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subject:"Interest rate"
~isPartOf:"Journal of banking & finance"
~subject:"Derivative"
~subject:"USA"
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Interest rate
Derivative
USA
Interest rate derivative
24
Zinsderivat
24
Theorie
13
Theory
13
Yield curve
12
Zinsstruktur
12
Option pricing theory
6
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Interest rate derivatives
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Abrantes Metz, Rosa Maria Fontes
1
Akhigbe, Aigbe O.
1
Backwell, Alex
1
Beliaeva, Natalia A.
1
Duyvesteyn, Johan
1
Fouquau, Julien
1
Gallitschke, Janek
1
Harper, Joel T.
1
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1
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1
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1
Jiao, Feng
1
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1
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1
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1
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1
Nawalkha, Sanjay K.
1
Puigvert Gutiérrez, Josep Maria
1
Seifried, Frank Thomas
1
Seifried, Stefanie
1
Seow, Gim S.
1
Spieser, Philippe K.
1
Stapleton, Richard C.
1
Subrahmanyam, Marti G.
1
Tse, Yiuman
1
Wang, Li
1
Whyte, Ann Marie
1
Wingender, John R.
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Zwart, Gerben Jacobus de
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Journal of banking & finance
The journal of futures markets
102
Advances in futures and options research : a research annual
16
International journal of theoretical and applied finance
13
The journal of fixed income
11
Review of futures markets
10
The journal of computational finance
9
The journal of finance : the journal of the American Finance Association
9
Applied financial economics
8
Applied mathematical finance
8
Journal of financial economics
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
The review of financial studies
8
International review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
Working papers / The Levy Economics Institute
7
Quantitative finance
6
International journal of financial engineering
5
Journal of mathematical finance
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Review of derivatives research
5
Selected writings on futures markets : explorations in financial futures markets
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied economics
4
Economic policy review
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Economics letters
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SpringerLink / Bücher
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The handbook of fixed income securities
4
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Working paper series / European Central Bank
4
Advances in investment analysis and portfolio management : a research annual
3
Annual review of financial economics
3
European journal of operational research : EJOR
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Europäische Hochschulschriften / 5
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Finance and economics discussion series
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ECONIS (ZBW)
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1
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
2
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
3
Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.
;
Makar, Stephen D.
;
Wang, Li
;
Whyte, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
Saved in:
4
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
5
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
6
Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien
;
Spieser, Philippe K.
- In:
Journal of banking & finance
50
(
2015
),
pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
Saved in:
7
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
8
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
9
Libor manipulation?
Abrantes Metz, Rosa Maria Fontes
;
Kraten, Michael
; …
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10009411158
Saved in:
10
An empirical test of agency cost reduction using interest rate swaps
Harper, Joel T.
;
Wingender, John R.
- In:
Journal of banking & finance
24
(
2000
)
9
,
pp. 1419-1431
Persistent link: https://www.econbiz.de/10001501605
Saved in:
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