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isPartOf:"The journal of futures markets"
~subject:"Schätzung"
~subject:"Zinsderivat"
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Schätzung
Zinsderivat
Interest rate derivative
137
USA
100
United States
96
Public bond
56
Öffentliche Anleihe
56
Theorie
39
Theory
39
Hedging
36
Zins
26
Interest rate
25
CAPM
16
Volatility
16
Volatilität
16
Yield curve
16
Zinsstruktur
16
Government securities
14
Staatspapier
14
Derivat
13
Derivative
13
Currency derivative
12
Währungsderivat
12
Arbitrage
11
Option pricing theory
8
Optionspreistheorie
8
Commodity exchange
7
Estimation
7
Forecast
7
Großbritannien
7
Prognose
7
United Kingdom
7
Warenbörse
7
Deposit banking
6
Einlagengeschäft
6
Hypothek
6
Mortgage
6
Ankündigungseffekt
5
Announcement effect
5
Börsenkurs
5
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Online availability
All
Undetermined
9
Type of publication
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Article
139
Book / Working Paper
1
Type of publication (narrower categories)
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Article in journal
136
Aufsatz in Zeitschrift
136
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Reprint
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
140
Author
All
Chance, Don M.
5
Gay, Gerald D.
5
Hegde, Shantaram P.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Hein, Scott E.
3
Kawaller, Ira G.
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
Castelino, Mark G.
2
Chen, Ren-Raw
2
Chen, Son-nan
2
Cole, C. Steven
2
Frino, Alex
2
Fung, Hung-gay
2
Goodman, Laurie Sharon
2
Hill, Joanne M.
2
Jones, Frank Joseph
2
Jordan, James V.
2
Kane, Alex
2
Koppenhaver, Gary D.
2
Krehbiel, Timothy L.
2
Lekkos, Ilias
2
Livingston, Miles
2
Marcus, Alan J.
2
Milas, Costas
2
Peterson, Richard Lewis
2
Reichenstein, William R.
2
Schneeweis, Thomas
2
Sears, R. Stephen
2
Senchack, Andrew J.
2
Tse, Yiuman
2
Webb, Robert I.
2
Wu, Tao L.
2
Wu, Ting-pin
2
Adkins, Lee Chester
1
Akemann, Charles A.
1
Allen, Linda
1
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Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
The journal of futures markets
Applied economics
58
NBER working paper series
43
Applied financial economics
42
Economic modelling
39
Journal of banking & finance
39
NBER Working Paper
39
Working paper / National Bureau of Economic Research, Inc.
38
CESifo working papers
35
International journal of theoretical and applied finance
35
Journal of international money and finance
33
The journal of fixed income
31
The North American journal of economics and finance : a journal of financial economics studies
30
Discussion paper / Centre for Economic Policy Research
29
Advances in futures and options research : a research annual
28
International review of economics & finance : IREF
28
Working paper
28
Applied economics letters
27
Economics letters
27
Finance and economics discussion series
25
Journal of macroeconomics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
The journal of computational finance
23
Discussion paper / Deutsche Bundesbank
22
Journal of international financial markets, institutions & money
22
Discussion paper
19
The journal of finance : the journal of the American Finance Association
19
Journal of money, credit and banking : JMCB
18
Review of futures markets
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Working paper series / European Central Bank
18
Journal of economic dynamics & control
17
Journal of empirical finance
17
The review of financial studies
17
Applied mathematical finance
16
The empirical economics letters : a monthly international journal of economics
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Europäische Hochschulschriften / 5
15
Finance and stochastics
15
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ECONIS (ZBW)
140
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1
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
2
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
3
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
4
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
5
The impact of high speed quoting on execution risk dynamics : evidence from interest rate futures markets
Nie, Jing
;
Penen Malagon, Juliana
;
Williams, Julian
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1434-1465
Persistent link: https://www.econbiz.de/10013287987
Saved in:
6
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
7
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
8
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
9
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
10
Foreign Central Bank activities in US futures markets
Fishe, Raymond P. H.
;
Robe, Michel A.
;
Smith, Aaron D.
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10011567511
Saved in:
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