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~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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1
The term structure of interest rates and the basis for financial futures
Livingston, Miles
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 117-135
Persistent link: https://www.econbiz.de/10001145848
Saved in:
2
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
3
Derivative
securities and cash market stability
Ely, David P.
- In:
Applied economics
23
(
1991
)
2
,
pp. 391-402
Persistent link: https://www.econbiz.de/10001114647
Saved in:
4
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G.
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001124218
Saved in:
5
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
Saved in:
6
One-factor interest-rate models and the valuation of interest-rate
derivative
securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
7
Pricing interest-rate-
derivative
securities
Hull, John
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
Saved in:
8
Determinants of interest rate swap spreads
Lang, Larry H. P.
- In:
Journal of banking & finance
22
(
1998
)
12
,
pp. 1507-1532
Persistent link: https://www.econbiz.de/10001252588
Saved in:
9
Bewertung, Preischarakteristika und Risikomanagement von zinsderivativen Wertpapieren im Rahmen eines Einfaktormodelles
Bühler, Alfred
- In:
Finanzmarkt und Portfolio-Management
8
(
1994
)
4
,
pp. 468-498
Persistent link: https://www.econbiz.de/10001221023
Saved in:
10
Fixed interest player v/s floating interest player : tug of war
Ahamed, Naseem
- In:
Theoretical economics letters
5
(
2015
)
4
,
pp. 469-475
Persistent link: https://www.econbiz.de/10011439295
Saved in:
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