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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
NBER working paper series
403
Working paper / National Bureau of Economic Research, Inc.
371
NBER Working Paper
336
Discussion paper / Centre for Economic Policy Research
231
Journal of banking & finance
230
ECB Working Paper
176
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167
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153
Economics letters
152
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140
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139
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133
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116
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81
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78
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76
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of empirical finance
73
International review of financial analysis
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
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67
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ECONIS (ZBW)
112
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1
A multivariate regime switching approach to the relation between the stock market, the interest rate and output
Kanas, Angelos
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 657-671
Persistent link: https://www.econbiz.de/10003791845
Saved in:
2
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
3
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
Saved in:
4
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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