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  • Search: subject:"Derivative"
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Year of publication
Subject
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Derivative 14,930 Derivat 14,914 Theorie 8,065 Theory 8,055 Commodity derivative 4,592 Rohstoffderivat 4,592 Volatilität 3,813 Volatility 3,800 Kreditderivat 3,785 Credit derivative 3,718 Optionspreistheorie 3,678 Option pricing theory 3,650 Hedging 3,476 Welt 3,240 World 3,240 Kreditrisiko 3,150 Credit risk 3,121 Currency derivative 3,085 Währungsderivat 3,085 USA 3,066 United States 3,012 Portfolio-Management 2,457 Portfolio selection 2,455 Interest rate derivative 2,249 Zinsderivat 2,249 Risikomanagement 2,051 Zinsstruktur 2,030 Yield curve 2,025 Warenbörse 1,997 Commodity exchange 1,971 Risk management 1,948 Börsenkurs 1,942 Share price 1,935 Estimation 1,823 Schätzung 1,819 Index derivative 1,737 Indexderivat 1,737 Optionsgeschäft 1,718 Option trading 1,653 Risk premium 1,637
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Online availability
All
Free 8,939 Undetermined 5,611 CC license 328
Type of publication
All
Article 15,389 Book / Working Paper 14,058 Journal 62 Other 7
Type of publication (narrower categories)
All
Article in journal 13,426 Aufsatz in Zeitschrift 13,426 Graue Literatur 3,714 Non-commercial literature 3,714 Working Paper 3,300 Arbeitspapier 3,253 Aufsatz im Buch 1,240 Book section 1,240 Hochschulschrift 994 Thesis 800 Collection of articles of several authors 326 Sammelwerk 326 Lehrbuch 300 Textbook 273 Bibliografie enthalten 175 Bibliography included 175 Collection of articles written by one author 147 Sammlung 147 Aufsatzsammlung 138 Glossar enthalten 120 Glossary included 120 Dissertation u.a. Prüfungsschriften 117 Konferenzschrift 106 Ratgeber 93 Handbook 90 Handbuch 90 Conference paper 76 Konferenzbeitrag 76 Amtsdruckschrift 75 Government document 75 Conference proceedings 71 Guidebook 69 research-article 38 Systematic review 35 Übersichtsarbeit 35 Bibliografie 29 Case study 26 Fallstudie 26 Forschungsbericht 26 Mikroform 24
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Language
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English 26,157 German 2,045 Undetermined 837 French 183 Spanish 154 Italian 69 Polish 32 Dutch 23 Portuguese 22 Swedish 14 Russian 9 Norwegian 8 Czech 6 Hungarian 6 Danish 4 Finnish 4 Croatian 2 Afrikaans 1 Arabic 1 Modern Greek (1453-) 1 Turkish 1 Ukrainian 1 Chinese 1
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Author
All
Fabozzi, Frank J. 123 Broll, Udo 117 McAleer, Michael 94 Lien, Da-hsiang Donald 82 Hull, John 78 Irwin, Scott H. 76 Jarrow, Robert A. 67 Chang, Chia-Lin 66 Chiarella, Carl 63 Subrahmanyam, Marti G. 59 Prokopczuk, Marcel 55 Tse, Yiuman 52 Leung, Tim 50 Benth, Fred Espen 49 Härdle, Wolfgang 48 Kit, Pong Wong 47 Till, Hilary 46 Hammoudeh, Shawkat 45 Kolb, Robert W. 42 Pies, Ingo 42 Scheicher, Martin 42 Augustin, Patrick 41 Joshi, Mark S. 41 Brigo, Damiano 40 Gündüz, Yalın 39 Tang, Dragon Yongjun 39 Miffre, Joëlle 38 Pelizzon, Loriana 38 Schwartz, Eduardo S. 38 Wahl, Jack E. 38 Zilcha, Itzhak 38 Duffie, Darrell 37 Gouriéroux, Christian 37 Brooks, Robert 36 Fung, Hung-gay 36 Platen, Eckhard 36 White, Alan 36 García, Philip 35 Webb, Robert I. 35 Acharya, Viral V. 34
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Institution
All
International Monetary Fund (IMF) 265 National Bureau of Economic Research 191 International Monetary Fund 108 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 30 Federal Reserve Bank of Chicago 28 Basel Committee on Banking Supervision 26 Federal Reserve Board (Board of Governors of the Federal Reserve System) 24 ECORYS 16 European Commission / Directorate-General for Employment, Social Affairs and Inclusion 16 Université Paris-Dauphine (Paris IX) 15 European Central Bank 14 International Organization of Securities Commissions 14 European Commission / Joint Research Centre 12 Federal Reserve Bank of New York 12 OECD 12 International Energy Agency 11 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 10 Ekonomiska forskningsinstitutet <Stockholm> 10 Springer Fachmedien Wiesbaden 10 University of Bonn, Germany 9 Chambre de commerce et d'industrie de Paris 8 Federal Reserve Bank of Atlanta 8 Verlag Dr. Kovač 8 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 7 Deutsche Forschungsgemeinschaft 7 Institute of Finance and Accounting <London> 7 Bank für Internationalen Zahlungsausgleich 6 Centre for Analytical Finance <Århus> 6 European Securities and Markets Authority 6 European University Institute / Department of Economics 6 Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart> 6 Finance Discipline Group, Business School 6 Internationaler Währungsfonds 6 Internationaler Währungsfonds / Research Department 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Wiley-VCH 6 World Bank 6 Asia Pacific Association of Derivatives 5 Commodity Research Bureau 5 European Training Foundation 5
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Published in...
