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Search: subject:"interest rate futures"
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Subject
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Interest rate derivative
1,990
Zinsderivat
1,990
Yield curve
782
Zinsstruktur
782
Theorie
717
Theory
717
Optionspreistheorie
455
Option pricing theory
453
Derivat
416
Derivative
416
USA
341
Zins
338
United States
336
Interest rate
328
Swap
319
Volatilität
248
Volatility
247
Public bond
209
Öffentliche Anleihe
209
Hedging
189
Estimation
179
Schätzung
179
Deutschland
134
Germany
133
CAPM
127
Stochastic process
112
Stochastischer Prozess
112
Geldpolitik
110
Monetary policy
109
Currency derivative
108
Währungsderivat
108
Credit risk
95
Kreditrisiko
93
Bond
84
Risikoprämie
84
Risk premium
84
Anleihe
83
Welt
81
World
81
Government securities
80
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Free
545
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199
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Article
1,047
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1,020
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926
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926
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372
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372
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323
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118
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99
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99
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97
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37
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37
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17
Sammlung
17
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16
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15
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13
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13
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9
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4
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4
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1,810
German
188
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26
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14
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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
Söderlind, Paul
10
Werner, Thomas
10
White, Alan
10
Chen, Ren-Raw
9
Fabozzi, Frank J.
9
Herwartz, Helmut
9
Jarrow, Robert A.
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
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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
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Published in...
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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
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Source
All
ECONIS (ZBW)
2,004
RePEc
36
USB Cologne (EcoSocSci)
27
Showing
141
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150
of
2,067
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141
A mean-field extension of the LIBOR market model
Desmettre, Sascha
;
Hochgerner, Simon
;
Omerovic, Sanela
; …
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189919
Saved in:
142
The information in global
interest
rate
futures
contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
143
The impact of high speed quoting on execution risk dynamics : evidence from
interest
rate
futures
markets
Nie, Jing
;
Penen Malagon, Juliana
;
Williams, Julian
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1434-1465
Persistent link: https://www.econbiz.de/10013287987
Saved in:
144
Pricing of bond options in India
Chaudhuri, Sunrita
;
Pandey, Alok
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 359-383
Persistent link: https://www.econbiz.de/10014311656
Saved in:
145
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
146
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
147
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
148
Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps
Hattori, Takahiro
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013343385
Saved in:
149
Yield curve reactions to fiscal sentiment in Brazil
Montes, Gabriel Caldas
;
Fonseca, Vítor Manuel Araújo da
- In:
Journal of financial economic policy
14
(
2022
)
5
,
pp. 651-673
Persistent link: https://www.econbiz.de/10013361516
Saved in:
150
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
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