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1
Article 		Equilibrium on the interest rate market analysis
Year:                     
2012
Person:  Kvasničková, Eva
Published in:  Market risk and financial markets modeling
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2
Book / Working Paper 		Forecasting economic time series using locally stationary processes : a new approach with applications
Year:                     
2012
Person:  Loll, Tina
Publisher:  Frankfurt am Main [u.a] : Lang
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3
Article 		Does the Bund dominate price discovery in Euro bond futures? : examining information shares
Year:                     
2011
Person:  Fricke, Christoph; Menkhoff, Lukas
Published in:  Journal of banking & finance ; 35
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4
Book / Working Paper 		Verzinsliche Wertpapiere : Bewertung und Strategien
Year:                     
2011
Person:  Gallati, Reto R.
Publisher:  Wiesbaden : Gabler
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5
Article 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2011
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Published in:  Journal of banking & finance ; 35
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6
Article 		Maturity effects in the Mexican interest rate futures market
Year:                     
2011
Person:  Gurrola, Pedro; Herrerías, Renata
Published in:  The journal of futures markets ; 31
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7
Book / Working Paper 		Predicting short-term interest rates : does Bayesian model averaging provide forecast improvement?
Year:                     
2011
Person:  Chua, Chew Lian; Suardi, Sandy; Tsiaplias, Sarantis
Publisher:  [Parkville] : Melbourne Institute of Applied Economic and Social Research, University of Melbourne
Institution:  University of Melbourne / Faculty of Business and Economics; Melbourne Institute of Applied Economic and Social Research
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8
Book / Working Paper 		Anhang
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9
Book / Working Paper 		IFRS-basierte interne Ergebnismessung für zinsabhängige Geschäfte in Kreditinstituten ; Teil 1
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10
Book / Working Paper 		Kalkulation von impliziten Optionsrechten des Kunden in der privaten Wohnungsbaufinanzierung
Year:                     
2011
Person:  Gramatke, Wolf Christoph
Publisher:  Frankfurt am Main : Knapp
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11
Book / Working Paper 		Characteristic functions in the Cheyette Interest Rate Model
Year:                     
2011
Person:  Beyna, Ingo; Wystup, Uwe
Publisher:  Frankfurt/M. : Frankfurt School of Finance & Management
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12
Book / Working Paper 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2011
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Publisher:  Cologne : Centre for Financial Research
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13
Book / Working Paper 		Interest rate markets : a practical approach to fixed income
Year:                     
c 2011
Person:  Jha, Siddhartha
Publisher:  Hoboken, NJ : Wiley
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14
Article 		Modifying the LMM to price constant maturity swaps
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15
Book / Working Paper 		Does the Bund dominate price discovery in Euro bond futures? : examining information shares
Year:                     
2010
Person:  Fricke, Christoph; Menkhoff, Lukas
Publisher:  Hannover : Wirtschaftswiss. Fak., Leibniz Univ.
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16
Book / Working Paper 		Macroeconomic news effects in commodity futures and German stock and bond futures markets
Year:                     
2010
Person:  Huang, He
Publisher:  Lohmar [u.a.] : Eul
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17
Book / Working Paper 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2010
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Publisher:  Frankfurt, Main : Center for Financial Studies
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18
Book / Working Paper 		The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Year:                     
2010
Person:  Hautsch, Nikolaus; Hess, Dieter; Veredas, David
Publisher:  Berlin : SFB 649, Economic Risk
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19
Article 		On finite dimensional realizations of two-country intereste rate models
Year:                     
2010
Person:  Slinko, Irina
Published in:  Mathematical finance : an international journal of mathematics, statistics and financial theory ; 20
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20
Article 		A comparison of single factor Markov-functional and multi factor market models
Year:                     
2010
Person:  Pietersz, Raoul; Pelsser, Antoon
Published in:  Review of derivatives research ; 13
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21
Book / Working Paper 		On the calibration of the Cheyette interest rate model
Year:                     
2010
Person:  Beyna, Ingo; Wystup, Uwe
Publisher:  Frankfurt/M. : Frankfurt School of Finance & Management
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22
Article 		Lognormal forward market model (LFM) volatility function approximation
Year:                     
2010
Person:  Chung, In-hwan; Dun, Tim; Schlögl, Erik
Published in:  Contemporary quantitative finance : essays in honour of Eckhard Platen
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23
Article 		Interest rate barrier options
Year:                     
2010
Person:  Barone-Adesi, Giovanni; Sorwar, Ghulam
Published in:  Computational methods in decision-making, economics and finance
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24
Article 		Interest rate derivatives
Year:                     
2010
Person:  Lang, Ian
Published in:  Financial derivatives : pricing and risk management
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25
Article 		Using derivatives to mange interest rate risk
Year:                     
2010
Person:  Byers, Steven L.
