//--> //--> //--> //-->
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:"Working paper"
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
Negative swap spreads and limi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Arbitrage
16
Financial economics
15
Kapitalmarkttheorie
15
Interest rate derivative
11
Zinsderivat
11
Theorie
10
Theory
10
Volatilität
8
CAPM
7
Portfolio selection
7
Portfolio-Management
7
Yield curve
7
Zinsstruktur
7
Volatility
6
Börsenkurs
5
Share price
5
Swap
5
Forecasting model
4
Optionspreistheorie
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
Aktienmarkt
3
Allgemeines Gleichgewicht
3
Capital income
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Estimation
3
Financial market
3
Finanzmarkt
3
General equilibrium
3
Interest rate
3
Kapitaleinkommen
3
Option pricing theory
3
Schätzung
3
Stock market
3
USA
3
United States
3
Zins
3
Arbitrage Pricing
2
more ...
less ...
Online availability
All
Free
23
Type of publication
All
Book / Working Paper
46
Type of publication (narrower categories)
All
Arbeitspapier
41
Graue Literatur
41
Non-commercial literature
41
Working Paper
41
Systematic review
1
Übersichtsarbeit
1
Language
All
English
45
French
1
Author
All
Aase Nielsen, Jørgen
3
Jensen, Bjarne Astrup
3
Summer, Martin
3
Svenstrup, Mikkel
3
Barrett, Christopher B.
2
Christiansen, Charlotte
2
Guidolin, Massimo
2
Neely, Christopher J.
2
Skiadopoulos, George
2
Weller, Paul A.
2
Adam, Klaus
1
Ajevskis, Viktors
1
Allouch, Nizar
1
Anderson, Richard G.
1
Baldauf, Markus
1
Bianchi, Milo
1
Binner, Jane M.
1
Bjerksund, Petter
1
Bonchi, Jacopo
1
Breuer, Thomas
1
Bødskov Andersen, Allan
1
Carriero, Andrea
1
Cochrane, John H.
1
Connor, Gregory
1
Duffie, Darrell
1
Eichberger, Jürgen
1
Elsinger, Helmut
1
Escobar, Mariana
1
Estola, Matti
1
Evstigneev, Igor
1
Giannini, Bianca
1
Hagmann, Matthias
1
Hagströmer, Björn
1
Hirakiy, Kazuhiro
1
Hokkanen, Veli-Matti
1
Jehiel, Philippe
1
Jensen, Malene Shin
1
Kapoor, Dhruv
1
Konstantinidi, Eirini
1
Lagos, Ricardo
1
more ...
less ...
Institution
All
Institut für Schweizerisches Bankwesen <Zürich>
3
Cornell University / Cornell Food and Nutrition Policy Program
1
Federal Reserve Bank of St. Louis
1
Queen Mary College / Department of Economics
1
Published in...
All
Working paper
The journal of futures markets
210
Working paper / National Bureau of Economic Research, Inc.
203
IMF Working Papers
193
NBER working paper series
191
NBER Working Paper
141
International journal of theoretical and applied finance
111
Journal of banking & finance
109
Journal of financial economics
104
EB Series
101
Discussion paper / Centre for Economic Policy Research
99
The review of financial studies
98
The journal of finance : the journal of the American Finance Association
95
Finance and stochastics
88
SpringerLink / Bücher
79
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
Policy Research Working Paper Series
63
Research paper series / Swiss Finance Institute
60
The journal of derivatives : the official publication of the International Association of Financial Engineers
58
Journal of mathematical economics
57
The journal of fixed income
53
Journal of financial and quantitative analysis : JFQA
51
Discussion papers / CEPR
49
Finance research letters
49
Journal of international financial markets, institutions & money
48
Discussion Paper Series / HWWA Institut für Wirtschaftsforschung
47
Applied mathematical finance
46
Journal of economic dynamics & control
44
Staff Papers / Charles H. Dyson School of Applied Economics and Management, Cornell University
44
Working Paper
44
MPRA Paper
43
Staff Papers / Department of Agricultural, Food and Resource Economics, Michigan State University
43
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Staff Paper
42
Swiss Finance Institute Research Paper
41
International review of economics & finance : IREF
39
Journal of empirical finance
39
The journal of computational finance
39
The European journal of finance
38
more ...
less ...
Source
All
ECONIS (ZBW)
43
USB Cologne (business full texts)
3
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Arbitrage
and optimal portfolio choice with financial constraints
Elsinger, Helmut
;
Summer, Martin
-
2001
Persistent link: https://www.econbiz.de/10001609824
Saved in:
2
Pricing by "no
arbitrage
"
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1995
Persistent link: https://www.econbiz.de/10000908728
Saved in:
3
On finite dimensional HJM representations
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613886
Saved in:
4
Bond returns and financial index numbers : results from an intertemporal
arbitrage
free model
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1992
Persistent link: https://www.econbiz.de/10000893022
Saved in:
5
Pricing contingent claims : first- and second-order effects from stochastic interest rate development
Jensen, Bjarne Astrup
;
Aase Nielsen, Jørgen
-
1990
Persistent link: https://www.econbiz.de/10000797974
Saved in:
6
Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003344544
Saved in:
7
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
-
2013
Persistent link: https://www.econbiz.de/10009721441
Saved in:
8
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721467
Saved in:
9
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
Saved in:
10
Valuation of path-dependent interest rate derivatives in a finite difference setup
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746661
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->