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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Interest rate"
~subject:"Risikoprämie"
~type_genre:"Aufsatz in Zeitschrift"
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Interest rate
Risikoprämie
Volatility
734
Volatilität
734
Yield curve
279
Zinsstruktur
279
USA
241
United States
241
Theorie
223
Theory
223
Estimation
175
Option pricing theory
175
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175
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174
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172
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157
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157
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113
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104
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88
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85
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76
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76
Stochastic process
74
Stochastischer Prozess
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70
Kreditrisiko
70
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69
Stock market
69
Hedging
56
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141
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Aufsatz in Zeitschrift
Article in journal
141
Arbeitspapier
44
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44
Graue Literatur
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141
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Uhrig-Homburg, Marliese
4
Bali, Turan G.
3
Prokopczuk, Marcel
3
Wese Simen, Chardin
3
Byun, Suk Joon
2
Doran, James S.
2
Dotsis, George
2
Fan, Longzhen
2
Gil-Alaña, Luis A.
2
Liu, Zhuoshi
2
Mele, Antonio
2
Moreno, Antonio
2
Obayashi, Yoshiki
2
Puigvert Gutiérrez, Josep Maria
2
Rompolis, Leonidas S.
2
Sarno, Lucio
2
Schlögl, Erik
2
Shalen, Catherine T.
2
Sun, Qian
2
Zhou, Hao
2
Abbritti, Mirko
1
Abrantes Metz, Rosa Maria Fontes
1
Ahmed, Shamim
1
Akram, Qaisar Farooq
1
Alexandros, Gabrielsen
1
Alexiou, Lykourgos
1
Alizadeh-Masoodian, Amir H.
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Almeida, Caio
1
Amiram, Dan
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Andreou, Panayiotis C.
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1
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1
Backwell, Alex
1
Badaoui, Saad
1
Banerjee, Prithviraj S.
1
Bansal, Naresh K.
1
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Journal of banking & finance
The journal of futures markets
Working paper series / European Central Bank
Journal of financial economics
93
International review of economics & finance : IREF
62
Journal of international money and finance
54
Applied economics
53
Journal of empirical finance
51
International review of financial analysis
49
Finance research letters
48
Applied financial economics
41
Economic modelling
41
Journal of international financial markets, institutions & money
37
Journal of money, credit and banking : JMCB
37
The journal of fixed income
37
The journal of finance : the journal of the American Finance Association
36
The North American journal of economics and finance : a journal of financial economics studies
35
The review of financial studies
35
Management science : journal of the Institute for Operations Research and the Management Sciences
34
International journal of theoretical and applied finance
32
Journal of economic dynamics & control
32
Applied economics letters
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Economics letters
24
Energy economics
23
Journal of econometrics
23
Journal of monetary economics
23
International journal of finance & economics : IJFE
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Review of finance : journal of the European Finance Association
22
The European journal of finance
22
Journal of financial markets
21
Insurance / Mathematics & economics
20
Journal of financial and quantitative analysis : JFQA
20
Cogent economics & finance
18
Journal of risk and financial management : JRFM
18
Pacific-Basin finance journal
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Journal of mathematical finance
17
Quantitative finance
17
Review of quantitative finance and accounting
17
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ECONIS (ZBW)
141
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1
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
2
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
3
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
4
Credit spreads and state-dependent volatility : theory and empirical evidence
Perrakis, Stylianos
;
Zhong, Rui
- In:
Journal of banking & finance
55
(
2015
),
pp. 215-231
Persistent link: https://www.econbiz.de/10011379076
Saved in:
5
Risk-free rates and variance futures prices
Rompolis, Leonidas S.
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 943-967
Persistent link: https://www.econbiz.de/10011568814
Saved in:
6
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
7
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
8
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
9
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
10
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
Kalimipalli, Madhu
;
Nayak, Subhankar
;
Perez, M. Fabricio
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 2969-2990
Persistent link: https://www.econbiz.de/10009777275
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