//--> //--> //--> //-->
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
A hybrid model for pricing and...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
207
Portfolio-Management
207
Capital income
106
Kapitaleinkommen
106
Theorie
103
Theory
103
CAPM
96
Estimation
88
Schätzung
88
Yield curve
83
Zinsstruktur
83
Hedging
57
Volatility
51
Volatilität
51
Aktienmarkt
50
Stock market
50
Börsenkurs
47
Share price
47
Option pricing theory
43
Optionspreistheorie
43
Risiko
43
Risk
43
Behavioural finance
39
Anlageverhalten
38
USA
38
United States
38
Risikoprämie
37
Risk premium
37
Interest rate
31
Zins
31
ARCH model
28
ARCH-Modell
28
Forecasting model
28
Prognoseverfahren
28
Welt
28
World
28
Risikomaß
26
Risk measure
26
Public bond
24
Öffentliche Anleihe
24
more ...
less ...
Online availability
All
Undetermined
250
Free
5
Type of publication
All
Article
434
Type of publication (narrower categories)
All
Article in journal
432
Aufsatz in Zeitschrift
432
Language
All
English
434
Author
All
Fabozzi, Frank J.
8
Umar, Zaghum
6
Yoon, Seong-min
6
Zaremba, Adam
6
Bikker, Jacob A.
4
Grobys, Klaus
4
Gubareva, Mariya
4
Hammoudeh, Shawkat
4
Hernandez, Jose Arreola
4
Balli, Faruk
3
Barbi, Massimiliano
3
Blazsek, Szabolcs
3
Bonaparte, Yosef
3
Dempsey, Michael
3
Goodwin, Barry K.
3
Kim, Saejoon
3
Mateus, Cesario
3
Nawrocki, David N.
3
Shahzad, Syed Jawad Hussain
3
Tiwari, Aviral Kumar
3
Zhang, Jin E.
3
Akhtaruzzaman, Md.
2
Akram, Tanweer
2
Aloui, Chaker
2
Atilgan, Yigit
2
Balli, Hatice Ozer
2
Brzoza-Brzezina, Michał
2
Cheema, Muhammad A.
2
Chen, Dar-hsin
2
Chen, Li-Hsueh
2
Chen, Shi
2
Choi, Kyongwook
2
Demirtas, K. Ozgur
2
Elgammal, Mohammed Mohammed
2
Elyasiani, Elyas
2
Esteban, María Victoria
2
Gehricke, Sebastian A.
2
Gunaydin, A. Doruk
2
Han, Chulwoo
2
Huang, Fu-Wei
2
more ...
less ...
Published in...
All
Applied economics
Journal of banking & finance
1,251
NBER working paper series
1,233
Working paper / National Bureau of Economic Research, Inc.
1,081
Finance research letters
921
NBER Working Paper
890
International journal of theoretical and applied finance
786
Journal of financial economics
764
The journal of futures markets
721
The journal of finance : the journal of the American Finance Association
616
European journal of operational research : EJOR
576
Journal of economic dynamics & control
562
Insurance / Mathematics & economics
559
International review of financial analysis
544
The review of financial studies
537
Mathematical finance : an international journal of mathematics, statistics and financial theory
513
Discussion paper / Centre for Economic Policy Research
484
Finance and stochastics
482
IMF Working Papers
470
International review of economics & finance : IREF
430
Journal of empirical finance
428
Journal of financial and quantitative analysis : JFQA
425
Quantitative finance
425
Research paper series / Swiss Finance Institute
405
Economics letters
402
Economic modelling
378
Management science : journal of the Institute for Operations Research and the Management Sciences
378
The North American journal of economics and finance : a journal of financial economics studies
377
The European journal of finance
370
Applied mathematical finance
363
Working paper
354
Journal of international money and finance
348
Energy economics
339
Risks : open access journal
319
Applied financial economics
316
Pacific-Basin finance journal
307
The journal of portfolio management : a publication of Institutional Investor
298
Journal of international financial markets, institutions & money
297
The journal of computational finance
295
The journal of asset management
292
more ...
less ...
Source
All
ECONIS (ZBW)
434
Showing
1
-
10
of
434
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate risk estimation : a new duration-based approach
Bajo, Emanuele
;
Barbi, Massimiliano
;
Hullier, David
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2697-2704
Persistent link: https://www.econbiz.de/10010189364
Saved in:
2
Model-free nonparametric bounds for zero-coupon interest rates in
bond
markets without the no arbitrage principle
Lapshin, Victor
- In:
Applied economics
54
(
2022
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
Saved in:
3
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:
4
Diversification and
hedging
strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
Abuzayed, Bana
;
Al-Fayoumi, Nedal
- In:
Applied economics
55
(
2023
)
36
,
pp. 4228-4238
Persistent link: https://www.econbiz.de/10014299624
Saved in:
5
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
6
JGBs' chronically low nominal yields : a VEC approach
Akram, Tanweer
;
Li, Huiqing
- In:
Applied economics
52
(
2020
)
53
,
pp. 5873-5893
Persistent link: https://www.econbiz.de/10012308338
Saved in:
7
Economic uncertainties, macroeconomic announcements and sukuk spreads
Balli, Faruk
;
Syed Mabruk Billah
;
Balli, Hatice Ozer
; …
- In:
Applied economics
52
(
2020
)
35
,
pp. 3748-3769
Persistent link: https://www.econbiz.de/10012258979
Saved in:
8
The tax-rate induced
bond
substitution hypothesis and the traditional textbook treatment of the relationship between tax-free and taxable
bond
yields
Cebula, Richard J.
;
Clark, Jeff Ray
- In:
Applied economics
52
(
2020
)
14
,
pp. 1606-1616
Persistent link: https://www.econbiz.de/10012197576
Saved in:
9
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:
10
Dynamic strategies for fixed-income investment
Kung, James J.
- In:
Applied economics
40
(
2008
)
10/12
,
pp. 1341-1354
Persistent link: https://www.econbiz.de/10003742653
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...
//-->