//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Volatility of the short rate i...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
240,046
Theorie
239,942
Volatility
21,217
Volatilität
21,189
USA
19,769
United States
19,766
Estimation
15,278
Schätzung
15,263
Mathematical programming
11,189
Mathematische Optimierung
11,187
Portfolio selection
9,548
Portfolio-Management
9,548
Risk
9,354
Risiko
9,218
Börsenkurs
9,205
Share price
9,204
Welt
8,242
World
8,241
Forecasting model
7,966
Prognoseverfahren
7,966
Capital income
7,401
Kapitaleinkommen
7,400
Option pricing theory
7,346
Optionspreistheorie
7,346
Geldpolitik
7,116
Monetary policy
7,114
Stochastic process
7,057
Stochastischer Prozess
7,057
Zeitreihenanalyse
6,844
Time series analysis
6,842
Game theory
6,038
Spieltheorie
6,031
Estimation theory
5,674
Schätztheorie
5,674
Scheduling problem
5,202
Scheduling-Verfahren
5,202
Experiment
5,177
ARCH model
5,173
ARCH-Modell
5,173
CAPM
5,108
more ...
less ...
Online availability
All
Undetermined
67,218
Free
11,819
Type of publication
All
Article
259,295
Book / Working Paper
1,966
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
261,261
Working Paper
131,643
Graue Literatur
129,487
Non-commercial literature
129,487
Arbeitspapier
119,431
Aufsatz im Buch
49,031
Book section
49,031
Hochschulschrift
29,559
Thesis
25,651
Collection of articles of several authors
12,789
Sammelwerk
12,789
Bibliografie enthalten
11,081
Bibliography included
11,081
Lehrbuch
9,914
Textbook
9,000
Aufsatzsammlung
6,770
Konferenzschrift
5,265
Collection of articles written by one author
3,951
Sammlung
3,951
Conference proceedings
3,328
Systematic review
2,722
Übersichtsarbeit
2,722
Rezension
2,345
Conference paper
1,801
Konferenzbeitrag
1,801
Glossar enthalten
1,659
Glossary included
1,659
Case study
1,311
Fallstudie
1,311
Festschrift
1,189
Amtsdruckschrift
1,165
Government document
1,165
Mehrbändiges Werk
1,128
Multi-volume publication
1,128
Reprint
1,115
Handbook
1,016
Handbuch
1,016
Bibliografie
879
Forschungsbericht
853
more ...
less ...
Language
All
English
240,358
German
8,182
French
4,678
Spanish
3,051
Italian
2,140
Portuguese
807
Russian
601
Polish
422
Dutch
337
Hungarian
219
Czech
108
Danish
88
Croatian
87
Norwegian
77
Bulgarian
41
Swedish
36
Slovak
32
Slovenian
30
Serbian
24
Macedonian
10
Galician
7
Finnish
6
Lithuanian
5
Afrikaans
4
Modern Greek (1453-)
3
Romanian
3
Undetermined
3
Arabic
2
Valencian
2
Estonian
1
Korean
1
Albanian
1
Turkish
1
more ...
less ...
Author
All
Gupta, Rangan
229
Beladi, Hamid
164
Pestieau, Pierre
160
Güth, Werner
155
Phillips, Peter C. B.
148
Creedy, John
145
Lai, Ching-chong
141
McAleer, Michael
134
Thisse, Jacques-François
133
Fabozzi, Frank J.
130
Nijkamp, Peter
130
Turnovsky, Stephen J.
126
Tirole, Jean
124
Marjit, Sugata
121
Broll, Udo
120
Cremer, Helmuth
119
Jarrow, Robert A.
119
Mukherjee, Arijit
118
Färe, Rolf
116
Long, Ngo Van
116
Lambertini, Luca
114
Lien, Da-hsiang Donald
113
Acemoglu, Daron
112
Bahmani-Oskooee, Mohsen
112
Frey, Bruno S.
112
Laporte, Gilbert
110
Cheng, T. C. E.
106
Madan, Dilip B.
106
Tsionas, Efthymios G.
104
Devereux, Michael B.
102
Laffont, Jean-Jacques
101
Miceli, Thomas J.
101
Serletis, Apostolos
101
Bouri, Elie
100
Kumbhakar, Subal
99
Stiglitz, Joseph E.
99
Franses, Philip Hans
98
Gersbach, Hans
98
Ma, Feng
97
Quiggin, John C.
