//--> //--> //--> //-->
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:"Yield curve"
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
Market Pricing of Deposit Insu...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
280
Theory
279
CAPM
79
Credit risk
73
Kreditrisiko
72
USA
70
United States
69
Derivat
56
Derivative
56
Zinsstruktur
46
Finanzkrise
45
Option pricing theory
45
Optionspreistheorie
45
Portfolio selection
43
Portfolio-Management
43
Financial crisis
41
Börsenkurs
40
OTC market
40
OTC-Handel
40
Share price
39
Welt
36
World
36
Financial market
34
Finanzmarkt
34
China
33
Wertpapierhandel
31
Insolvency
30
Insolvenz
30
Bubbles
29
Spekulationsblase
29
Securities trading
28
Risiko
26
Asymmetric information
25
Asymmetrische Information
25
Estimation
25
Risk
25
Schätzung
25
Bank risk
24
Bankrisiko
24
more ...
less ...
Online availability
All
Free
9
Undetermined
6
Type of publication
All
Article
32
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
46
Author
All
Jarrow, Robert A.
25
Duffie, Darrell
18
Lando, David
5
Luck, Stephan
4
Singleton, Kenneth J.
4
Cooperman, Harry
3
Deventer, Donald R. van
3
Lamichhane, Sujan
3
Turnbull, Stuart M.
3
Wang, Zachry
3
Berndt, Antje
2
Heath, David C.
2
Li, Haitao
2
Li, Hao
2
Morton, Andrew J.
2
Wei Yang
2
Yang, Yilin
2
Yang, Yilin (David)
2
Yildirim, Yildiray
2
Zhu, Yichao
2
Cherian, Joseph A.
1
Cooperman, Harry R.
1
Dai, Qiang
1
Filipović, Damir
1
Hu, May
1
Jacquier, Eric
1
Jarrow, Robert
1
Kan, Rui
1
Madan, Dilip B.
1
Roch, Alexandre F.
1
Ruppert, David
1
Schachermayer, Walter
1
Schroder, Mark D.
1
Skeie, David
1
Skeie, David R.
1
Skiadas, Costis
1
Stein, Jeremy C.
1
Vickery, James
1
Vickery, James I.
1
Wang, Zachry Z.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Annual review of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The review of financial studies
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance research letters
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
NBER working paper series
2
Review of derivatives research
2
Stanford University Graduate School of Business research paper
2
The journal of finance : the journal of the American Finance Association
2
The quarterly journal of finance
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
FRB of New York Staff Report
1
Financial markets, institutions & instruments
1
In memoriam: Yves Younès (1937 - 1996)
1
Journal of financial economics
1
Journal of risk management in financial institutions
1
Journal of the American Statistical Association : JASA
1
Mathematics and financial economics
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Staff reports / Federal Reserve Bank of New York
1
Technical working paper / National Bureau of Economic Research
1
The journal of fixed income
1
Working paper
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long-run risk in durable consumption
Wei Yang
- In:
Journal of financial economics
102
(
2011
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10009308293
Saved in:
2
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
3
Credit risk modeling with affine processes
Duffie, Darrell
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2751-2802
Persistent link: https://www.econbiz.de/10003121049
Saved in:
4
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
5
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Saved in:
6
The term structure of interest rates
Jarrow, Robert A.
- In:
Annual review of financial economics
1
(
2009
),
pp. 69-96
Persistent link: https://www.econbiz.de/10003924493
Saved in:
7
The impact of a Central Bank's Bond Market intervention on foreign exchange rates
Jarrow, Robert A.
;
Li, Hao
- In:
The quarterly journal of finance
5
(
2015
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011301001
Saved in:
8
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
9
The zero-lower bound on interest rates : myth or reality?
Jarrow, Robert A.
- In:
Finance research letters
10
(
2013
)
4
,
pp. 151-156
Persistent link: https://www.econbiz.de/10010252360
Saved in:
10
Simulating and validating a multi-factor Heath, Jarrow and Morton model with negative interest rates
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 332-346
Persistent link: https://www.econbiz.de/10011531186
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->