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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
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Search: Bankensystem OR Geldpolitik OR Verschuldungsrestriktion OR Zins
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Ritchken, Peter H.
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
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ECONIS (ZBW)
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1
The pre-FOMC announcement drift
Lucca, David O.
;
Mönch, Emanuel
- In:
The journal of finance : the journal of the American …
70
(
2015
)
1
,
pp. 329-371
Persistent link: https://www.econbiz.de/10010501912
Saved in:
2
A comparison of forward and futures prices of an interest rate-sensitive financial asset
Meulbroek, Lisa K.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001124486
Saved in:
3
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
Saved in:
4
Pricing contingent claims under interest rate and asset price risk
Kishimoto, Naoki
- In:
The journal of finance : the journal of the American …
44
(
1989
)
3
,
pp. 571-589
Persistent link: https://www.econbiz.de/10001072888
Saved in:
5
Changes in expected security returns, risk, and the level of interest rates
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1191-1217
Persistent link: https://www.econbiz.de/10001080362
Saved in:
6
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
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7
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
1
,
pp. 409-430
Persistent link: https://www.econbiz.de/10001217780
Saved in:
8
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
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9
The pricing of default-free interest rate cap, floor, and collar agreements
Briys, Eric
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1879-1892
Persistent link: https://www.econbiz.de/10001115509
Saved in:
10
The quality delivery option in treasury bond futures contracts
Hemler, Michael Lee
- In:
The journal of finance : the journal of the American …
45
(
1990
)
5
,
pp. 1565-1586
Persistent link: https://www.econbiz.de/10001103793
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