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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Interest rate"
~subject:"Risikoprämie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Interest rate
Risikoprämie
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Volatilität
374
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221
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221
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174
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174
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Skiadopoulos, George
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4
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2
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Journal of banking & finance
Working paper series / European Central Bank
Energy economics
615
Finance research letters
545
International review of financial analysis
443
Applied economics
412
International review of economics & finance : IREF
394
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
Applied financial economics
283
Applied economics letters
282
Journal of empirical finance
280
International journal of theoretical and applied finance
266
Research in international business and finance
264
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263
Journal of international financial markets, institutions & money
257
Economics letters
256
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228
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205
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
184
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176
International Journal of Energy Economics and Policy : IJEEP
166
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166
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161
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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114
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112
Cogent economics & finance
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
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ECONIS (ZBW)
433
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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
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:
6
Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Journal of banking & finance
99
(
2019
),
pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
Saved in:
7
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:
8
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:
9
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
10
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
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