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Viscusi, W. Kip
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Subrahmanyam, Marti G.
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White, Alan
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Alsakka, Rasha
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Chan, Kam C.
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Fang, Victor
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Fridson, Martin S.
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Wirtschaftskammer Österreich
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medhochzwei Verlag GmbH
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The journal of futures markets
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Journal of banking & finance
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Finance research letters
86
Journal of financial economics
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International journal of theoretical and applied finance
53
The review of financial studies
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International review of financial analysis
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The journal of finance : the journal of the American Finance Association
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Die Bank
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Journal of international money and finance
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Advances in futures and options research : a research annual
32
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Applied mathematical finance
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Energy economics
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International journal of selection and assessment
30
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Research in international business and finance
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The journal of real estate finance and economics
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ECONIS (ZBW)
7,339
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1
Sovereign debt : understanding bond markets during the eurozone crisis
Bowdler, Christopher
(
contributor
)
-
2013
Persistent link: https://www.econbiz.de/10010344647
Saved in:
2
Stochastic duration and dynamic measure of risk in financial futures
Chen, Andrew H.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 93-111
Persistent link: https://www.econbiz.de/10001339382
Saved in:
3
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
4
Bond and option evaluation in the Gaussian interest rate model
Jamshidian, Farshid
- In:
Research in finance
9
(
1991
),
pp. 131-170
Persistent link: https://www.econbiz.de/10001120693
Saved in:
5
Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
Saved in:
6
The coupon effect on term premiums
Brooks, Robert
- In:
The journal of financial research
12
(
1989
)
1
,
pp. 15-21
Persistent link: https://www.econbiz.de/10001064206
Saved in:
7
Une formule variationnelle pour les obligations du secteur privé
Décamps, Jean-Paul
- In:
Finance : revue de l'Association Française de Finance
14
(
1993
)
2
,
pp. 61-77
Persistent link: https://www.econbiz.de/10001157708
Saved in:
8
Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
Saved in:
9
The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
Saved in:
10
Martingale property in bond futures return including volatility spillover effect from bank bill futures
Bhar, Ramaprasad
- In:
Asia Pacific journal of management : APJM ; a …
12
(
1995
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001179462
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