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~isPartOf:"The journal of futures markets"
~subject:"Interest rate"
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Interest rate
Yield curve
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Zinsstruktur
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Volatility
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USA
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Interest rate derivative
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Option pricing theory
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Bali, Turan G.
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Fan, Longzhen
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Hou, Xin
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Ritchken, Peter H.
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Sankarasubramanian, L.
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The journal of futures markets
NBER working paper series
54
NBER Working Paper
42
Working papers / The Levy Economics Institute
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Applied economics
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Journal of banking & finance
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International journal of theoretical and applied finance
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Journal of money, credit and banking : JMCB
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Finance and economics discussion series
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International review of economics & finance : IREF
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Staff working paper / Bank of Canada
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cogent economics & finance
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International journal of finance & economics : IJFE
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International journal of financial engineering
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1
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
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
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3
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
4
On valuing complex interest rate claims
Ritchken, Peter H.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 443-455
Persistent link: https://www.econbiz.de/10001094588
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