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Schätzung
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Kim, Don H.
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D'Amico, Stefania
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Wu, Jing Cynthia
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Wei, Min
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Afonso, António
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Gerlach, Stefan
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Hess, Dieter
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Hamilton, James D.
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Tzavalis, Elias
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Kaminska, Iryna
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Tristani, Oreste
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Audrino, Francesco
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Filipović, Damir
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Working paper / National Bureau of Economic Research, Inc.
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Journal of banking & finance
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NBER working paper series
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International review of economics & finance : IREF
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Journal of financial economics
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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:
2
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:
3
Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael
-
1996
Persistent link: https://www.econbiz.de/10000935922
Saved in:
4
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
5
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:
6
Gauß-Zinsmodelle und Bewertung an der Deutschen Terminbörse
Madjlessi, Foruhar
-
1996
Persistent link: https://www.econbiz.de/10000964136
Saved in:
7
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:
8
Extracting information from asset prices : the methodology of EMU calculators
Favero, Carlo A.
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000998756
Saved in:
9
An implementation of the HJM model with application to Japanese interest futures
Kamizono, Kanji
;
Kariya, Takeaki
-
1995
Persistent link: https://www.econbiz.de/10000555678
Saved in:
10
The information convent of forward rates : empirical evidence from Germany
Gischer, Horst
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 243-255)
.
1997
Persistent link: https://www.econbiz.de/10001298431
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