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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of monetary economics"
~subject:"Inflation"
~subject:"Zinsderivat"
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Inflation
Zinsderivat
Yield curve
141
Zinsstruktur
141
Theorie
88
Theory
88
Option pricing theory
33
Optionspreistheorie
33
Monetary policy
29
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28
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Abrahams, Michael
1
Adrian, Tobias
1
Berndt, Antje
1
Cotton, Peter
1
Crump, Richard K.
1
Eberlein, Ernst
1
Fama, Eugene F.
1
Fouque, Jean-Pierre
1
Galluccio, S.
1
Grbac, Zorana
1
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1
Keller‐Ressel, Martin
1
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1
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1
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1
Ly, J.-M.
1
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1
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1
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1
Papapantoleon, Antonis
1
Pflueger, Carolin E.
1
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1
Rutkowski, Marek
1
Sankarasubramanian, L.
1
Scaillet, Olivier
1
Sircar, Ronnie
1
Slinko, Irina
1
Takahashi, Akihiko
1
Teichmann, Josef
1
Tinsley, Peter A.
1
Ulrich, Maxim
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of monetary economics
International journal of theoretical and applied finance
27
Journal of banking & finance
17
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
16
The journal of computational finance
15
The journal of fixed income
15
NBER Working Paper
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Journal of financial economics
12
The review of financial studies
12
The journal of finance : the journal of the American Finance Association
11
Working paper
11
Applied mathematical finance
10
Applied financial economics
9
International journal of financial engineering
9
Applied economics
8
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
International review of financial analysis
7
Journal of mathematical finance
7
Quantitative finance
7
Working papers / The Levy Economics Institute
7
Advances in futures and options research : a research annual
6
Discussion paper / B
6
Discussion paper / Centre for Economic Policy Research
6
Economics letters
6
Europäische Hochschulschriften / 5
6
International review of economics & finance : IREF
6
Journal of economic dynamics & control
6
Journal of international money and finance
6
Review of derivatives research
6
SFB 649 discussion paper
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Bank of Canada
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Working papers / Federal Reserve Bank of Chicago
6
European journal of operational research : EJOR
5
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1
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:
2
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:
3
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:
4
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:
5
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
6
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
Saved in:
7
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
Saved in:
8
On finite dimensional realizations of two-country intereste rate models
Slinko, Irina
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10003955690
Saved in:
9
Theory and calibration of swap market models
Galluccio, S.
;
Ly, J.-M.
;
Huang, Z.
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10003543112
Saved in:
10
What do you expect? : Imperfect policy credibility and tests of the expectations hypothesis
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of monetary economics
52
(
2005
)
2
,
pp. 421-447
Persistent link: https://www.econbiz.de/10002757831
Saved in:
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