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Estimation
Zins
18,681
Interest rate
17,377
Theorie
14,854
Optionspreistheorie
14,728
Zinsstruktur
14,644
Theory
14,504
Yield curve
14,426
Option pricing theory
14,270
Correlation
6,876
Korrelation
6,747
Geldpolitik
6,533
Volatilität
6,383
Monetary policy
6,372
Schätzung
6,344
Volatility
6,277
USA
6,029
United States
5,784
Stochastischer Prozess
3,838
Stochastic process
3,775
Kapitaleinkommen
3,087
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3,070
Derivat
3,014
Derivative
3,006
Risikoprämie
2,998
Risk premium
2,958
Optionsgeschäft
2,948
Option trading
2,930
Portfolio-Management
2,657
Portfolio selection
2,624
EU-Staaten
2,609
Kreditrisiko
2,570
Credit risk
2,556
EU countries
2,516
Öffentliche Anleihe
2,506
Public bond
2,469
Deutschland
2,353
Börsenkurs
2,307
Share price
2,252
Prognoseverfahren
2,206
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Free
2,344
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Sammlung
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Sammelwerk
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Caporale, Guglielmo Maria
45
Gil-Alaña, Luis A.
29
Kim, Don H.
28
Pesaran, M. Hashem
28
Belke, Ansgar
23
Hautsch, Nikolaus
23
Rudebusch, Glenn D.
22
Härdle, Wolfgang
21
Bekaert, Geert
20
Engle, Robert F.
20
Krippner, Leo
20
Thornton, Daniel L.
20
Wolters, Jürgen
20
Gerlach, Stefan
19
Jordà, Òscar
19
Bernoth, Kerstin
18
D'Amico, Stefania
17
Orphanides, Athanasios
17
Audrino, Francesco
16
Laubach, Thomas
16
Rosenberg, Joshua V.
16
Taylor, Alan M.
16
Werner, Thomas
16
Wu, Jing Cynthia
16
Afonso, António
15
Gupta, Rangan
15
Herwartz, Helmut
15
Schularick, Moritz
15
Wei, Min
15
Bailey, Natalia
14
Craig, Ben R.
14
Hamilton, James D.
14
Hess, Dieter
14
Jareño, Francisco
14
MacDonald, Ronald
14
Todorov, Viktor
14
Weber, Enzo
14
Hodrick, Robert J.
13
Koopman, Siem Jan
13
Sarno, Lucio
13
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National Bureau of Economic Research
72
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Federal Reserve Bank of St. Louis
6
Centre for Analytical Finance <Århus>
4
Federal Reserve System / Board of Governors
4
Institut für Weltwirtschaft
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Federal Reserve Bank of Cleveland
3
Goethe-Universität Frankfurt am Main
3
Rodney L. White Center for Financial Research
3
University of Exeter / Department of Economics
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre for Growth and Business Cycle Research <Manchester>
2
Chambre de commerce et d'industrie de Paris
2
Institute of Finance and Accounting <London>
2
Internationaler Währungsfonds / Research Department
2
Springer Fachmedien Wiesbaden
2
The Wharton Financial Institutions Center
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Verlag Dr. Kovač
2
Banca d'Italia
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bonn Graduate School of Economics
1
Centre for Economic Performance
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
ESCP-EAP European School of Management
1
Econometrisch Instituut <Rotterdam>
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Harvard Institute of Economic Research
1
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Journal of banking & finance
79
Applied economics
77
Working paper / National Bureau of Economic Research, Inc.
73
NBER working paper series
71
Economic modelling
68
International review of economics & finance : IREF
63
NBER Working Paper
61
Applied economics letters
58
Journal of empirical finance
56
Finance research letters
55
Journal of international money and finance
55
Applied financial economics
54
CESifo working papers
50
The journal of futures markets
49
Finance and economics discussion series
48
Working paper
48
Discussion paper / Centre for Economic Policy Research
47
Journal of econometrics
47
Journal of financial economics
45
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Economics letters
38
International review of financial analysis
37
Discussion paper
34
Discussion papers / CEPR
33
International journal of finance & economics : IJFE
33
Journal of international financial markets, institutions & money
33
Journal of economic dynamics & control
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
The journal of finance : the journal of the American Finance Association
30
Journal of money, credit and banking : JMCB
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Research in international business and finance
25
Research paper series / Swiss Finance Institute
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
International journal of economics and finance
23
The European journal of finance
23
Journal of financial and quantitative analysis : JFQA
22
BIS working papers
21
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ECONIS (ZBW)
6,202
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1
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
Saved in:
2
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Bishwal, Jaya Prakasah Narayan
- In:
Algorithmic finance
10
(
2023
)
1/2
,
pp. 53-66
Persistent link: https://www.econbiz.de/10014474576
Saved in:
3
The effects of negative interest rates on the estimation of option sensitivities : the impact of switching from a log-normal to a normal model
Giribone, Pier Giuseppe
;
Ligato, Simone
;
Mulas, Martina
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011673134
Saved in:
4
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
5
Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael
-
1996
Persistent link: https://www.econbiz.de/10000935922
Saved in:
6
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
7
Bewertung von Zinsoptionsscheinen am deutschen Kapitalmarkt : eine empirische Analyse mit Hilfe des Bewertungsansatzes von Heth/Jarrow/Norton
Weber, Thomas
-
1996
Persistent link: https://www.econbiz.de/10000959779
Saved in:
8
A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J.
-
1997
Persistent link: https://www.econbiz.de/10000968609
Saved in:
9
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang
;
Uhrig-Homburg, Marliese
;
Walter, Ulrich
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
Saved in:
10
Erfahrungen bei dem Einsatz von Modellen zur Bewertung von Zinsoptionen : eine empirische Studie
Bühler, Wolfgang
(
contributor
)
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 1-42)
.
1997
Persistent link: https://www.econbiz.de/10001321785
Saved in:
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