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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
437
IMF Working Papers
162
International journal of theoretical and applied finance
147
Journal of banking & finance
135
Energy economics
124
Finance research letters
117
International review of financial analysis
98
Finance and stochastics
88
International review of economics & finance : IREF
87
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Journal of financial economics
75
NBER working paper series
73
IMF Staff Country Reports
71
Insurance / Mathematics & economics
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
68
The review of financial studies
68
Applied mathematical finance
67
Applied economics
63
Working paper / National Bureau of Economic Research, Inc.
63
Economic modelling
57
Journal of economic dynamics & control
56
Journal of multinational financial management
54
The European journal of finance
54
The North American journal of economics and finance : a journal of financial economics studies
54
Journal of international financial markets, institutions & money
52
European journal of operational research : EJOR
51
The journal of fixed income
51
Journal of financial and quantitative analysis : JFQA
50
Quantitative finance
50
NBER Working Paper
48
Applied financial economics
47
Advances in futures and options research : a research annual
46
Managerial Finance
46
Research in international business and finance
46
Research paper series / Swiss Finance Institute
46
Working paper
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Risks : open access journal
42
Review of derivatives research
41
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1
Hedging
or market timing? : Selecting the interest rate exposure of corporate debt
Faulkender, Michael
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 931-962
Persistent link: https://www.econbiz.de/10002730702
Saved in:
2
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
3
The impact of collateralization on swap rates
Johannes, Michael
;
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 383-410
Persistent link: https://www.econbiz.de/10003425912
Saved in:
4
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
5
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
6
Hedging
in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
7
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
8
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
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9
The quality delivery option in treasury bond futures contracts
Hemler, Michael Lee
- In:
The journal of finance : the journal of the American …
45
(
1990
)
5
,
pp. 1565-1586
Persistent link: https://www.econbiz.de/10001103793
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10
The pricing of default-free interest rate cap, floor, and collar agreements
Briys, Eric
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1879-1892
Persistent link: https://www.econbiz.de/10001115509
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