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~isPartOf:"Journal of financial economics"
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Yield curve
116
Zinsstruktur
116
Theorie
57
Theory
57
Risikoprämie
43
Risk premium
43
Estimation
32
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Longstaff, Francis A.
4
Bai, Jennie
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3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
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Le, Anh
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Journal of financial economics
MPRA Paper
781
Zi you zhong guo zhi gong ye
763
NBER working paper series
518
ECB Working Paper
488
Working paper / National Bureau of Economic Research, Inc.
395
IMF Working Paper
392
NBER Working Paper
346
CEPR Discussion Papers
340
NBER Working Papers
328
Working Paper
317
CESifo Working Paper
291
Journal of banking & finance
286
Working paper
265
CESifo working papers
264
Working paper series / European Central Bank
259
Applied economics
257
The journal of futures markets
239
CESifo Working Paper Series
210
Journal of international money and finance
208
Discussion paper / Centre for Economic Policy Research
198
Economic review : issued bi-monthly
197
Economics Papers from University Paris Dauphine
180
International review of economics & finance : IREF
176
The journal of fixed income
175
Review of Pacific Basin financial markets and policies
169
Journal of Banking & Finance
166
BIS Working Paper
163
IMF working papers
154
Finance research letters
151
International journal of theoretical and applied finance
150
Research paper series / Swiss Finance Institute
150
Applied financial economics
144
Finance and economics discussion series
142
Applied economics letters
138
Discussion paper
138
Discussion paper / Tinbergen Institute
137
Staff reports / Federal Reserve Bank of New York
136
Economics letters
131
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
128
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ECONIS (ZBW)
137
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1
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
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2
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
3
Conditional volatility in affine term-structure models : evidence from Treasury and
swap
markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
4
Decomposing
swap
spreads
Feldhütter, Peter
;
Lando, David
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 375-405
Persistent link: https://www.econbiz.de/10003720318
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5
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
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6
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
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7
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
8
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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9
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
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10
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
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