//--> //--> //--> //-->
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
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:"interest rate futures"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Interest rate derivative
1,999
Zinsderivat
1,999
Yield curve
788
Zinsstruktur
788
Theorie
723
Theory
723
Optionspreistheorie
457
Option pricing theory
455
Derivat
418
Derivative
418
USA
341
Zins
340
United States
336
Interest rate
331
Swap
322
Volatilität
251
Volatility
250
Public bond
212
Öffentliche Anleihe
212
Hedging
190
Estimation
182
Schätzung
182
Deutschland
134
Germany
133
CAPM
129
Stochastic process
114
Stochastischer Prozess
114
Geldpolitik
111
Monetary policy
110
Currency derivative
108
Währungsderivat
108
Credit risk
95
Kreditrisiko
93
Risikoprämie
86
Risk premium
86
Bond
85
Anleihe
84
Welt
82
World
82
Government securities
80
more ...
less ...
Online availability
All
Free
550
Undetermined
206
Type of publication
All
Article
1,054
Book / Working Paper
1,022
Type of publication (narrower categories)
All
Article in journal
932
Aufsatz in Zeitschrift
932
Graue Literatur
373
Non-commercial literature
373
Arbeitspapier
326
Working Paper
326
Hochschulschrift
118
Aufsatz im Buch
100
Book section
100
Thesis
97
Bibliografie enthalten
37
Bibliography included
37
Collection of articles written by one author
17
Sammlung
17
Lehrbuch
16
Dissertation u.a. Prüfungsschriften
15
Textbook
15
Collection of articles of several authors
13
Sammelwerk
13
Forschungsbericht
9
Conference paper
4
Konferenzbeitrag
4
Konferenzschrift
4
Amtsdruckschrift
3
Aufsatzsammlung
3
Formelsammlung
3
Government document
3
Handbook
3
Handbuch
3
Mikroform
3
Aufgabensammlung
2
Conference proceedings
2
Glossar enthalten
2
Glossary included
2
Nachschlagewerk
2
Reference book
2
Reprint
2
Wörterbuch
2
Bibliografie
1
Case study
1
more ...
less ...
Language
All
English
1,819
German
188
Undetermined
26
Italian
14
Spanish
14
French
13
Polish
2
Portuguese
2
Dutch
1
Norwegian
1
more ...
less ...
Author
All
Chiarella, Carl
17
Hess, Dieter
17
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Moessner, Richhild
13
Rebonato, Riccardo
13
Schlögl, Erik
13
Akram, Tanweer
12
Bhar, Ramaprasad
12
Joshi, Mark S.
12
Mamun, Khawaja Abdullah al
12
Pelsser, Antoon André Jean
12
Sandmann, Klaus
12
Schoenmakers, John
12
Upper, Christian
12
Bianchetti, Marco
11
Mercurio, Fabio
11
Moraleda Novo, Juan Manuel
11
Fang, Victor
10
Ito, Takayasu
10
Jarrow, Robert A.
10
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Fabozzi, Frank J.
9
Herwartz, Helmut
9
Kuprianov, Anatoli
9
Miltersen, Kristian R.
9
Burgess, Nicholas
8
Gay, Gerald D.
8
Grbac, Zorana
8
Kolb, Robert W.
8
Malhotra, Davinder Kumar
8
Ritchken, Peter H.
8
Arak, Marcelle V.
7
Azad, A. S. M. Sohel
7
Blaskowitz, Oliver
7
Caspers, Peter
7
more ...
less ...
Institution
All
International Monetary Fund (IMF)
18
National Bureau of Economic Research
10
International Monetary Fund
7
Centre for Analytical Finance <Århus>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
London International Financial Futures Exchange
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Deutsche Forschungsgemeinschaft
2
Deutsche Terminbörse <Frankfurt, Main>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Associazione Operatori Bancari in Titoli
1
Banca d'Italia
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Danmarks Nationalbank
1
EconWPA
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of St. Louis
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Federal Reserve System / Financial Studies Section
1
Friedr. Vieweg und Sohn
1
Goethe-Universität Frankfurt am Main
1
Hanns Seidel Stiftung
1
Hochschule St. Gallen für Wirtschafts-, Rechts- und Sozialwissenschaften
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Institute of Chartered Financial Analysts / Research Foundation
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Marché à Terme d'Instruments Financiers <Paris>
1
Melbourne Institute of Applied Economic and Social Research
1
Oesterreichische Nationalbank
1
Oesterreichische Nationalbank / Abteilung für Finanzmarktanalyse
1
more ...
less ...
Published in...
All
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
IMF Working Papers
14
Applied financial economics
13
Europäische Hochschulschriften / 5
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
2,013
RePEc
36
USB Cologne (EcoSocSci)
27
Showing
101
-
110
of
2,076
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
101
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
102
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
103
Short-term ratebBenchmarks : the post-LIBOR regime
Tuckman, Bruce
- In:
Annual review of financial economics
15
(
2023
),
pp. 473-491
Persistent link: https://www.econbiz.de/10014426350
Saved in:
104
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
105
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
106
Cross-currency basis swap spreads and corporate dollar funding
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
; …
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014433286
Saved in:
107
U.S. dollar swap yields : an analysis of the dynamics of monthly changes
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
- In:
Journal of economic issues
57
(
2023
)
2
,
pp. 522-531
Persistent link: https://www.econbiz.de/10014445024
Saved in:
108
An inquiry concerning Japanese yen swap yields
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
- In:
The Japanese political economy
49
(
2023
)
4
,
pp. 346-371
Persistent link: https://www.econbiz.de/10014446727
Saved in:
109
Decomposing LIBOR in transition : evidence from the futures markets
Skov, Jacob Bjerre
;
Skovmand, David
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 959-978
Persistent link: https://www.econbiz.de/10014304406
Saved in:
110
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
First
Prev
7
8
9
10
11
12
13
14
15
16
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->