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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"International review of financial analysis"
~subject:"CAPM"
~subject:"Swap"
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Search: subject_exact:"Credit spread"
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CAPM
Swap
Yield curve
199
Zinsstruktur
199
Theorie
102
Theory
102
Risikoprämie
45
Risk premium
45
Credit risk
36
Kreditrisiko
36
Option pricing theory
36
Optionspreistheorie
36
Estimation
28
Schätzung
28
Geldpolitik
27
Monetary policy
27
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25
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25
Öffentliche Anleihe
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English
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Batten, Jonathan A.
4
Sarno, Lucio
3
Zinna, Gabriele
3
Nucera, Federico
2
Aquilina, J.
1
Augustin, Patrick
1
Azad, A. S. M. Sohel
1
Baumeister, Christiane
1
Bojarčenko, Svetlana I.
1
Brace, Alan
1
Chen, Nan
1
Chernov, Mikhail
1
Choi, Jaehyuk
1
Daehwan, Kim
1
David-Pur, Lior
1
Dermody, Jaime C.
1
Eberlein, Ernst
1
Fang, Victor
1
Galil, Koresh
1
Galluccio, S.
1
Gatarek, Dariusz
1
Goldstein, Robert
1
Gombani, Andrea
1
He, Jie-Cao
1
Hogan, Warren Pat
1
Hsieh, Chang-Chieh
1
Huang, Z.
1
Huang, Zi-Wei
1
Juneja, Januj
1
Kalemanova, Anna
1
Karahan, Cenk C.
1
Kim, Don H.
1
Kou, Steven
1
Kısacıkoğlu, Burçin
1
Levendorskij, Sergej Z.
1
Li, Junye
1
Li, Libo
1
Lin, Shih-kuei
1
Ly, J.-M.
1
Mele, Antonio
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion papers / CEPR
International review of financial analysis
Journal of financial economics
31
International journal of theoretical and applied finance
22
NBER working paper series
20
The journal of fixed income
18
NBER Working Paper
17
The review of financial studies
16
Journal of banking & finance
15
The journal of finance : the journal of the American Finance Association
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of economic dynamics & control
11
Applied mathematical finance
10
Journal of financial and quantitative analysis : JFQA
10
Review of finance : journal of the European Finance Association
10
Staff working paper / Bank of Canada
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Finance and stochastics
9
Finance research letters
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
9
Staff reports / Federal Reserve Bank of New York
9
Discussion paper / B
8
International journal of financial engineering
8
Research paper series / Swiss Finance Institute
8
Journal of international financial markets, institutions & money
7
The journal of computational finance
7
Working papers series / Federal Reserve Bank of San Francisco
7
International review of economics & finance : IREF
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Staff working papers / Bank of England
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
6
Working paper series / European Central Bank
6
CREATES research paper
5
Economics letters
5
HKIMR working paper
5
Journal of international money and finance
5
Mathematics and financial economics
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ECONIS (ZBW)
35
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1
A consumption-based term structure model of bonds and equity
Suzuki, Masataka
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543974
Saved in:
2
Monetary policy expectations and risk premiums : evidence from the OIS curve
Kısacıkoğlu, Burçin
-
2024
Persistent link: https://www.econbiz.de/10014547351
Saved in:
3
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
4
Risks and risk premia in the US treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014422634
Saved in:
5
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014235331
Saved in:
6
Currency risk premia redux
Nucera, Federico
;
Sarno, Lucio
;
Zinna, Gabriele
-
2023
Persistent link: https://www.econbiz.de/10014245303
Saved in:
7
Term premium dynamics in an emerging market : risk, liquidity, and behavioral factors
Karahan, Cenk C.
;
Soykök, Emre
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472748
Saved in:
8
An equilibrium model of the term structures of bonds and equities
Takamizawa, Hideyuki
- In:
International review of financial analysis
84
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013472835
Saved in:
9
Long-term foreign exchange risk premia and inflation risk
Daehwan, Kim
;
Moneta, Fabio
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013253471
Saved in:
10
Measuring market expectations
Baumeister, Christiane
-
2021
Persistent link: https://www.econbiz.de/10012613628
Saved in:
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