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Interest rate derivative
29
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29
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The journal of fixed income
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
129
Finance research letters
121
International review of financial analysis
98
Finance and stochastics
88
International review of economics & finance : IREF
87
Journal of financial economics
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
NBER working paper series
74
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
64
The journal of finance : the journal of the American Finance Association
64
Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
57
Journal of economic dynamics & control
55
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
European journal of operational research : EJOR
52
Journal of international financial markets, institutions & money
52
Journal of financial and quantitative analysis : JFQA
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Quantitative finance
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NBER Working Paper
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Research in international business and finance
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Applied financial economics
47
Advances in futures and options research : a research annual
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Managerial Finance
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Research paper series / Swiss Finance Institute
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Working paper
44
Risks : open access journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
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41
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ECONIS (ZBW)
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1
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
2
Duration-based
hedging
with Treasury bond futures
Rendleman, Richard J.
- In:
The journal of fixed income
9
(
1999
)
1
,
pp. 84-91
Persistent link: https://www.econbiz.de/10001432382
Saved in:
3
Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
Saved in:
4
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
5
Dynamic spillover of money market turmoil from FX swap to cross-currency swap markets : evidence from the 2007 - 2008 turmoil
Baba, Naohiko
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 24-38
Persistent link: https://www.econbiz.de/10003848031
Saved in:
6
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Saved in:
7
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
8
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
9
The Ho-Lee binomial stochastic process and duration
Bierwag, Gerald O.
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 76-87
Persistent link: https://www.econbiz.de/10001208580
Saved in:
10
The intraday behavior of European bond futures
Ap Gwilym, Owain
(
contributor
)
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 49-66
Persistent link: https://www.econbiz.de/10001208584
Saved in:
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