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Zinsstruktur
Zins
18,838
Interest rate
17,544
Optionspreistheorie
14,840
Option pricing theory
14,379
Theorie
9,655
Theory
9,433
Hypothek
8,992
Mortgage
8,915
USA
5,584
United States
5,347
Geldpolitik
5,097
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4,992
Volatilität
4,727
Volatility
4,645
Stochastischer Prozess
3,568
Stochastic process
3,510
Schätzung
3,434
Estimation
3,362
Yield curve
3,165
Optionsgeschäft
2,932
Option trading
2,914
Derivat
2,751
Derivative
2,744
Kreditrisiko
2,706
Credit risk
2,670
Asset-Backed Securities
1,801
Asset-backed securities
1,795
Deutschland
1,785
Finanzkrise
1,768
Financial crisis
1,760
Bank
1,686
Kreditgeschäft
1,683
Immobilienpreis
1,680
Portfolio-Management
1,673
Portfolio selection
1,658
Bank lending
1,655
Real estate price
1,651
Immobilienfinanzierung
1,574
Real estate finance
1,562
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Akram, Tanweer
47
Friedman, Benjamin M.
16
Schlögl, Erik
15
Joshi, Mark S.
14
Caporale, Guglielmo Maria
13
Foresi, Silverio
13
Das, Anupam
12
Fabozzi, Frank J.
12
Filipović, Damir
12
Schoenmakers, John
12
Thornton, Daniel L.
12
Gnoatto, Alessandro
11
Campbell, John Y.
10
Chen, Son-nan
10
Frankel, Jeffrey A.
10
Li, Huiqing
10
Elliott, Robert J.
9
Grbac, Zorana
9
Lemke, Wolfgang
9
Lucca, David O.
9
Rebonato, Riccardo
9
Subrahmanyam, Marti G.
9
Turner, Philip
9
Wu, Jing Cynthia
9
Balduzzi, Pierluigi
8
Bystrov, Victor
8
Chiarella, Carl
8
Duffie, Darrell
8
Favero, Carlo A.
8
Kaminska, Iryna
8
Memmel, Christoph
8
Mishkin, Frederic S.
8
Mizen, Paul
8
Nawalkha, Sanjay K.
8
Sandmann, Klaus
8
Schotman, Peter C.
8
White, Alan
8
Wilfling, Bernd
8
Almeida, Caio
7
Archontakis, Theofanis
7
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National Bureau of Economic Research
59
International Monetary Fund
5
OECD
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Centre for Analytical Finance <Århus>
2
Deutsche Forschungsgemeinschaft
2
Springer Fachmedien Wiesbaden
2
United States / Congress / Senate / Committee on Small Business
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
American Finance Association
1
Banco Central de Costa Rica
1
Bank of England / Economics Division
1
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Citicorp <New York, NY>
1
Conference Monetary Policy after the Crisis <2011, Warschau>
1
Country Landowners' Association
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
Europäische Zentralbank
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Federal Reserve Bank of New York
1
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1
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Frank J. Fabozzi Associates <New Hope, Pa.>
1
Frankreich / Ministère de l'équipement et du logement
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Gottfried Wilhelm Leibniz Universität Hannover
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Institut for Finansiering <Frederiksberg>
1
Institute of Economic Affairs <Accra>
1
Instituto Valenciano de Investigaciones Económicas
1
International Monetary Fund / Finance Dept
1
International Monetary Fund, Fiscal Affairs Department
1
International Symposium on the Mobilization of Personal Savings in Developing Countries
1
International Workshop on Finance <2011, Kyōto>
1
Internationaler Währungsfonds / Research Department
1
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NBER working paper series
58
International journal of theoretical and applied finance
50
Journal of banking & finance
45
NBER Working Paper
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
33
Working papers / The Levy Economics Institute
27
Applied economics
26
Applied mathematical finance
25
The journal of computational finance
23
Working papers / Bank for International Settlements
22
Finance and economics discussion series
21
Finance and stochastics
21
Finance research letters
21
Journal of financial economics
19
Quantitative finance
19
Review of derivatives research
19
Economic modelling
18
IMF working papers
18
International journal of financial engineering
18
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of futures markets
18
Working paper
18
Journal of international money and finance
17
Journal of money, credit and banking : JMCB
17
Applied economics letters
16
International review of economics & finance : IREF
16
Working paper series / European Central Bank
16
Discussion papers / CEPR
15
Journal of mathematical finance
15
Staff working paper / Bank of Canada
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Research paper series / Swiss Finance Institute
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied financial economics
12
Insurance / Mathematics & economics
12
Risks : open access journal
12
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ECONIS (ZBW)
3,169
EconStor
17
USB Cologne (EcoSocSci)
6
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1
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
2
Mortgage
convexity
Hanson, Samuel G.
- In:
Journal of financial economics
113
(
2014
)
2
,
pp. 270-299
Persistent link: https://www.econbiz.de/10010479539
Saved in:
3
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
4
Market risk of
mortgage
-backed securities with consistent measures
Chen, Ren-Raw
;
Liao, Hsien-hsing
;
Yang, Tyler T.
- In:
The journal of real estate finance and economics
36
(
2008
)
1
,
pp. 121-140
Persistent link: https://www.econbiz.de/10003622062
Saved in:
5
Mortgage
Backed Securities
Rom-Poulsen, Niels
- In:
The journal of real estate finance and economics
34
(
2007
)
4
,
pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
Saved in:
6
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
-
2015
Persistent link: https://www.econbiz.de/10011437596
Saved in:
7
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
- In:
The review of financial studies
29
(
2016
)
5
,
pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
Saved in:
8
Discretionary ratings and the pricing of subprime
mortgage
-backed securities
Lugo, Stefano
- In:
Journal of banking & finance
48
(
2014
),
pp. 248-260
Persistent link: https://www.econbiz.de/10010508137
Saved in:
9
The use of term structure information in the hedging of
mortgage
-backed securities
Finkle, Jason L.
;
Fink, Kristin E.
;
Lange, Stephen
- In:
The journal of futures markets
25
(
2005
)
7
,
pp. 661-678
Persistent link: https://www.econbiz.de/10002983476
Saved in:
10
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
Saved in:
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