//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Heat kernel interest rate mode...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
116
Zinsstruktur
116
Theorie
90
Theory
90
Option pricing theory
79
Optionspreistheorie
79
Risikoprämie
54
Risk premium
54
Volatility
46
Volatilität
46
Estimation
43
Schätzung
43
USA
43
United States
43
CAPM
42
Capital income
40
Kapitaleinkommen
40
Zins
39
Interest rate
38
Stochastic process
31
Stochastischer Prozess
31
Credit risk
28
Kreditrisiko
28
Option trading
23
Optionsgeschäft
23
Risiko
17
Risk
17
Geldpolitik
16
Monetary policy
16
Derivat
15
Derivative
15
Term structure
14
Aktienoption
13
Börsenkurs
13
Corporate bond
13
Share price
13
Stock option
13
Unternehmensanleihe
13
Public bond
12
Öffentliche Anleihe
12
more ...
less ...
Online availability
All
Undetermined
79
Type of publication
All
Article
228
Type of publication (narrower categories)
All
Article in journal
225
Aufsatz in Zeitschrift
225
Language
All
English
227
Undetermined
1
Author
All
Bakshi, Gurdip S.
7
Jacobs, Kris
5
Carr, Peter
4
Chernov, Mikhail
4
Christoffersen, Peter F.
4
Goldstein, Robert S.
4
Longstaff, Francis A.
4
Ornthanalai, Chayawat
4
Wu, Liuren
4
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Collin-Dufresne, Pierre
3
Filipović, Damir
3
Kimmel, Robert
3
Koijen, Ralph S. J.
3
Newton, David P.
3
Singleton, Kenneth J.
3
Yang, Fan
3
Zhang, Chu
3
Andricopoulos, Ari D.
2
Boyarchenko, Nina
2
Buraschi, Andrea
2
Campbell, John Y.
2
Carpenter, Jennifer N.
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Du, Du
2
Duck, Peter W.
2
Engstrom, Eric
2
Feldhütter, Peter
2
Fusari, Nicola
2
Johnson, Shane A.
2
Joslin, Scott
2
King, Thomas B.
2
Le, Anh
2
Li, Gang
2
Liao, Gordon Y.
2
Liu, Yan
2
more ...
less ...
Published in...
All
Journal of financial economics
European journal of operational research : EJOR
907
NBER working paper series
696
International journal of theoretical and applied finance
678
Working paper / National Bureau of Economic Research, Inc.
638
Journal of banking & finance
584
NBER Working Paper
578
Journal of econometrics
407
Insurance / Mathematics & economics
405
Journal of economic dynamics & control
403
Finance and stochastics
371
Discussion paper / Centre for Economic Policy Research
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
Economics letters
354
The journal of futures markets
347
Applied economics
326
Economic modelling
326
Working paper
323
Finance research letters
311
Applied mathematical finance
309
Quantitative finance
295
The journal of computational finance
282
Discussion paper / Tinbergen Institute
273
Operations research letters
258
IMF working papers
257
Journal of money, credit and banking : JMCB
249
Journal of international money and finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Operations research
235
Working paper series / European Central Bank
234
International journal of production research
232
Mathematics of operations research
230
Finance and economics discussion series
229
Risks : open access journal
227
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Applied economics letters
223
International review of economics & finance : IREF
219
ECB Working Paper
218
Computational economics
216
Energy economics
202
more ...
less ...
Source
All
ECONIS (ZBW)
228
Showing
1
-
10
of
228
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
2
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
3
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
Saved in:
4
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
5
Monetary policy regimes : implications for the yield curve and bond pricing
Filipova, Kameliya
;
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 427-454
Persistent link: https://www.econbiz.de/10010495817
Saved in:
6
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
7
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
8
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
9
The term structure of interest rates in a pure exchange economy with heterogeneous investors
Wang, Jiang
- In:
Journal of financial economics
41
(
1996
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10001196558
Saved in:
10
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->