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USA
Zins
18,800
Interest rate
17,506
Theorie
14,933
Optionspreistheorie
14,809
Zinsstruktur
14,731
Theory
14,583
Yield curve
14,513
Option pricing theory
14,350
Correlation
6,960
Korrelation
6,819
Geldpolitik
6,577
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6,429
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6,414
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6,385
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6,325
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6,244
United States
5,799
Stochastischer Prozess
3,869
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3,806
Kapitaleinkommen
3,121
Capital income
3,104
Derivat
3,042
Derivative
3,034
Risikoprämie
3,026
Risk premium
2,987
Optionsgeschäft
2,981
Option trading
2,963
Portfolio-Management
2,685
Portfolio selection
2,652
EU-Staaten
2,619
Kreditrisiko
2,589
Credit risk
2,575
Öffentliche Anleihe
2,542
EU countries
2,526
Public bond
2,505
Deutschland
2,355
Börsenkurs
2,331
Share price
2,276
Prognoseverfahren
2,214
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Free
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Sammlung
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Rudebusch, Glenn D.
34
Thornton, Daniel L.
34
Cebula, Richard J.
32
Mishkin, Frederic S.
26
Caporale, Guglielmo Maria
22
Wright, Jonathan H.
22
Gil-Alaña, Luis A.
21
Sarno, Lucio
21
Bekaert, Geert
20
Ang, Andrew
19
Williams, John C.
19
Campbell, John Y.
18
Swanson, Eric T.
18
Favero, Carlo A.
17
Hamilton, James D.
17
D'Amico, Stefania
16
Dewachter, Hans
16
Dueker, Michael
16
Friedman, Benjamin M.
16
Orphanides, Athanasios
16
Weber, Enzo
16
Wei, Min
16
Christiansen, Charlotte
15
Kim, Don H.
15
Longstaff, Francis A.
15
Sack, Brian
15
Weber, Michael
15
Wolters, Jürgen
15
Backus, David
14
Bali, Turan G.
14
Diebold, Francis X.
14
Gupta, Rangan
14
Krippner, Leo
14
López-Salido, José David
14
Valente, Giorgio
14
Audrino, Francesco
13
Craig, Ben R.
13
Kugler, Peter
13
Li, Canlin
13
Tambalotti, Andrea
13
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National Bureau of Economic Research
42
Federal Reserve Bank of St. Louis
14
Federal Reserve Bank of Cleveland
7
Federal Reserve Bank of San Francisco
7
Federal Reserve Bank of New York
5
Federal Reserve Bank of Chicago
4
Rodney L. White Center for Financial Research
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
The Wharton Financial Institutions Center
4
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Institute of Finance and Accounting <London>
3
American Finance Association
2
Bank of Canada
2
Brookings Institution
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Europäische Kommission / Statistisches Amt
2
Federal Reserve System / Board of Governors
2
Reserve Bank of New Zealand
2
School of Finance and Business Economics <Perth, Western Australia>
2
Transportation, Water, and Telecommunications Department, The World Bank
2
USA / Congress / Budget Office
2
USA / General Accounting Office
2
Weltbank
2
Bank for International Settlements / Monetary and Economic Dept
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bertelsmann Stiftung
1
Bonn Graduate School of Economics
1
British Compressed Air Society
1
Brown University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for European Policy Studies
1
Centre for Growth and Business Cycle Research <Manchester>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Citicorp <New York, NY>
1
Country Landowners' Association
1
Deutsch-Amerikanische Handelskammer
1
Deutschland <Bundesrepublik> / Bundesminister für Wirtschaft
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
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Working paper / National Bureau of Economic Research, Inc.
223
The journal of futures markets
161
The review of financial studies
119
Journal of money, credit and banking : JMCB
110
The journal of finance : the journal of the American Finance Association
102
Discussion paper / Centre for Economic Policy Research
91
Journal of banking & finance
91
Finance and economics discussion series
86
The journal of fixed income
68
Journal of financial and quantitative analysis : JFQA
61
Economic review
57
The journal of real estate finance and economics
53
Economics letters
52
Journal of economics & business
50
Journal of financial economics
50
Journal of international money and finance
48
Journal of monetary economics
47
Applied financial economics
46
Applied economics
45
NBER working paper series
43
Journal of macroeconomics
42
Review / Federal Reserve Bank of St. Louis
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
The review of economics and statistics
40
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Working paper
34
Working paper series / European Central Bank
31
ECB Working Paper
30
International finance discussion papers
30
Economic modelling
28
International review of economics & finance : IREF
28
Economic inquiry : journal of the Western Economic Association International
27
Journal of economic dynamics & control
27
Working papers series / Federal Reserve Bank of San Francisco
27
International review of financial analysis
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Real estate economics : journal of the American Real Estate and Urban Economics Association
24
Southern economic journal
24
The American economic review
24
The journal of financial research
23
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ECONIS (ZBW)
5,899
EconStor
130
USB Cologne (EcoSocSci)
6
RePEc
5
ArchiDok
2
OLC EcoSci
2
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1
Smooth simultaneous calibration of the LMM to caplets and coterminal swaptions
Ametrano, Ferdinando M.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797794
Saved in:
2
Pricing interest rate derivatives in a non-parametric two-factor term-structure model
Knight, John L.
;
Li, Fuchun
;
Yuan, Mingwei
-
1999
Persistent link: https://www.econbiz.de/10001429788
Saved in:
3
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001456681
Saved in:
4
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001453874
Saved in:
5
Implied volatility of interest rate options : an empirical investigation of the market model
Christiansen, Charlotte
;
Strunk Hansen, Charlotte
- In:
Review of derivatives research
5
(
2002
)
1
,
pp. 51-80
Persistent link: https://www.econbiz.de/10001652021
Saved in:
6
Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
7
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
8
The statistical distribution of short-term libor rates under two monetary regimes
Pesaran, Bahram
;
Robinson, Gary
-
1993
Persistent link: https://www.econbiz.de/10000868578
Saved in:
9
The Libor rate : what does it look like during turmoil times?
Fouquau, Julien
;
Spieser, Philippe
- In:
Journal of quantitative economics : official journal of …
12
(
2014
)
2
,
pp. 110-120
Persistent link: https://www.econbiz.de/10011504458
Saved in:
10
Interest rates and monetary policy in Japan
Ito, Takayasu
-
2005
Persistent link: https://www.econbiz.de/10003137457
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