97
more ...
less ...
Institution
All
Schweizerische Nationalbank
8
European Economic Association
7
Association française de science économique
6
European Association of Law and Economics
6
National Bureau of Economic Research
6
Conference Sociology of Law versus Law and Economics: A Different Paradigm? <1995, Gent>
5
International Society for Ecological Economics
5
Allied Social Science Associations
4
Federal Reserve Bank of St. Louis
4
International Institute of Public Finance
4
International Seminar in Public Economics
4
Union for Radical Political Economics
4
Federal Reserve Bank of Cleveland
3
International Association of Maritime Economists
3
International Workshop on Global Optimization <1999, Florenz>
3
John M. Olin Foundation
3
Nihon Keizai Kenkyū Sentā <Tokio>
3
OECD
3
Society for the Advancement of Behavioral Economics
3
American Finance Association
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Brussels European and Global Economic Laboratory
2
Carnegie Rochester Conference on Public Policy <2007, 11, Pittsburgh, Pa.>
2
Columbia University
2
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Global Conference on Small Business Economics <3, 1995, Rotterdam>
2
Indian Economic Association
2
International Association for Travel Behaviour Research
2
International Centenary Conference Alfred Marshall's Principles of Economics 1890 - 1990 <1990, Florenz>
2
International Joseph A. Schumpeter Society
2
International Working Seminar on Production Economics <6, 1990, Igls>
2
MISTA <4., 2009, Dublin>
2
MISTA <5., 2011, Phoenix, Ariz.>
2
MISTA <6., 2013, Gent>
2
National Tax Association
2
Nordic Logistics Research Network
2
OECD / Directorate for Financial, Fiscal and Enterprise Affairs / Committee on Fiscal Affairs
2
Rōdō Seisaku Kenkyū Kenshū Kikō
2
Studienzentrum Gerzensee
2
Villa Mondragone International Economic Seminar <3, 1991, Rom>
2
more ...
less ...
Published in...
All
Economics letters
5,326
European journal of operational research : EJOR
5,036
Journal of economic theory
2,878
Journal of economic dynamics & control
2,548
Computers & operations research : and their applications to problems of world concern ; an international journal
2,332
The American economic review
2,279
Journal of economic behavior & organization : JEBO
2,234
Economic modelling
1,963
International journal of production research
1,934
European economic review : EER
1,924
Games and economic behavior
1,865
Applied economics
1,837
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
Journal of econometrics
1,803
Journal of banking & finance
1,739
Journal of public economics
1,722
Energy economics
1,600
Management science : journal of the Institute for Operations Research and the Management Sciences
1,536
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,493
Journal of monetary economics
1,402
The economic journal : the journal of the Royal Economic Society
1,372
International economic review
1,359
Public choice
1,351
Applied economics letters
1,314
Social choice and welfare
1,311
International journal of production economics
1,301
Journal of international economics
1,275
Finance research letters
1,258
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,197
American journal of agricultural economics
1,194
International journal of industrial organization
1,175
International review of economics & finance : IREF
1,167
Journal of macroeconomics
1,147
Insurance / Mathematics & economics
1,132
Journal of mathematical economics
1,131
Journal of international money and finance
1,085
The Canadian journal of economics
1,078
Operations research letters
1,040
Journal of political economy
1,035
Journal of financial economics
1,029
more ...
less ...
Source
All
ECONIS (ZBW)
261,261
Showing
1
-
10
of
261,261
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate option pricing with
volatility
humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
2
The importance of forward rate
volatility
structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
3
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
Saved in:
4
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
5
Minimal realizations of interest rate models
Björk, Tomas
;
Gombani, Andrea
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001412162
Saved in:
6
Interst rate derivatives in a Duffie and Kan model with stochastic
volatility
: an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal
;
Clewlow, Les
;
Hodges, Stewart D.
- In:
Review of derivatives research
3
(
1999
)
1
,
pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
Saved in:
7
Volatility
structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
8
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
9
Sensitivity of interest rate caps to the elasticity of forward rate
volatility
Sahut, Jean-Michel
;
Mili, Mehdi
- In:
International journal of business
11
(
2006
)
2
,
pp. 107-119
Persistent link: https://www.econbiz.de/10003341988
Saved in:
10
Valuation of
volatility
sensitive interest rate derivatives in an emerging market
Witzany, Jiří
- In:
International journal of financial markets and derivatives
1
(
2010
)
4
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008665631
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->