Published in:  Financial derivatives : pricing and risk management
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26
Article 		Further analysis of the speed of response to large trades in interest rate futures
Year:                     
2010
Person:  Cummings, James Richard; Frino, Alex
Published in:  The journal of futures markets ; 30
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27
Book / Working Paper 		Znaczenie procentowych instrumentów pochodnych rynku pieniężnego w polityce banku centralnego
Year:                     
2009
Person:  Dziwok, Ewa
Publisher:  Katowice : Wydawn. Akad. Ekonomicznej im. Karola Adamieckiego
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28
Book / Working Paper 		Reaction of Swiss term premia to monetary policy surprises
Year:                     
2009
Person:  Söderlin, Paul
Publisher:  St. Gallen : Dep. of Economics, Univ.
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29
Book / Working Paper 		Reaction of Swiss term premia to monetary policy surprises
Year:                     
2009
Person:  Söderlind, Paul
Publisher:  St. Gallen : Center of Finance, Univ. of
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30
Article 		Valuation of interest rate spread options in a multifactor LIBOR market model
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31
Article 		Are interest rate options important for the assessment of interest rate risk?
Year:                     
2009
Person:  Almeida, Caio Ibsen Rodrigues de; Vicente, José Roberto
Published in:  Journal of banking & finance ; 33
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32
Article 		Forecasts of US short-term interest rates : a flexible forecast combination approach
Year:                     
2009
Person:  Guidolin, Massimo; Timmermann, Allan
Published in:  Journal of econometrics ; 150
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33
Book / Working Paper 		Interest rate swaps and their derivatives : a practitioner's guide
Year:                     
c2009
Person:  Sadr, Amir
Publisher:  Hoboken, NJ : Wiley
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34
Article 		Pricing efficiency of the 3-month KLIBOR futures contracts : an empirical analysis
Year:                     
2009
Person:  Razak, Marina Abdul; Bacha, Obiyathulla Ismath
Published in:  Applied financial economics ; 19
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35
Article 		Forward interest rate premium and asymmetric adjustment : evidence from 16 countries
Year:                     
2009
Person:  McMillan, David G.
Published in:  Journal of international financial markets, institutions & money ; 19
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36
Article 		A neuro-evolutionary approach for interest rate modelling
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37
Book / Working Paper 		A forecast evaluation of PCA-based adaptive forecasting schemes for the EURIBOR swap term structure
Year:                     
2009
Person:  Blaskowitz, Oliver Jim
Affiliated person:  Herwartz, Helmut; Lux, Thomas
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38
Article 		A joint framework for consistently pricing interest rates and interest rate derivatives
Year:                     
2009
Person:  Heidari, Massoud; Wu, Liuren
Published in:  Journal of financial and quantitative analysis : JFQA ; 44
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39
Article 		International interest rates and US monetary policy announcements : evidence from Hong Kong and Singapore
Year:                     
2009
Person:  Valente, Giorgio
Published in:  Journal of international money and finance ; 28
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40
Article 		Global financial transmission of monetary policy shocks
Year:                     
2009
Person:  Ehrmann, Michael; Fratzscher, Marcel
Published in:  Oxford bulletin of economics and statistics ; 71
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41
Article 		Nonparametric estimation of state-price densities implicit in interest rate cap prices
Year:                     
2009
Person:  Li, Haitao; Zhao, Feng
Published in:  The review of financial studies ; 22
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42
Article 		A multi-factor cross-currency LIBOR market mode
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43
Article 		Monetary policy surprises and interest rates : choosing between the inflation-revelation and excess sensitivity hypotheses
Year:                     
2009
Person:  Thorbecke, Willem; Zhang, Hanjiang
Published in:  Southern economic journal ; 75
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44
Article 		The determinants of trading volume for cross-listed Euribor futures contracts
Year:                     
2009
Person:  Gwilym, Owain ap; Aguenaou, Samir; Rhodes, Mark
Publisher:  Taylor and Francis Journals
Published in:  European Journal of Finance
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45
Book / Working Paper 		Performance von Zinsderivaten
Year:                     
2008
Person:  Firnges, Jan-Peter
Publisher:  Lohmar [u. a.] : Eul
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46
Article 		Intraday behavior of market depth in a competitive dealer market : a note
Year:                     
2008
Person:  Frino, Alex; Lepone, Andrew; Wearin, Grant
Published in:  The journal of futures markets ; 28
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47
Article 		Interest rate futures and forwards : evidence from the sterling futures and FRA markets
Year:                     
2008
Person:  Poskitt, Russell
Published in:  Journal of international financial markets, institutions & money ; 18
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48
Article 		The financial instruments for risk management on the international financial markets
Year:                     
2008
Person:  Hagiu, Alina
Published in:  Acta Universitatis Danubius
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49
Book / Working Paper 		Pricing interest-rate derivatives : a fourier-transform based approach
Year:                     
2008
Person:  Bouziane, Markus
Publisher:  Berlin [u.a.] : Springer
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50
Book / Working Paper 		Economic hysteresis effects and hitting time densities for CIR diffusions
Year:                     
2008
Affiliated person:  Dias, Jose Carlos; Shackleton, Mark B.
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