//--> //--> //-->
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
isPartOf:"The journal of futures markets"
~subject:"Schätzung"
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
Search: Zins
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Interest rate derivative
137
Zinsderivat
137
USA
100
United States
96
Public bond
56
Öffentliche Anleihe
56
Theorie
39
Theory
39
Hedging
36
Zins
26
Interest rate
25
CAPM
16
Volatility
16
Volatilität
16
Yield curve
16
Zinsstruktur
16
Government securities
14
Staatspapier
14
Derivat
13
Derivative
13
Currency derivative
12
Währungsderivat
12
Arbitrage
11
Option pricing theory
8
Optionspreistheorie
8
Commodity exchange
7
Estimation
7
Forecast
7
Großbritannien
7
Prognose
7
United Kingdom
7
Warenbörse
7
Deposit banking
6
Einlagengeschäft
6
Hypothek
6
Mortgage
6
Ankündigungseffekt
5
Announcement effect
5
Börsenkurs
5
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Bali, Turan G.
1
Chao, Wan-Ling
1
Ederington, Louis H.
1
Gurrola, Pedro
1
Herrerías, Renata
1
Lee, Jae-ha
1
Lee, Yung-Hsin
1
Leung, Kwai S.
1
Miao, Daniel Wei-Chung
1
Ng, Hon Y.
1
Upper, Christian
1
Werner, Thomas
1
Wong, Hoi Ying
1
Wu, Tao L.
1
more ...
less ...
Published in...
All
The journal of futures markets
Applied economics
51
Economic modelling
36
CESifo working papers
35
NBER working paper series
34
Applied financial economics
33
NBER Working Paper
33
Journal of international money and finance
30
Working paper / National Bureau of Economic Research, Inc.
30
The North American journal of economics and finance : a journal of financial economics studies
27
Applied economics letters
26
Journal of macroeconomics
25
Discussion paper / Centre for Economic Policy Research
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International review of economics & finance : IREF
22
Discussion paper / Deutsche Bundesbank
20
Finance and economics discussion series
20
Economics letters
19
Journal of banking & finance
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of money, credit and banking : JMCB
17
Working paper
17
International journal of economics and financial issues : IJEFI
15
The empirical economics letters : a monthly international journal of economics
15
Discussion paper
14
Bundesbank Series 1 Discussion Paper
13
Discussion papers / CEPR
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of economics and finance
13
Macroeconomic dynamics
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
IMF working papers
12
Journal of empirical finance
12
Journal of monetary economics
12
Working paper series / European Central Bank
12
CFS working paper series
11
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
11
BIS working papers
10
Cogent economics & finance
10
Journal of economic dynamics & control
10
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
2
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
3
Stochastic skew in the interest rate cap market
Leung, Kwai S.
;
Ng, Hon Y.
;
Wong, Hoi Ying
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
Saved in:
4
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
5
Maturity effects in the Mexican interest rate futures market
Gurrola, Pedro
;
Herrerías, Renata
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10008908357
Saved in:
6
Time variation in the tail behavior of bund future returns
Werner, Thomas
;
Upper, Christian
- In:
The journal of futures markets
24
(
2004
)
4
,
pp. 387-398
Persistent link: https://www.econbiz.de/10002005386
Saved in:
7
Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.
;
Lee, Jae-ha
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->