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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Interest rate"
~subject:"Risikoprämie"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Interest rate
Risikoprämie
Volatilität
Volatility
374
Yield curve
221
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221
Theorie
174
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174
Capital income
124
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Skiadopoulos, George
6
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4
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4
Uhrig-Homburg, Marliese
4
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3
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3
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Wese Simen, Chardin
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2
Andreou, Panayiotis C.
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Davidson, Wallace Norman
2
De Santis, Roberto A.
2
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2
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Journal of banking & finance
Working paper series / European Central Bank
Energy economics
618
Finance research letters
617
International review of financial analysis
443
Applied economics
412
International review of economics & finance : IREF
402
The journal of futures markets
362
Economic modelling
360
The North American journal of economics and finance : a journal of financial economics studies
338
Journal of econometrics
326
Journal of empirical finance
284
Applied financial economics
283
Applied economics letters
282
International journal of theoretical and applied finance
266
Research in international business and finance
264
Journal of international money and finance
263
Journal of international financial markets, institutions & money
259
Economics letters
256
Journal of financial economics
228
Journal of risk and financial management : JRFM
205
Quantitative finance
200
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
184
Pacific-Basin finance journal
179
The European journal of finance
170
International Journal of Energy Economics and Policy : IJEEP
167
International journal of finance & economics : IJFE
166
Journal of economic dynamics & control
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
International journal of forecasting
146
The review of financial studies
141
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137
The journal of finance : the journal of the American Finance Association
134
Applied mathematical finance
120
Computational economics
120
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
119
Journal of financial econometrics : official journal of the Society for Financial Econometrics
114
Journal of financial and quantitative analysis : JFQA
112
Cogent economics & finance
111
Global finance journal
110
Risks : open access journal
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ECONIS (ZBW)
433
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1
Individual stock-option prices and credit spreads
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
; …
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2706-2715
Persistent link: https://www.econbiz.de/10003796160
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
Modelling sovereign credit spreads with international macro-factors : the case of Brazil 1998 - 2009
Liu, Zhuoshi
;
Spencer, Peter D.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 241-256
Persistent link: https://www.econbiz.de/10009705703
Saved in:
6
VIX option pricing and CBOE VIX Term Structure : a new methodology for volatility derivatives valuation
Lin, Yueh-neng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4432-4446
Persistent link: https://www.econbiz.de/10010247020
Saved in:
7
Credit default swap spreads and variance risk premia
Wang, Hao
;
Zhou, Hao
;
Zhou, Yi
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3733-3746
Persistent link: https://www.econbiz.de/10010126846
Saved in:
8
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:
9
Identifying, valuing and hedging of embedded options in non-maturity deposits
Blöchlinger, Andreas
- In:
Journal of banking & finance
50
(
2015
),
pp. 34-51
Persistent link: https://www.econbiz.de/10010509151
Saved in:
10
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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