//--> //--> //--> //-->
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
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
A simple class of square-root...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Yield curve
14,488
Zinsstruktur
14,446
Theorie
5,556
Theory
5,537
Schätzung
2,615
Estimation
2,609
Zins
2,436
Interest rate
2,403
USA
2,301
Geldpolitik
2,281
United States
2,278
Monetary policy
2,269
Risk premium
2,223
Risikoprämie
2,222
Öffentliche Anleihe
2,217
Public bond
2,213
Interest rate derivative
1,994
Zinsderivat
1,994
Kreditrisiko
1,437
Credit risk
1,433
Kapitaleinkommen
1,324
Capital income
1,319
EU countries
1,233
EU-Staaten
1,233
Anleihe
1,205
Bond
1,201
Volatilität
1,190
Volatility
1,188
Optionspreistheorie
1,083
Option pricing theory
1,077
Prognoseverfahren
1,074
Forecasting model
1,070
Euro area
949
Eurozone
949
Unternehmensanleihe
901
Corporate bond
900
CAPM
815
Deutschland
795
Germany
779
Derivat
770
more ...
less ...
Online availability
All
Free
6,514
Undetermined
2,506
Type of publication
All
Book / Working Paper
8,826
Article
7,307
Other
6
Journal
4
Type of publication (narrower categories)
All
Article in journal
6,654
Aufsatz in Zeitschrift
6,654
Working Paper
3,817
Graue Literatur
3,809
Non-commercial literature
3,809
Arbeitspapier
3,724
Aufsatz im Buch
483
Book section
483
Hochschulschrift
460
Thesis
368
Collection of articles written by one author
101
Sammlung
101
Bibliografie enthalten
76
Bibliography included
76
Collection of articles of several authors
64
Sammelwerk
64
Conference paper
40
Konferenzbeitrag
40
Lehrbuch
36
Konferenzschrift
33
Textbook
33
Dissertation u.a. Prüfungsschriften
26
Amtsdruckschrift
23
Government document
23
Forschungsbericht
22
Aufsatzsammlung
21
Conference proceedings
19
Systematic review
18
Übersichtsarbeit
18
Article
15
Mikroform
11
Case study
9
Fallstudie
9
Reprint
7
Glossar enthalten
6
Glossary included
6
Bibliografie
5
Handbook
5
Handbuch
5
Statistik
4
more ...
less ...
Language
All
English
14,943
German
542
Undetermined
279
Spanish
139
French
134
Portuguese
35
Italian
33
Polish
12
Dutch
10
Danish
6
Norwegian
6
Hungarian
5
Czech
4
Finnish
2
Croatian
2
Korean
2
Romanian
1
Russian
1
Turkish
1
more ...
less ...
Author
All
Rudebusch, Glenn D.
117
Akram, Tanweer
67
Christensen, Jens H. E.
66
Diebold, Francis X.
58
Favero, Carlo A.
57
Bekaert, Geert
51
Krippner, Leo
51
Afonso, António
50
Wright, Jonathan H.
50
Chiarella, Carl
47
Wu, Jing Cynthia
47
Monfort, Alain
44
Chernov, Mikhail
43
Hamilton, James D.
42
Campbell, John Y.
39
Caporale, Guglielmo Maria
39
Kaminska, Iryna
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Dewachter, Hans
37
Gollier, Christian
37
Hördahl, Peter
37
Kim, Don H.
37
Schlögl, Erik
37
Jarrow, Robert A.
36
Mishkin, Frederic S.
36
Söderström, Ulf
36
Wei, Min
36
Bauer, Michael D.
34
Fabozzi, Frank J.
33
Koopman, Siem Jan
33
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Li, Canlin
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Rebonato, Riccardo
31
Gouriéroux, Christian
30
more ...
less ...
