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Journal of banking & finance
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ECONIS (ZBW)
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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
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2
A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert
;
Cline, Brandon N.
;
Enders, Walter
- In:
Journal of banking & finance
54
(
2015
),
pp. 239-253
Persistent link: https://www.econbiz.de/10011377823
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3
Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien
;
Spieser, Philippe K.
- In:
Journal of banking & finance
50
(
2015
),
pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
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4
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
5
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
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6
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1376-1387
Persistent link: https://www.econbiz.de/10003855482
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7
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
8
Libor manipulation?
Abrantes Metz, Rosa Maria Fontes
;
Kraten, Michael
; …
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10009411158
Saved in:
9
Regime dependent determinants of credit dafault swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
10
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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