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~isPartOf:"International journal of theoretical and applied finance"
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Yield curve
111
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40
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International journal of theoretical and applied finance
MPRA Paper
1,066
ERIM Report Series Research in Management
927
NBER Working Papers
511
ECB Working Paper
472
Working Paper
399
NBER working paper series
332
LSE Research Online Documents on Economics
324
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
CEPR Discussion Papers
263
Working paper series / European Central Bank
257
IMF Working Paper
254
Working paper / National Bureau of Economic Research, Inc.
237
CESifo Working Paper
225
Journal of banking & finance
221
NBER Working Paper
212
CESifo working papers
185
Economics Papers from University Paris Dauphine
175
Research paper series / Swiss Finance Institute
168
Working paper
166
CESifo Working Paper Series
155
Discussion paper / Tinbergen Institute
153
Tinbergen Institute Discussion Paper
150
The journal of fixed income
140
Tinbergen Institute Discussion Papers
139
Discussion paper / Centre for Economic Policy Research
132
Finance
130
FEDS Working Paper
127
Finance and economics discussion series
125
Journal of Banking & Finance
125
Journal of international money and finance
120
Journal of financial economics
116
IZA Discussion Papers
113
Discussion paper
112
Swiss Finance Institute Research Paper
112
BIS Working Paper
111
Staff reports / Federal Reserve Bank of New York
109
IMF working papers
105
Ovidius University Annals, Economic Sciences Series
103
SFB 649 Discussion Paper
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ECONIS (ZBW)
112
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1
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
2
Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
Saved in:
3
An infinite factor model for credit risk
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10003285916
Saved in:
4
Bond market model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
Saved in:
5
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
Saved in:
6
Arbitrage smoothing in fitting a sequence of yield curves
Bekker, Paul A.
;
Bouwman, Kees E.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
Saved in:
7
A new finite element method for pricing of bond options under time inhomogeneous affine term structure models of interest rates
Yang, Hongtao
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10003415634
Saved in:
8
Variance term structure and VIX futures pricing
Zhu, Yingzi
;
Zhang, Jin E.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 111-127
Persistent link: https://www.econbiz.de/10003415735
Saved in:
9
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
Saved in:
10
Defaultable Lévy Libor rates and credit derivatives
Huehne, Florian
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 407-435
Persistent link: https://www.econbiz.de/10003463421
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