//--> //--> //--> //-->
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
~subject:"Risiko"
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 pricing behavior of intere...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risiko
Theorie
627,173
Theory
612,270
USA
40,816
United States
39,734
Schätzung
29,166
Estimation
28,451
Welt
25,034
World
24,422
Geldpolitik
22,663
Deutschland
22,411
Monetary policy
21,930
Germany
21,047
Portfolio-Management
18,866
Portfolio selection
18,665
Risk
17,371
Mathematische Optimierung
16,985
Mathematical programming
16,880
Prognoseverfahren
13,851
Forecasting model
13,592
Wirtschaftswachstum
13,242
Zeitreihenanalyse
12,759
Spieltheorie
12,668
Economic growth
12,636
Time series analysis
12,385
Game theory
11,946
Experiment
11,247
Börsenkurs
11,101
Share price
10,895
Asymmetrische Information
10,594
Volatilität
10,451
Asymmetric information
10,312
Wettbewerb
10,260
Volatility
10,192
Wohlfahrtsanalyse
10,177
Welfare analysis
10,005
Competition
9,904
Stochastischer Prozess
9,766
Schätztheorie
9,599
Allgemeines Gleichgewicht
9,579
more ...
less ...
Online availability
All
Free
6,161
Undetermined
3,619
Type of publication
All
Article
8,896
Book / Working Paper
8,676
Journal
4
Type of publication (narrower categories)
All
Article in journal
8,034
Aufsatz in Zeitschrift
8,034
Working Paper
3,353
Graue Literatur
3,281
Non-commercial literature
3,281
Arbeitspapier
3,158
Aufsatz im Buch
733
Book section
733
Hochschulschrift
540
Thesis
454
Bibliografie enthalten
167
Bibliography included
167
Collection of articles of several authors
139
Sammelwerk
139
Collection of articles written by one author
95
Sammlung
95
Aufsatzsammlung
89
Konferenzschrift
64
Conference paper
51
Konferenzbeitrag
51
Conference proceedings
32
Lehrbuch
29
Textbook
26
Rezension
21
Systematic review
21
Übersichtsarbeit
21
Forschungsbericht
20
Festschrift
15
Amtsdruckschrift
9
Government document
9
Mehrbändiges Werk
8
Mikroform
8
Multi-volume publication
8
Bibliografie
6
Case study
5
Fallstudie
5
Reprint
5
Article
4
Handbook
3
Handbuch
3
more ...
less ...
Language
All
English
16,675
German
719
French
85
Italian
38
Polish
26
Spanish
21
Dutch
9
Portuguese
6
Norwegian
3
Russian
2
Undetermined
2
Hungarian
1
Swedish
1
more ...
less ...
Author
All
Gollier, Christian
65
Eeckhoudt, Louis R.
42
Wang, Ruodu
42
Ludwig, Alexander
41
Broll, Udo
40
Viscusi, W. Kip
39
Castelnuovo, Efrem
37
Epstein, Larry G.
36
Chichilnisky, Graciela
31
Schlesinger, Harris
31
Krueger, Dirk
29
Weber, Martin
29
Pindyck, Robert S.
28
Brady, Michael Emmett
27
Allen, Franklin
25
Kanniainen, Vesa
25
Guiso, Luigi
24
Hefeker, Carsten
24
Rosazza Gianin, Emanuela
24
Schindler, Dirk
24
Hansen, Lars Peter
23
Krebs, Tom
23
Shavell, Steven
23
De Donder, Philippe
22
Gupta, Rangan
22
Pistaferri, Luigi
22
Acharya, Viral V.
21
Caggiano, Giovanni
21
Kelsey, David
21
Kit, Pong Wong
21
Richter, Alexander W.
21
Bali, Turan G.
20
Bekaert, Geert
20
Boonen, Tim J.
20
Bundick, Brent
20
Chen, Yu-Fu
20
Krishna, Pravin
20
Denuit, Michel
19
Dhaene, Jan
19
Fabozzi, Frank J.
19
more ...
less ...
