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Das Surrogatproblem bei CAPM-T...
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Yield curve
CAPM
18,294
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9,428
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5,047
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5,047
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3,789
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Christensen, Jens H. E.
12
Zin, Stanley E.
11
Sandmann, Klaus
10
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8
Miltersen, Kristian R.
8
Backus, David
7
Chiarella, Carl
7
Durham, J. Benson
7
Lettau, Martin
7
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6
Wu, Jing Cynthia
6
Zinna, Gabriele
6
Bacchetta, Philippe
5
Creal, Drew
5
Jarrow, Robert A.
5
Lustig, Hanno
5
Rebonato, Riccardo
5
Sarno, Lucio
5
Sondermann, Dieter
5
Van Wincoop, Eric
5
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4
Andreasen, Martin Møller
4
Aït-Sahalia, Yacine
4
Bhamra, Harjoat Singh
4
Boudoukh, Jacob
4
Choi, Youngsoo
4
Foresi, Silverio
4
Gadanecz, Blaise
4
Gallmeyer, Michael F.
4
Gollier, Christian
4
Grbac, Zorana
4
Hasler, Michael
4
Hollifield, Burton
4
Kuehn, Lars-Alexander
4
Lemke, Wolfgang
4
Madan, Dilip B.
4
Rudebusch, Glenn D.
4
Schornick, Astrid V.
4
Singleton, Kenneth J.
4
Song, Zhaogang
4
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National Bureau of Economic Research
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Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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Federal Reserve Bank of Cleveland
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International Center for Financial Asset Management and Engineering
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
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1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Walter A. Haas School of Business
1
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Journal of financial economics
26
NBER working paper series
17
NBER Working Paper
14
The journal of fixed income
14
The review of financial studies
14
International journal of theoretical and applied finance
11
Journal of economic dynamics & control
10
Staff working paper / Bank of Canada
10
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10
The journal of finance : the journal of the American Finance Association
9
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8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of finance : journal of the European Finance Association
7
Working papers series / Federal Reserve Bank of San Francisco
7
Applied mathematical finance
6
Finance and stochastics
6
International review of financial analysis
6
Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial and quantitative analysis : JFQA
6
Quantitative finance
6
CREATES research paper
5
Finance research letters
5
International review of economics & finance : IREF
5
Mathematics and financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Discussion paper / Centre for Economic Policy Research
4
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4
International journal of financial engineering
4
Journal of international money and finance
4
Journal of money, credit and banking : JMCB
4
Publications from Department of Management, Odense University
4
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
4
Staff working papers / Bank of England
4
Swiss Finance Institute Research Paper
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
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ECONIS (ZBW)
750
Showing
1
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750
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1
Pricing credit linked financial instruments : theory and empirical evidence
Schmid, Bernd
-
2002
Persistent link: https://www.econbiz.de/10001632772
Saved in:
2
Credit risk pricing models : theory and practice
Schmid, Bernd
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10001786486
Saved in:
3
Anwendungen eines Binomialmodells der Zinsstruktur auf Markdaten von Zinssatzoptionen : eine empirische Untersuchung zu diskreten 1-Faktor-Zinsstrukturmodellen
Borries, Daniel von
-
1993
Persistent link: https://www.econbiz.de/10000347802
Saved in:
4
An intertemporal interest rate market model : complete markets
Sandmann, Klaus
-
1988
Persistent link: https://www.econbiz.de/10000125430
Saved in:
5
No arbitrage pricing and the term structure of interest rates
Gustavsson, Thomas
-
1992
Persistent link: https://www.econbiz.de/10000136416
Saved in:
6
Das ICAPM und seine Abhängigkeit vom Zins-Konsum-Verhältnis
Sieg, Martin
-
1994
Persistent link: https://www.econbiz.de/10000902135
Saved in:
7
On short rate processes and their implications for term structure movements
Schlögl, Erik
-
1994
Persistent link: https://www.econbiz.de/10000903338
Saved in:
8
An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds
Barr, David G.
;
Pesaran, Bahram
-
1995
Persistent link: https://www.econbiz.de/10000907732
Saved in:
9
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
10
Comovement of foreign exchange and term premia with overlapping and non-overlapping returns
Fernald, Julia Dana
-
1992
Persistent link: https://www.econbiz.de/10000908855
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