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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of monetary economics"
~subject:"Credit risk"
~subject:"Inflation"
~subject:"Interest rate derivative"
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Credit risk
Inflation
Interest rate derivative
Yield curve
142
Zinsstruktur
142
Theorie
88
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Option pricing theory
33
Optionspreistheorie
33
Monetary policy
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Eberlein, Ernst
2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of monetary economics
Journal of banking & finance
70
International journal of theoretical and applied finance
41
Journal of financial economics
36
NBER working paper series
31
The journal of fixed income
31
International review of economics & finance : IREF
29
Finance research letters
27
International review of financial analysis
25
Working paper / National Bureau of Economic Research, Inc.
24
NBER Working Paper
23
The review of financial studies
23
Journal of international money and finance
22
The journal of futures markets
18
Working paper
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The North American journal of economics and finance : a journal of financial economics studies
17
The journal of finance : the journal of the American Finance Association
17
Journal of international financial markets, institutions & money
16
The European journal of finance
16
The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Discussion papers / CEPR
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Applied mathematical finance
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Journal of empirical finance
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Applied economics
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Economics letters
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Finance and economics discussion series
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International journal of financial engineering
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Research paper series / Swiss Finance Institute
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Working papers / Bank for International Settlements
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Applied economics letters
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Applied financial economics
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Asia-Pacific financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Quantitative finance
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Research in international business and finance
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Review of derivatives research
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ECONIS (ZBW)
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1
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
2
Default cycles
Cui, Wei
;
Kaas, Leo
- In:
Journal of monetary economics
117
(
2021
),
pp. 377-394
Persistent link: https://www.econbiz.de/10012602968
Saved in:
3
Sovereign default and maturity choice
Sanchez, Juan M.
;
Sapriza, Horacio
;
Yurdagul, Emircan
- In:
Journal of monetary economics
95
(
2018
),
pp. 72-85
Persistent link: https://www.econbiz.de/10012108850
Saved in:
4
The term structure of CDS spreads and sovereign credit risk
Augustin, Patrick
- In:
Journal of monetary economics
96
(
2018
),
pp. 53-76
Persistent link: https://www.econbiz.de/10012108993
Saved in:
5
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
6
Decomposing real and nominal yield curves
Abrahams, Michael
;
Adrian, Tobias
;
Crump, Richard K.
; …
- In:
Journal of monetary economics
84
(
2016
),
pp. 182-200
Persistent link: https://www.econbiz.de/10011709677
Saved in:
7
Comment on: "Monetary policy, bond returns and debt dynamics" by Antje Berndt and Şevin Yeltekin
Pflueger, Carolin E.
- In:
Journal of monetary economics
73
(
2015
),
pp. 137-140
Persistent link: https://www.econbiz.de/10011381729
Saved in:
8
Swaption pricing in affine and other models
Kim, Don H.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 790-820
Persistent link: https://www.econbiz.de/10011308168
Saved in:
9
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
10
Inflation ambiguity and the term structure of US Government bonds
Ulrich, Maxim
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10009745137
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