Institution
All
National Bureau of Economic Research
210
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Chambre de commerce et d'industrie de Paris
6
University of Dundee / Department of Economic Studies
6
Australian National University / Faculty of Economics and Commerce
5
European University Institute / Department of Economics
5
Federal Reserve System / Board of Governors
5
University of Southampton / Department of Economics
5
Georgetown University / Economics Department
4
Umeå universitet
4
University of Exeter / Department of Economics
4
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of New York
3
Federal Reserve System / Division of Research and Statistics
3
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Institute of Finance and Accounting <London>
3
Internationaler Währungsfonds
3
Trinity College Dublin / Department of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Australian National University / Faculty of Economics
2
Bank für Internationalen Zahlungsausgleich
2
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
2
Centre for Analytical Finance <Århus>
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Centro Studi Luca d'Agliano <Turin>
2
Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Law
2
Forschungsinstitut zur Zukunft der Arbeit
2
Friedrich-Schiller-Universität Jena
2
Goethe-Universität Frankfurt am Main
2
IGI Global
2
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
2
International Monetary Fund
2
Leibniz-Institut für Wirtschaftsforschung Halle
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
253
European journal of operational research : EJOR
242
NBER working paper series
207
Working paper / National Bureau of Economic Research, Inc.
181
NBER Working Paper
176
Economics letters
175
Journal of economic theory
139
CESifo working papers
137
Journal of risk and uncertainty : JRU
126
Journal of economic dynamics & control
116
Discussion paper / Centre for Economic Policy Research
109
Finance research letters
99
Management science : journal of the Institute for Operations Research and the Management Sciences
99
Journal of banking & finance
97
Risks : open access journal
91
Working paper
79
Journal of economic behavior & organization : JEBO
77
American journal of agricultural economics
73
Economic modelling
71
Discussion papers / CEPR
70
Journal of monetary economics
70
Theory and decision : an international journal for multidisciplinary advances in decision science
69
Journal of financial economics
63
CESifo Working Paper
61
Discussion paper / Tinbergen Institute
61
Journal of mathematical economics
60
Discussion paper
59
European economic review : EER
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Finance and stochastics
53
Discussion paper series / IZA
52
Energy economics
52
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
51
International review of economics & finance : IREF
50
Applied economics
49
CESifo Working Paper Series
49
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
49
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
48
The American economic review
48
International economic review
47
more ...
less ...
Source
All
ECONIS (ZBW)
17,367
EconStor
202
ArchiDok
3
USB Cologne (EcoSocSci)
2
OLC EcoSci
1
RePEc
1
Showing
1
-
10
of
17,576
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Essays on swaps and default risk
Mozumdar, Abon
-
1997
Persistent link: https://www.econbiz.de/10000982059
Saved in:
2
Revisiting Interest Rate
Swap
Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount
Gargouri, Ayoub
-
2019
This paper extends extant valuation models of interest rate swaps (IRS) with counterparty credit risk by accounting for wrong-way risk and OIS discounting. The proposed model extends Brigo and Pallavicini's (2007) and Ruiz et al.'s (2013) models, by capturing wrong-way risk in the CVA...
Persistent link: https://www.econbiz.de/10012902997
Saved in:
3
Risk Transfer with Interest Rate Swaps
Baker, Lee
-
2020
This paper proposes Entity-Netted Notionals (ENNs) as a metric of interest rate risk transfer in the interest rate
swap
… measured by notional amount is $231 trillion, but, measured by ENNs, is only $13.9 trillion 5-year
swap
equivalents, which is …
Persistent link: https://www.econbiz.de/10012827160
Saved in:
4
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
5
Revisiting interest rate
swap
valuation with counterparty risk, wrong-way risk, and OIS discounting
Gargouri, Ayoub
;
Lai, Van Son
;
Soumaré, Issouf
- In:
The journal of fixed income
26
(
2017
)
3
,
pp. 63-80
Persistent link: https://www.econbiz.de/10011684745
Saved in:
6
Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling
;
Chang, Carolyn C. W.
;
Lee, Jin-Ping
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
Saved in:
7
Demand-and-supply imbalance risk and long-term
swap
spreads
Hanson, Samuel G.
;
Malkhozov, Aytek
;
Venter, Gyuri
- In:
Journal of financial economics
154
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015072199
Saved in:
8
General equilibrium and reduced-form pricing, hedging and econometric analysis of fixed-income markets
Ulrich, Maxim
-
2008
Persistent link: https://www.econbiz.de/10003751650
Saved in:
9
Zinsswaps als Instrument der Unternehmensfinanzierung
Breuer, Wolfgang
- In:
Unternehmensführung und Kapitalmarkt : Festschrift …
,
(pp. 1-34)
.
1998
Persistent link: https://www.econbiz.de/10001304972
Saved in:
10
Loss aversion in a futures market : an empirical test
Heisler, Jeffrey
- In:
Review of futures markets
13
(
1994
)
3
,
pp. 793-822
Persistent link: https://www.econbiz.de/10001169328
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...
//-->