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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Swap"
~subject:"Welt"
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The North American journal of economics and finance : a journal of financial economics studies
Journal of banking & finance
76
International journal of theoretical and applied finance
43
NBER working paper series
33
Finance research letters
31
Journal of international financial markets, institutions & money
31
Journal of financial stability
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
30
International review of financial analysis
29
Working paper / National Bureau of Economic Research, Inc.
28
The journal of fixed income
27
Journal of financial economics
25
Journal of international money and finance
25
Working paper series / European Central Bank
24
Applied mathematical finance
23
NBER Working Paper
23
The journal of financial crises
22
The journal of futures markets
22
Research paper series / Swiss Finance Institute
20
International review of economics & finance : IREF
19
Economic modelling
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Discussion papers / CEPR
17
Journal of financial services research : JFSR
17
The journal of computational finance
17
IMF working papers
16
Journal of risk management in financial institutions
16
Working papers / Bank for International Settlements
16
Applied economics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Review of derivatives research
15
The journal of finance : the journal of the American Finance Association
15
Die Bank
14
European journal of operational research : EJOR
14
Journal of empirical finance
14
Journal of securities operations & custody
14
Working Paper
14
Working paper
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Applied economics letters
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Finance and stochastics
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ECONIS (ZBW)
16
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1
The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali
;
Ben-Abdallah, Ramzi
;
Breton, Michèle
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
Saved in:
2
Assessment of time-varying systemic risk in credit default
swap
indices : simultaneity and contagiousness
Choe, Geon Ho
;
Choi, So Eun
;
Jang, Hyun Jin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
Saved in:
3
Valuation of callable accreting interest rate swaps : least squares Monte-Carlo method under Hull-White interest rate model
Tang, Kin Boon
;
Zheng, Wen-Jie
;
Lin, Chao-Yang
;
Lin, …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012821303
Saved in:
4
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
Li, Shaoyu
;
Zhang, Yuanyuan
;
Zhu, Chunhui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013188207
Saved in:
5
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
7
Pricing range accrual interest rate
swap
employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
8
The impacts of overseas market shocks on the CDS-
option
basis
Park, Yuen Jung
;
Kutan, Ali Mustafa
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 622-636
Persistent link: https://www.econbiz.de/10012120141
Saved in:
9
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
10
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
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