//--> //--> //--> //-->
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
~source:"econis"
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
A simple class of square-root...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zinsstruktur
14,425
Yield curve
14,410
Theorie
5,562
Theory
5,561
Estimation
2,611
Schätzung
2,610
Zins
2,447
Interest rate
2,416
USA
2,290
Geldpolitik
2,280
United States
2,279
Monetary policy
2,265
Public bond
2,236
Risikoprämie
2,236
Risk premium
2,236
Öffentliche Anleihe
2,236
Interest rate derivative
2,002
Zinsderivat
2,002
Kreditrisiko
1,449
Credit risk
1,444
Capital income
1,332
Kapitaleinkommen
1,332
EU countries
1,236
EU-Staaten
1,235
Anleihe
1,223
Bond
1,220
Volatilität
1,193
Volatility
1,192
Optionspreistheorie
1,082
Option pricing theory
1,079
Forecasting model
1,072
Prognoseverfahren
1,072
Euro area
952
Eurozone
952
Corporate bond
914
Unternehmensanleihe
914
CAPM
817
Deutschland
787
Germany
777
Derivat
774
more ...
less ...
Online availability
All
Free
6,198
Undetermined
2,446
Type of publication
All
Book / Working Paper
8,453
Article
7,219
Journal
4
Type of publication (narrower categories)
All
Article in journal
6,687
Aufsatz in Zeitschrift
6,687
Graue Literatur
3,817
Non-commercial literature
3,817
Arbeitspapier
3,733
Working Paper
3,733
Aufsatz im Buch
484
Book section
484
Hochschulschrift
460
Thesis
367
Collection of articles written by one author
101
Sammlung
101
Bibliografie enthalten
76
Bibliography included
76
Collection of articles of several authors
64
Sammelwerk
64
Conference paper
40
Konferenzbeitrag
40
Lehrbuch
36
Konferenzschrift
33
Textbook
33
Amtsdruckschrift
23
Government document
23
Forschungsbericht
22
Aufsatzsammlung
21
Conference proceedings
19
Systematic review
18
Übersichtsarbeit
18
Mikroform
11
Case study
9
Fallstudie
9
Reprint
7
Glossar enthalten
6
Glossary included
6
Bibliografie
5
Handbook
5
Handbuch
5
Statistik
4
Formelsammlung
3
Statistics
3
more ...
less ...
Language
All
English
14,784
German
515
Spanish
137
French
134
Portuguese
35
Italian
33
Polish
12
Dutch
10
Danish
6
Norwegian
6
Hungarian
5
Czech
2
Finnish
2
Croatian
2
Korean
2
Undetermined
2
Romanian
1
Russian
1
Turkish
1
more ...
less ...
Author
All
Rudebusch, Glenn D.
103
Akram, Tanweer
67
Christensen, Jens H. E.
66
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Afonso, António
46
Chiarella, Carl
46
Diebold, Francis X.
44
Monfort, Alain
44
Krippner, Leo
42
Chernov, Mikhail
41
Hamilton, James D.
41
Campbell, John Y.
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Jarrow, Robert A.
37
Kim, Don H.
37
Schlögl, Erik
37
Mishkin, Frederic S.
36
Gollier, Christian
35
Kaminska, Iryna
35
Wei, Min
35
Fabozzi, Frank J.
34
Dewachter, Hans
33
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Rebonato, Riccardo
31
Gouriéroux, Christian
30
Guidolin, Massimo
30
Meldrum, Andrew
30
Swanson, Eric T.
30
Bauer, Michael D.
29
more ...
less ...
Institution
All
National Bureau of Economic Research
279
Centre for Analytical Finance <Århus>
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Federal Reserve Bank of St. Louis
9
International Monetary Fund
8
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of New York
5
Rodney L. White Center for Financial Research
5
Springer Fachmedien Wiesbaden
5
Weierstraß-Institut für Angewandte Analysis und Stochastik
5
World Bank
5
Banco Central do Brasil
4
Federal Reserve System / Division of Research and Statistics
4
Internationaler Währungsfonds / European Department <1>
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
Goethe-Universität Frankfurt am Main
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
London International Financial Futures Exchange
3
OECD
3
Reserve Bank of New Zealand
3
The Wharton Financial Institutions Center
3
University of York / Department of Economics and Related Studies
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Bank of Canada
2
Bank of England / Economics Division
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Chambre de commerce et d'industrie de Paris
2
more ...
less ...
Published in...
All
NBER working paper series
275
Working paper / National Bureau of Economic Research, Inc.
246
Journal of banking & finance
233
NBER Working Paper
214
The journal of futures markets
184
The journal of fixed income
155
Discussion paper / Centre for Economic Policy Research
138
Journal of financial economics
124
Journal of international money and finance
120
International journal of theoretical and applied finance
119
Finance and economics discussion series
115
Working paper series / European Central Bank
115
Finance research letters
106
IMF working papers
105
Working paper
102
Economics letters
94
Journal of money, credit and banking : JMCB
94
International review of economics & finance : IREF
93
The review of financial studies
91
Applied economics
87
The journal of finance : the journal of the American Finance Association
83
Journal of monetary economics
78
Economic modelling
75
Journal of empirical finance
75
Applied financial economics
74
International review of financial analysis
74
Journal of economic dynamics & control
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international financial markets, institutions & money
70
Working papers series / Federal Reserve Bank of San Francisco
69
Journal of financial and quantitative analysis : JFQA
68
Discussion paper
66
Applied economics letters
63
Discussion papers / CEPR
63
CESifo working papers
61
ECB Working Paper
59
Finance and stochastics
59
The North American journal of economics and finance : a journal of financial economics studies
58
Applied mathematical finance
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
357
EconStor
108
USB Cologne (EcoSocSci)
40
BASE
8
Other ZBW resources
3
Showing
1
-
10
of
15,676
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
2
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
Saved in:
3
Pricing in-arrears caps and ratchet caps under LIBOR market model with multiplicative basis
Zhong, Yangfan
;
Mi, Yanhui
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923038
Saved in:
4
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
5
A cyclical square-root model for the term structure of interest rates
Moreno, Manuel
;
Platania, Federico
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
Saved in:
6
Asset pricing under general collateralization
Mi, Yanhui
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011777842
Saved in:
7
A measure of Turkey's sovereign and banking sector credit risk : asset swap spreads
Kazdal, Abdullah
;
Korkmaz, Halil İbrahim
; …
-
2020
Persistent link: https://www.econbiz.de/10012939794
Saved in:
8
Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application
Makovský, Petr
- In:
Eastern European economics : EEE
62
(
2024
)
2
,
pp. 187-218
Persistent link: https://www.econbiz.de/10014551375
Saved in:
9
An empirical analysis of the pricing of interest rate caps
Jegadeesh, Narasimhan
-
1994
Persistent link: https://www.econbiz.de/10000885251
Saved in:
10
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:
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...
//-->