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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Economics letters"
~isPartOf:"Finance and stochastics"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
181
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1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
Shock and awe? : bond yield responses to domestic monetary policy in a small-open economy
Nitschka, Thomas
;
Ramelet, Marc-Antoine
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461260
Saved in:
4
Optimal capital structure and credit spreads under pandemic shocks
Yao, Yanming
;
Luo, Pengfei
- In:
Economics letters
224
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014307604
Saved in:
5
Numerical fiscal rules for economic unions : the role of sovereign spreads
Hatchondo, Juan Carlos
;
Martinez, Leonardo
;
Roch, Francisco
- In:
Economics letters
210
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013171264
Saved in:
6
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
7
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
8
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
9
Price discovery in US money market benchmarks : LIBOR vs. SOFR
Fassas, Athanasios P.
- In:
Economics letters
204
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012607568
Saved in:
10
The SOFR and the Fed’s influence over market interest rates
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013207442
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