//--> //--> //--> //-->
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:"Economic modelling"
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
Two-Factor Hull-White Model Re...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate
102
Zins
102
Yield curve
73
Zinsstruktur
73
Correlation
70
Korrelation
70
Estimation
68
Schätzung
68
Theorie
64
Theory
64
Volatility
58
Volatilität
57
Geldpolitik
51
Monetary policy
51
Option pricing theory
49
Optionspreistheorie
49
Welt
32
World
32
Aktienmarkt
30
Stock market
30
ARCH model
29
ARCH-Modell
29
USA
28
United States
28
Börsenkurs
27
Share price
27
Stochastic process
26
Stochastischer Prozess
26
Public bond
24
Öffentliche Anleihe
24
Capital income
22
Geldpolitische Transmission
22
Kapitaleinkommen
22
Monetary transmission
22
Time series analysis
22
Zeitreihenanalyse
22
EU countries
21
EU-Staaten
21
Euro area
21
Eurozone
21
more ...
less ...
Online availability
All
Undetermined
135
Free
3
Type of publication
All
Article
270
Type of publication (narrower categories)
All
Article in journal
270
Aufsatz in Zeitschrift
270
Conference paper
3
Konferenzbeitrag
3
Language
All
English
270
Author
All
Shen, Yang
4
Siu, Tak Kuen
4
Hammoudeh, Shawkat
3
Li, Hongyi
3
Li, Shenghong
3
Aloui, Chaker
2
Andrieş, Alin Marius
2
Berisha, Edmond
2
Bucci, Andrea
2
Chang, Chuen-ping
2
Chen, Si
2
Crespo Cuaresma, Jesús
2
Degiannakis, Stavros
2
Fan, Kun
2
Fenech, Jean Pierre
2
Feng, Yun
2
Hainaut, Donatien
2
Hkiri, Besma
2
Horváth, Roman
2
Iglesias, Emma M.
2
Ihnatov, Iulian
2
Kaya, Huseyin
2
Kit, Pong Wong
2
Livada, Alexandra
2
Martínez-García, Enrique
2
Mensi, Walid
2
Meszaros, John
2
Min, Hong-ghi
2
Mitra, Subrata Kumar
2
Pal, Debdatta
2
Palomba, Giulio
2
Papadamou, Stephanos
2
Prigent, Jean-Luc
2
Stanisławska, Ewa
2
Tiwari, Aviral Kumar
2
Wang, Rongming
2
Wohar, Mark E.
2
Wu, Chongfeng
2
Xu, Weidong
2
Zhang, Wei-guo
2
more ...
less ...
Published in...
All
Economic modelling
NBER working paper series
692
Working paper / National Bureau of Economic Research, Inc.
621
Journal of banking & finance
598
International journal of theoretical and applied finance
568
NBER Working Paper
567
The journal of futures markets
462
IMF Working Papers
416
Finance research letters
348
Discussion paper / Centre for Economic Policy Research
318
Applied economics
308
Mathematical finance : an international journal of mathematics, statistics and financial theory
304
Economics letters
303
Applied mathematical finance
286
Journal of economic dynamics & control
281
The journal of computational finance
267
Journal of international money and finance
258
Working paper
258
IMF working papers
257
Finance and stochastics
255
Journal of money, credit and banking : JMCB
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
243
Journal of financial economics
237
Quantitative finance
237
International review of economics & finance : IREF
225
Journal of econometrics
225
Finance and economics discussion series
222
Working paper series / European Central Bank
220
ECB Working Paper
214
The journal of fixed income
204
The journal of finance : the journal of the American Finance Association
203
Applied economics letters
200
The review of financial studies
195
The North American journal of economics and finance : a journal of financial economics studies
193
Insurance / Mathematics & economics
190
Applied financial economics
188
Review of derivatives research
186
International review of financial analysis
185
European journal of operational research : EJOR
183
Journal of empirical finance
182
more ...
less ...
Source
All
ECONIS (ZBW)
270
Showing
1
-
10
of
270
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
2
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
Saved in:
3
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
4
International swap market contagion and volatility
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
; …
- In:
Economic modelling
47
(
2015
),
pp. 355-371
Persistent link: https://www.econbiz.de/10011439454
Saved in:
5
Financial variables and euro area growth : a non-parametric causality analysis
Panopulu, Aikaterinē
- In:
Economic modelling
26
(
2009
)
6
,
pp. 1414-1419
Persistent link: https://www.econbiz.de/10003923595
Saved in:
6
Interrelationships and volatility of the financial asset prices under capital flows : the case of Korea
Lee, Ki Seong
;
Yoon, Seok
- In:
Economic modelling
24
(
2007
)
3
,
pp. 386-397
Persistent link: https://www.econbiz.de/10003428974
Saved in:
7
Correlation
regimes in international equity and bond returns
Aslanidis, Nektarios
;
Martinez, Oscar
- In:
Economic modelling
97
(
2021
),
pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
Saved in:
8
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
9
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
10
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
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...
//-->