All
The journal of futures markets 908 Energy economics 359 Journal of banking & finance 352 Finance research letters 246 International journal of theoretical and applied finance 245 International review of financial analysis 191 NBER working paper series 187 IMF Working Papers 169 Working paper / National Bureau of Economic Research, Inc. 166 NBER Working Paper 159 Journal of international money and finance 155 International review of economics & finance : IREF 154 Applied economics 143 The journal of finance : the journal of the American Finance Association 139 Journal of financial economics 135 Applied financial economics 134 Journal of international financial markets, institutions & money 130 The journal of derivatives : the official publication of the International Association of Financial Engineers 129 Journal of financial and quantitative analysis : JFQA 122 The journal of fixed income 118 The review of financial studies 115 Quantitative finance 114 The North American journal of economics and finance : a journal of financial economics studies 114 Applied economics letters 112 Economic modelling 111 Applied mathematical finance 107 Working paper 106 The European journal of finance 103 Review of derivatives research 100 Economics letters 94 Advances in futures and options research : a research annual 90 IMF Staff Country Reports 90 Research in international business and finance 90 European journal of operational research : EJOR 89 Journal of empirical finance 88 IMF working papers 87 SpringerLink / Bücher 87 Discussion paper / Centre for Economic Policy Research 86 The journal of structured finance 81 Global finance journal 78
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Source
All
ECONIS (ZBW) 27,851 RePEc 913 USB Cologne (EcoSocSci) 607 Other ZBW resources 58 EconStor 57 BASE 21 ArchiDok 9
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Showing 91 - 100 of 29,516
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Cheap money, geopolitics and supernormal backwardation of the WTI forward curve
El-Gamal, Mahmoud A.; Jaffe, Amy Myers; Medlock, … - In: Economics of energy & environmental policy 12 (2023) 1, pp. 57-79
Persistent link: https://www.econbiz.de/10014423663
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Commodity Futures Trading at the 52-Week High and Low
Laubsch, Joshua; Smales, Lee A.; Vo, Duc - 2023
We use the Commodity Futures Trading Commission’s Commitment of Traders report to investigate the trading behaviour of traders in 12 commodity futures markets. We find that commercial traders are contrarian, consistent with the prevalence of short hedgers, while non-commercial traders follow...
Persistent link: https://www.econbiz.de/10014349190
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Perpetual Futures in NFTs
Lommers, Kristof; Kim, Jack; Skidan, Boris; Smits, Viktor - 2023
This study discusses a pricing framework for perpetual futures in collection-based Non-Fungible Tokens (NFTs) which represent unique digital assets in a low liquidity and high price volatility environment. The collection could be viewed as the broad family to which an NFT belongs and the NFTs...
Persistent link: https://www.econbiz.de/10014349329
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Herding Behavior in Commodity ETFs
Ah Mand, Abdollah; Sifat, Imtiaz; Ang, Wei Kee; Choo, … - 2023
In this study, we use high-frequency microstructure components to explore commodity ETF herding. We employ a new GARCH model incorporating cross-sectional and market volatility at 15-, 30-, 45-, and 60-minute intervals. We document that during market instability and the COVID-19 pandemic,...
Persistent link: https://www.econbiz.de/10014349664
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Arbitrage Opportunities and Overnight Returns in Leveraged and Inverse ETFs
Kardava, Daniil - 2023
We investigate how accurate leveraged and inverse ETFs are in delivering their intended single-day returns and add much-needed context to the analysis of leveraged ETF performance. We demonstrate that these funds exhibit predictable deviations in returns relative to their target and design a...
Persistent link: https://www.econbiz.de/10014350679
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Examining Bitcoin Price Volatility Transmission between Spot and Futures Markets
Apostolakis, George - 2023
This paper examines volatility transmission between the spot and futures bitcoin markets. We use daily series over a sampling period that spans from December 2017 to September 2022. We examine several events that spread severe risk in cryptomarkets, such as the COVID-19 pandemic in 2020,...
Persistent link: https://www.econbiz.de/10014351390
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Cross-Hedging Strategies between CDS Spreads and Option Volatility during Crises
Fonseca, José da; Gottschalk, Katrin - 2023
This paper presents a joint analysis of the term structure of credit default swap (CDS) spreads and the implied volatility surface for European countries during 2007-2012, a sample period covering both the Global Financial Crisis and the European debt crisis. We analyze to which extent...
Persistent link: https://www.econbiz.de/10014254191
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A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
Fonseca, José da; Gottschalk, Katrin - 2023
This paper presents a joint analysis of the term structure of credit default swap (CDS) spreads and the implied volatility surface. The rapid development of the CDS market has provided convenient products to extract credit risk, and its interaction with equity volatility has been analyzed in...
Persistent link: https://www.econbiz.de/10014254192
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Macroeconomic effects of monetary policy in Japan : an analysis using interest rate futures surprises
Kubota, Hiroyuki; Shintani, Mototsugu - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 783-801
Persistent link: https://www.econbiz.de/10015193877
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The transmission of monetary policy to the cost of hedging
Fengler, Matthias; Koenigera, Winfried; Minger, Stephan - 2025
Persistent link: https://www.econbiz.de/10015196770
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