link: https://www.econbiz.de/10009707033
Saved in:
3
US treasury securities
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003763526
Saved in:
4
An empirical analysis of yen-dollar currency swap market efficiency
Malhotra, Davinder Kumar
;
Martin, Rand
;
Bhargava, Vivek
- In:
International journal of business
9
(
2004
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10002082832
Saved in:
5
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
6
Real interest rates and CPI-W futures
Petzel, Todd E.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 255-270
Persistent link: https://www.econbiz.de/10001339374
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->