//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
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
Heat kernel interest rate mode...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zins
146
Interest rate
145
Estimation
108
Schätzung
108
Yield curve
83
Zinsstruktur
83
Theorie
76
Theory
76
Markov chain
52
Markov-Kette
52
Volatility
52
Volatilität
52
Geldpolitik
51
Monetary policy
51
Stochastic process
51
Stochastischer Prozess
51
USA
45
United States
45
Option pricing theory
42
Optionspreistheorie
42
Forecasting model
25
Prognoseverfahren
25
Inflation
23
ARCH model
22
ARCH-Modell
22
Public debt
22
Öffentliche Schulden
22
Capital income
21
Kapitaleinkommen
21
Time series analysis
21
Zeitreihenanalyse
21
EU countries
20
EU-Staaten
20
Business cycle
19
Konjunktur
19
Public bond
19
Öffentliche Anleihe
19
Großbritannien
18
United Kingdom
18
Börsenkurs
17
more ...
less ...
Online availability
All
Undetermined
146
Free
2
Type of publication
All
Article
326
Type of publication (narrower categories)
All
Article in journal
325
Aufsatz in Zeitschrift
325
Language
All
English
326
Author
All
Berument, Hakan
4
Gil-Alaña, Luis A.
4
Umar, Zaghum
4
Blazsek, Szabolcs
3
Hung, Mao-Wei
3
Lange, Ronald H.
3
Li, Kui-wai
3
Akhtaruzzaman, Md.
2
Akram, Tanweer
2
Baghestani, Hamid
2
Barros, Carlos Pestana
2
Brzoza-Brzezina, Michał
2
Caporale, Tony
2
Cebula, Richard J.
2
Ceylan, Nildağ Başak
2
Chang, Hsu-Ling
2
Chen, Li-Hsueh
2
Chen, Shi
2
Choi, Kyongwook
2
Clements, Kenneth W.
2
Dempsey, Michael
2
Elyasiani, Elyas
2
Ferrer, Román
2
Froyen, Richard T.
2
Fullerton, Thomas M.
2
Gehricke, Sebastian A.
2
Goutte, Stéphane
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Hauner, David
2
Ho, Han-Chiang
2
Huang, Fu-Wei
2
Jammazi, Rania
2
Jareño, Francisco
2
Johnson, Paul A.
2
Kakamu, Kazuhiko
2
Kaya, Ilker
2
Kotłowski, Jacek
2
Lapshin, Victor
2
Layton, Allan P.
2
more ...
less ...
Published in...
All
Applied economics
European journal of operational research : EJOR
907
NBER working paper series
696
International journal of theoretical and applied finance
678
Working paper / National Bureau of Economic Research, Inc.
638
Journal of banking & finance
584
NBER Working Paper
578
Journal of econometrics
407
Insurance / Mathematics & economics
405
Journal of economic dynamics & control
403
Finance and stochastics
371
Discussion paper / Centre for Economic Policy Research
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
Economics letters
354
The journal of futures markets
347
Economic modelling
326
Working paper
323
Finance research letters
311
Applied mathematical finance
309
Quantitative finance
295
The journal of computational finance
282
Discussion paper / Tinbergen Institute
273
Operations research letters
258
IMF working papers
257
Journal of money, credit and banking : JMCB
249
Journal of international money and finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Operations research
235
Working paper series / European Central Bank
234
International journal of production research
232
Mathematics of operations research
230
Finance and economics discussion series
229
Journal of financial economics
228
Risks : open access journal
227
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Applied economics letters
223
International review of economics & finance : IREF
219
ECB Working Paper
218
Computational economics
216
Energy economics
202
more ...
less ...
Source
All
ECONIS (ZBW)
326
Showing
1
-
10
of
326
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan
;
Baaquie, Belal E.
;
Du, Xin
;
Zhang, Ying
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
Saved in:
2
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
3
Valuing investment projects under interest rate risk : empirical evidence from European firms
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Applied economics
49
(
2017
)
56
,
pp. 5662-5672
Persistent link: https://www.econbiz.de/10011845287
Saved in:
4
Consumption and the interest rate : a changing dynamic?
Nordström, Martin
- In:
Applied economics
52
(
2020
)
51
,
pp. 5564-5578
Persistent link: https://www.econbiz.de/10012307780
Saved in:
5
A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo
- In:
Applied economics
49
(
2017
)
40
,
pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005
Saved in:
6
Markov-switching models, rational expectations and the term structure of interest rates
Beyaert, Arielle
;
Pérez-Castejón, Juan José
- In:
Applied economics
41
(
2009
)
1/3
,
pp. 399-412
Persistent link: https://www.econbiz.de/10003829417
Saved in:
7
A discrete time model of convergence for the term structure of interest rates in the case of entering a monetary union
Aevskiy, V.
;
Chetverikov, V.
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2333-2340
Persistent link: https://www.econbiz.de/10011590965
Saved in:
8
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
9
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
10
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->