//--> //--> //-->
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
~subject:"interest rate caps"
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:"Price of risk"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
interest rate caps
market price of risk
46
Market price of risk
36
Risikoprämie
25
CAPM
24
Risk premium
24
Theorie
22
Theory
21
Yield curve
18
Zinsstruktur
18
Optionspreistheorie
17
Risiko
17
Risk
17
Option pricing theory
16
Derivat
12
Derivative
12
price of risk
9
Weather derivatives
8
risk premium
8
Capital income
7
Kapitaleinkommen
7
Market Price of Risk
7
Portfolio selection
7
Portfolio-Management
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
weather derivatives
7
Commodity derivative
6
Estimation
6
Hedging
6
Price of risk
6
Rohstoffderivat
6
Schätzung
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Kalman filter
5
Price of Risk
5
Wetter
5
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article
2
Language
All
English
3
Undetermined
2
Author
All
Lenz, Carlos
2
Söderlind, Paul
2
Soderlind, Paul
1
Institution
All
School of Economics and Political Science, Universität St. Gallen
1
Published in...
All
Swiss Journal of Economics and Statistics
2
Swiss Journal of Economics and Statistics (SJES)
2
University of St. Gallen Department of Economics working paper series 2009
1
Source
All
RePEc
3
EconStor
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reaction of Swiss Term Premia to Monetary Policy Surprises
Söderlind, Paul
- In:
Swiss Journal of Economics and Statistics (SJES)
146
(
2010
)
I
,
pp. 385-404
An affine yield curve model is estimated on daily Swiss data 2002–2009. The market
price
of
risk
is modelled in terms …
Persistent link: https://www.econbiz.de/10008489411
Saved in:
2
Discussion: Reaction of Swiss Term Premia to Monetary Policy Surprises
Lenz, Carlos
- In:
Swiss Journal of Economics and Statistics (SJES)
146
(
2010
)
I
,
pp. 405-408
None
Persistent link: https://www.econbiz.de/10008470686
Saved in:
3
Reaction of Swiss Term Premia to Monetary Policy Surprises
Söderlind, Paul
- In:
Swiss Journal of Economics and Statistics
146
(
2010
)
1
,
pp. 385-404
An affine yield curve model is estimated on daily Swiss data 2002–2009. The market
price
of
risk
is modelled in terms …
Persistent link: https://www.econbiz.de/10011933233
Saved in:
4
Discussion of "Reaction of Swiss Term Premia to Monetary Policy Surprises" by Paul Söderlind
Lenz, Carlos
- In:
Swiss Journal of Economics and Statistics
146
(
2010
)
1
,
pp. 405-408
Persistent link: https://www.econbiz.de/10011933234
Saved in:
5
Reaction of Swiss Term Premia to Monetary Policy Surprises
Soderlind, Paul
-
School of Economics and Political Science, Universität …
-
2009
An affine yield curve model is estimated on daily Swiss data 2002--2009. The market
price
of
risk
is modelled in terms …
Persistent link: https://www.econbiz.de/10008542806
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->