//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The review of financial studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The determinants of the swap s...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikoprämie
137
Risk premium
137
USA
134
United States
134
Theorie
101
Theory
101
Yield curve
85
Zinsstruktur
85
CAPM
49
Capital income
30
Kapitaleinkommen
30
Volatility
29
Volatilität
29
Estimation
22
Schätzung
22
Börsenkurs
19
Share price
19
Forecasting model
17
Prognoseverfahren
17
Credit risk
16
Kreditrisiko
16
Capital market returns
15
Interest rate derivative
15
Kapitalmarktrendite
15
Risiko
15
Risk
15
Zinsderivat
15
Corporate bond
14
Unternehmensanleihe
14
Option pricing theory
12
Optionspreistheorie
12
Portfolio selection
12
Portfolio-Management
12
Stochastic process
12
Stochastischer Prozess
12
Business cycle
11
Konjunktur
11
Welt
11
World
11
Anleihe
10
more ...
less ...
Online availability
All
Undetermined
76
Free
9
Type of publication
All
Article
216
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
217
Aufsatz in Zeitschrift
217
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
217
Author
All
Chernov, Mikhail
5
Singleton, Kenneth J.
5
Goldstein, Robert S.
4
Green, Richard C.
4
Li, Kai
4
Longstaff, Francis A.
4
Ai, Hengjie
3
Chen, Hui
3
Collin-Dufresne, Pierre
3
Croce, Mariano M.
3
Dai, Qiang
3
Driessen, Joost
3
Fleckenstein, Matthias
3
Jacobs, Kris
3
Joslin, Scott
3
Lochstoer, Lars A.
3
Naik, Vasanttilak
3
Santos, João A. C.
3
Sarno, Lucio
3
Schmid, Lukas
3
Segal, Gill
3
Trojani, Fabio
3
Ahn, Dong-Hyun
2
Bansal, Ravi
2
Başak, Suleyman
2
Bekaert, Geert
2
Benzoni, Luca
2
Bhamra, Harjoat Singh
2
Brennan, Michael J.
2
Buraschi, Andrea
2
Cassella, Stefano
2
Chen, Long
2
Christoffersen, Peter F.
2
David, Alexander
2
Delikouras, Stefanos
2
Della Corte, Pasquale
2
Dew-Becker, Ian
2
Dittmar, Robert F.
2
Dorion, Christian
2
Garcia, René
2
more ...
less ...
Published in...
All
The review of financial studies
NBER working paper series
564
Working paper / National Bureau of Economic Research, Inc.
507
NBER Working Paper
435
Journal of banking & finance
406
Journal of financial economics
297
Discussion paper / Centre for Economic Policy Research
248
The journal of futures markets
247
Finance research letters
246
Journal of international money and finance
236
The journal of fixed income
194
International review of economics & finance : IREF
177
The journal of finance : the journal of the American Finance Association
176
Economics letters
173
Working paper
173
International journal of theoretical and applied finance
164
International review of financial analysis
161
Journal of empirical finance
160
Finance and economics discussion series
159
Applied economics
156
ECB Working Paper
153
Working paper series / European Central Bank
152
Journal of international financial markets, institutions & money
148
IMF working papers
147
Discussion papers / CEPR
141
Applied financial economics
133
Journal of financial and quantitative analysis : JFQA
132
Journal of economic dynamics & control
131
Journal of monetary economics
128
Economic modelling
126
Journal of money, credit and banking : JMCB
123
The North American journal of economics and finance : a journal of financial economics studies
114
Applied economics letters
108
IMF Working Papers
107
CESifo working papers
105
Discussion paper
103
Research paper series / Swiss Finance Institute
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
91
Staff reports / Federal Reserve Bank of New York
91
The European journal of finance
89
more ...
less ...
Source
All
ECONIS (ZBW)
217
Showing
1
-
10
of
217
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard
;
Pennacchi, George G.
; …
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
Saved in:
2
The behavior of interest rates
Fama, Eugene F.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 359-379
Persistent link: https://www.econbiz.de/10003354949
Saved in:
3
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
4
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
5
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
Saved in:
6
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
Saved in:
7
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
Saved in:
8
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
Saved in:
9
Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
Saved in:
10
A theory of the nominal term structure of interest rates
Kōnstantinidēs, Giōrgos
- In:
The review of financial studies
5
(
1992
)
4
,
pp. 531-552
Persistent link: https://www.econbiz.de/10001137844
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->