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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Theory"
~subject:"Volatilität"
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Theory
Volatilität
Yield curve
154
Zinsstruktur
154
Theorie
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Option pricing theory
36
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36
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29
Schätzung
29
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28
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Filipović, Damir
4
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3
Rutkowski, Marek
3
Teichmann, Josef
3
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2
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2
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International review of economics & finance : IREF
NBER working paper series
109
Working paper / National Bureau of Economic Research, Inc.
100
NBER Working Paper
91
Journal of banking & finance
89
The journal of fixed income
65
International journal of theoretical and applied finance
64
Journal of financial economics
59
The review of financial studies
48
Discussion paper / Centre for Economic Policy Research
45
Working paper
44
The journal of finance : the journal of the American Finance Association
43
Economics letters
42
Journal of economic dynamics & control
41
Finance and stochastics
40
Journal of money, credit and banking : JMCB
40
Journal of empirical finance
36
Finance and economics discussion series
35
Journal of financial and quantitative analysis : JFQA
35
Journal of international money and finance
35
The journal of futures markets
32
Working paper series / European Central Bank
32
Applied mathematical finance
30
Journal of econometrics
29
Finance research letters
27
Journal of monetary economics
27
Discussion papers / CEPR
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Staff reports / Federal Reserve Bank of New York
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Economic modelling
24
Discussion paper
23
Working papers series / Federal Reserve Bank of San Francisco
23
CESifo working papers
22
Applied financial economics
21
The European journal of finance
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Review of derivatives research
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ECONIS (ZBW)
88
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1
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
2
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
3
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Saved in:
4
Management efficiency uncertainty and its implications for bondholders
Chen, Tsung-Kang
;
Tseng, Yijie
;
Hung, Yu-Shun
;
Huang, …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 73-92
Persistent link: https://www.econbiz.de/10014424049
Saved in:
5
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
6
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
7
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
8
Forecasting bond returns in a macro model
Hou, Keqiang
;
Li, Xing
;
Li, Zeguang
;
Wu, Ting
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 524-545
Persistent link: https://www.econbiz.de/10012671988
Saved in:
9
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
10
Carry trades, agent heterogeneity and the exchange rate
Li, Xiao-Ping
;
Zhou, Chun-Yang
;
Tong, Bin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 343-358
Persistent link: https://www.econbiz.de/10012372800
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