//--> //--> //--> //-->
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
14,534
Zinsstruktur
14,492
Theorie
5,580
Theory
5,561
Schätzung
2,617
Estimation
2,611
Zins
2,450
Interest rate
2,417
USA
2,302
Geldpolitik
2,290
United States
2,279
Monetary policy
2,278
Öffentliche Anleihe
2,240
Risk premium
2,238
Risikoprämie
2,237
Public bond
2,236
Interest rate derivative
2,002
Zinsderivat
2,002
Kreditrisiko
1,450
Credit risk
1,446
Kapitaleinkommen
1,337
Capital income
1,332
EU countries
1,236
EU-Staaten
1,236
Anleihe
1,224
Bond
1,220
Volatilität
1,194
Volatility
1,192
Optionspreistheorie
1,085
Option pricing theory
1,079
Prognoseverfahren
1,076
Forecasting model
1,072
Euro area
953
Eurozone
953
Unternehmensanleihe
915
Corporate bond
914
CAPM
818
Deutschland
795
Germany
779
Derivat
774
more ...
less ...
Online availability
All
Free
6,534
Undetermined
2,534
Type of publication
All
Book / Working Paper
8,839
Article
7,343
Other
6
Journal
4
Type of publication (narrower categories)
All
Article in journal
6,687
Aufsatz in Zeitschrift
6,687
Working Paper
3,826
Graue Literatur
3,817
Non-commercial literature
3,817
Arbeitspapier
3,733
Aufsatz im Buch
484
Book section
484
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
14,992
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.
67
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
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Dewachter, Hans
37
Gollier, Christian
37
Hördahl, Peter
37
Jarrow, Robert A.
37
Kaminska, Iryna
37
Kim, Don H.
37
Schlögl, Erik
37
Mishkin, Frederic S.
36
Söderström, Ulf
36
Wei, Min
36
Bauer, Michael D.
34
Fabozzi, Frank J.
34
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
124
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
Finance research letters
106
IMF working papers
105
Working paper
102
Economics letters
94
Journal of money, credit and banking : JMCB
94
International review of economics & finance : IREF
93
The review of financial studies
91
Applied economics
87
The journal of finance : the journal of the American Finance Association
83
Journal of monetary economics
78
Economic modelling
75
Journal of empirical finance
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
70
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
63
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)
15,676
RePEc
357
EconStor
108
USB Cologne (EcoSocSci)
40
BASE
8
Other ZBW resources
3
Showing
121
-
130
of
16,192
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
121
Time varying risk premium and limited participation in financial markets
Wang, Xuedong
-
2015
Persistent link: https://www.econbiz.de/10011279798
Saved in:
122
A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert
;
Cline, Brandon N.
;
Enders, Walter
- In:
Journal of banking & finance
54
(
2015
),
pp. 239-253
Persistent link: https://www.econbiz.de/10011377823
Saved in:
123
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
124
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
125
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
126
Pricing interest rate derivatives with model risk
Hosokawa, Satoshi
;
Matsumoto, Koichi
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010528390
Saved in:
127
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities
Hui, Cho H.
;
Chung, Tsz-kin
;
Lo, Chi-fai
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10009750729
Saved in:
128
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
129
The Meiselman forward interest rate revision regression as an affine term structure model
Golinski, Adam
;
Spencer, Peter D.
-
2012
Persistent link: https://www.econbiz.de/10009663204
Saved in:
130
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
First
Prev
9
10
11
12
13
14
15
16
17
18
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->