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A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan; Kuo, Jing-Ming; Coakley, Jerry - In: The European journal of finance 21 (2015) 1/3, pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
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Price discovery on traded inflation expectations : does the financial crisis matter?
Schulz, Alexander; Stapf, Jelena - In: The European journal of finance 20 (2014) 10/12, pp. 1037-1063
Persistent link: https://www.econbiz.de/10010465918
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Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.; Speight, Alan E. H. - In: The European journal of finance 8 (2002) 1, pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
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A family of humped volatility models
Mercurio, Fabio; Moraleda Novo, Juan Manuel - In: The European journal of finance 7 (2001) 2, pp. 93-116
Persistent link: https://www.econbiz.de/10001603191
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The volatility term structure in a lognormal process for the short rate
Darbellay, Georges A. - In: The European journal of finance 9 (2003) 1, pp. 92-103
Persistent link: https://www.econbiz.de/10001749092
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Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad; Chiarella, Carl - In: The European journal of finance 6 (2000) 2, pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro; Herrerias, Renata - In: The European journal of finance 27 (2021) 16, pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
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Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca; Longo, Giovanni; Zanotti, Giovanna - In: The European journal of finance 28 (2022) 13/15, pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236