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~isPartOf:"International economic review"
~isPartOf:"Journal of banking & finance"
~language:"ara"
~language:"eng"
~person:"Gersbach, Hans"
~person:"Leeper, Eric M."
~person:"Lioui, Abraham"
~person:"Miceli, Thomas J."
~person:"Nawalkha, Sanjay K."
~person:"Poncet, Patrice"
~subject:"Game theory"
~subject:"General equilibrium"
~subject:"Monetary policy"
~subject:"Risk premium"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Gersbach, Hans
Leeper, Eric M.
Lioui, Abraham
Miceli, Thomas J.
Nawalkha, Sanjay K.
Poncet, Patrice
Sarkar, Sudipto
8
Shi, Shouyong
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International economic review
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Working papers / University of Connecticut, Department of Economics
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44
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33
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13
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9
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ECONIS (ZBW)
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1
Generalized solutions of higher-order duration measures
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
14
(
1990
)
6
,
pp. 1143-1150
Persistent link: https://www.econbiz.de/10001098498
Saved in:
2
Face value convergence for stochastic bond price processes : a note on Merton's partial equilibrium option pricing model
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001181869
Saved in:
3
The duration vector : a continuous-time extension to default-free interest rate contingent claims
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
19
(
1995
)
8
,
pp. 1359-1378
Persistent link: https://www.econbiz.de/10001191466
Saved in:
4
Currency risk hedging : futures vs. forward
Lioui, Abraham
- In:
Journal of banking & finance
22
(
1998
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
Saved in:
5
A contingent claims analysis of the interest rate risk characteristics of corporate liabilities
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
20
(
1996
)
2
,
pp. 227-245
Persistent link: https://www.econbiz.de/10001195185
Saved in:
6
Generalized M-vector models for hedging interest rate risk
Nawalkha, Sanjay K.
;
Soto, Gloria M.
;
Zhang, Jun
- In:
Journal of banking & finance
27
(
2003
)
8
,
pp. 1581-1604
Persistent link: https://www.econbiz.de/10001770319
Saved in:
7
General equilibrium real and nominal interest rates
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1569-1595
Persistent link: https://www.econbiz.de/10002100496
Saved in:
8
General equilibrium pricing of CPI derivatives
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
Saved in:
9
International asset allocation : a new perspective
Lioui, Abraham
;
Poncet, Patrice
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2203-2230
Persistent link: https://www.econbiz.de/10001798817
Saved in:
10
Collective bargaining, awareness of general equilibrium effects, and unemployment
Gersbach, Hans
;
Schniewind, Achim
- In:
International economic review
52
(
2011
)
3
,
pp. 693-712
Persistent link: https://www.econbiz.de/10009379488
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