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~subject:"Derivat"
~subject:"Schätzung"
~subject:"United Kingdom"
~subject:"Yield curve"
~subject:"Zins"
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Derivat
Schätzung
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Yield curve
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Euromarkt
271
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265
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87
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87
Zinsstruktur
57
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56
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55
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53
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51
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50
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50
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47
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43
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41
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39
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17
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Cassola, Nuno
9
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9
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7
Girardi, Alessandro
6
Van Landschoot, Astrid
6
Jondeau, Eric
5
Czellar, Veronika
4
Karolyi, G. Andrew
4
Drudi, Francesco
3
Ronchetti, Elvezio
3
Tse, Yiuman
3
Violi, Roberto
3
Avouyi-Dovi, Sanvi
2
Barkoulas, John T.
2
Baum, Christopher F.
2
Bikbov, Ruslan
2
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2
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2
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2
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2
Hong, Yongmiao
2
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2
Kim, Kwanho
2
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2
Lee, Yungsook
2
Li, Haitao
2
Novales, Alfonso
2
Shrestha, Keshab
2
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2
Sættem, Frode
2
Takamizawa, Hideyuki
2
Wasmund, Jörn
2
Welch, Robert L.
2
Wu, Jyh-lin
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Banque de France / Direction des Etudes Economiques et de la Recherche
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1
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The journal of futures markets
9
Journal of banking & finance
4
International review of economics & finance : IREF
3
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3
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3
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Studien zu Finanzen, Geld und Kapital
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DIW Berlin Discussion Paper
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1
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ECONIS (ZBW)
123
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91
Short-term eurocurrency rate behavior and specifications of cointegrating processes
Chiang, Thomas C.
;
Kim, Doseong
- In:
International review of economics & finance : IREF
9
(
2000
)
2
,
pp. 157-179
Persistent link: https://www.econbiz.de/10001523655
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92
Nonparametric estimation of mean and variance and pricing of securities
Siddique, Akhtar R.
- In:
Revista de análisis económico
15
(
2000
)
1
,
pp. 27-45
Persistent link: https://www.econbiz.de/10001537953
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93
Time-to-expiry seasonalities in eurofutures
Ballocchi, Giuseppe
;
Dacorogna, Michel M.
;
Gençay, Ramazan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
4
,
pp. 227-231
Persistent link: https://www.econbiz.de/10001773148
Saved in:
94
Der Euro-Kapitalmarkt : Status Quo und Perspektiven
Issing, Otmar
- In:
Pfandbrief und Kapitalmarkt : 23. Symposium zur …
,
(pp. 26-43)
.
2000
Persistent link: https://www.econbiz.de/10001585368
Saved in:
95
Pricing options with futures-style margining : a genetic adaptive neural network approach
White, A. J.
-
2000
Persistent link: https://www.econbiz.de/10013535322
Saved in:
96
Die Erwartungstheorie der Zinsstruktur, Geldpolitik und zeitvariable Risikoprämien : eine empirische Analyse des Euro-DM-Geldmarktes
Wasmund, Jörn
-
1999
Die umfangreiche empirische Literatur zur Gültigkeit der Erwartungstheorie der Zinsstruktur in den USA hat einen "U-förmigen" Verlauf des Informationsgehalts in längerfristigen Zinsen für zukünftige kurzfristige Zinsen nachgewiesen. Während Änderungen des Tagesgeldzinses in den nächsten...
Persistent link: https://www.econbiz.de/10011401950
Saved in:
97
Global money market interrelationships
Hsieh, Nigel C. T.
;
Lin, Antsong
;
Swanson, Peggy Eubanks
- In:
International review of economics & finance : IREF
8
(
1999
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10001427829
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98
An arbitrage-free model of the yield gap
Spencer, Peter D.
- In:
The Manchester School
67
(
1999
)
Suppl
,
pp. 116-133
Persistent link: https://www.econbiz.de/10001413122
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99
The federal funds market and the overnight Eurodollar market
Lee, Yungsook
-
1999
Persistent link: https://www.econbiz.de/10001354921
Saved in:
100
Quels effets sur l'Europe d'une déformation des portefeuilles des investisseurs asiatiques en faveur de l'euro et au détriment du dollar? : Le rôle de la réaction de la Banque Cent...
Artus, Patrick
-
1999
Persistent link: https://www.econbiz.de/10001355526
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