Institution
All
National Bureau of Economic Research
279
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
29
International Monetary Fund
18
Centre for Analytical Finance <Århus>
14
International Monetary Fund (IMF)
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Federal Reserve Bank of San Francisco
13
Ekonomiska forskningsinstitutet <Stockholm>
11
C.E.P.R. Discussion Papers
10
EconWPA
10
European Central Bank
9
Federal Reserve Bank of St. Louis
9
Center for Financial Studies
8
Department of Economics, Waikato Management School
7
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
HAL
6
Tinbergen Instituut
6
Department of Economics, University of Pennsylvania
5
Federal Reserve Bank of Cleveland
5
Federal Reserve Bank of New York
5
Rodney L. White Center for Financial Research
5
Springer Fachmedien Wiesbaden
5
Weierstraß-Institut für Angewandte Analysis und Stochastik
5
World Bank
5
Banca d'Italia
4
Banco Central do Brasil
4
Federal Reserve System / Division of Research and Statistics
4
Finance Discipline Group, Business School
4
Internationaler Währungsfonds / European Department <1>
4
OECD
4
Schweizerische Nationalbank (SNB)
4
Tinbergen Institute
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Banco de México
3
CESifo
3
Department of Accounting, Economics and Finance, Bristol Business School
3
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
more ...
less ...
Published in...
All
NBER working paper series
275
Working paper / National Bureau of Economic Research, Inc.
246
Journal of banking & finance
233
NBER Working Paper
214
The journal of futures markets
184
The journal of fixed income
155
Discussion paper / Centre for Economic Policy Research
138
Journal of financial economics
121
Journal of international money and finance
120
International journal of theoretical and applied finance
119
Finance and economics discussion series
115
Working paper series / European Central Bank
115
IMF working papers
105
Finance research letters
101
Working paper
101
Journal of money, credit and banking : JMCB
94
International review of economics & finance : IREF
93
Economics letters
92
The review of financial studies
91
Applied economics
87
The journal of finance : the journal of the American Finance Association
83
Economic modelling
75
Journal of empirical finance
75
Journal of monetary economics
75
Applied financial economics
74
ECB Working Paper
74
International review of financial analysis
74
Journal of economic dynamics & control
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of international financial markets, institutions & money
69
Working papers series / Federal Reserve Bank of San Francisco
69
Discussion paper
68
Journal of financial and quantitative analysis : JFQA
68
Applied economics letters
63
Discussion papers / CEPR
62
CESifo working papers
61
Finance and stochastics
59
The North American journal of economics and finance : a journal of financial economics studies
58
Applied mathematical finance
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
more ...
less ...
Source
All
ECONIS (ZBW)
15,627
RePEc
357
EconStor
108
USB Cologne (EcoSocSci)
40
BASE
8
Other ZBW resources
3
Showing
111
-
120
of
16,143
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
111
Robust calibration of the Libor market model and pricing of derivative products
Schätz, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009551549
Saved in:
112
Spread ladder swaps : an analysis of controversial interest rate derivatives
Muck, Matthias
- In:
Financial markets and portfolio management
26
(
2012
)
2
,
pp. 269-289
Persistent link: https://www.econbiz.de/10009553642
Saved in:
113
Modelling the US swap spread
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
Research in finance
26
(
2010
),
pp. 155-181
Persistent link: https://www.econbiz.de/10009241013
Saved in:
114
Fast and accurate Greeks for the LIBOR market model
Denson, Nick
;
Joshi, Mark S.
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 115-140
Persistent link: https://www.econbiz.de/10009241247
Saved in:
115
Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model
Kiesel, Rüdiger
;
Lutz, Matthias
- In:
The journal of computational finance
14
(
2010/11
)
4
,
pp. 37-72
Persistent link: https://www.econbiz.de/10009241255
Saved in:
116
Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien
;
Spieser, Philippe K.
- In:
Journal of banking & finance
50
(
2015
),
pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
Saved in:
117
What determines U.S. swap spreads?
Kóbor, Ádám
-
2005
Persistent link: https://www.econbiz.de/10010522778
Saved in:
118
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
-
2015
-
1. Auflage
Persistent link: https://www.econbiz.de/10011416533
Saved in:
119
Stationarity and persistence of the term premia in the Polish money market
Markun, Michał
;
Mospan, Anna
-
2015
Persistent link: https://www.econbiz.de/10011428633
Saved in:
120
Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan
;
Baaquie, Belal E.
;
Du, Xin
;
Zhang, Ying
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
Saved in:
First
Prev
8
9
10
11
12
13
14
15
16
17
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->