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subject:"Interest rate"
~isPartOf:"Journal of financial economics"
~subject:"Government securities"
~subject:"USA"
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Interest rate
Government securities
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Interest rate derivative
13
Zinsderivat
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Zinsstruktur
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Swap
4
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Theory
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Amin, Kaushik I.
1
Bakshi, Gurdip S.
1
Crosby, John
1
Gao, Xiaohui
1
Hansen, Jorge W.
1
Jacobs, Kris
1
Jordan, Bradford D.
1
Karoui, Lotfi
1
Klingler, Sven
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Journal of financial economics
The journal of futures markets
98
Advances in futures and options research : a research annual
16
The journal of finance : the journal of the American Finance Association
11
The journal of fixed income
11
Review of futures markets
10
Journal of banking & finance
9
Applied financial economics
8
International journal of theoretical and applied finance
7
The review of financial studies
7
Working papers / The Levy Economics Institute
7
Journal of financial and quantitative analysis : JFQA
6
Selected writings on futures markets : explorations in financial futures markets
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
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International review of financial analysis
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Advances in Pacific Basin financial markets
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International journal of financial engineering
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
3
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
4
Negative option values are possible : the impact of treasury bond futures on the cash US treasury market
Jordan, Bradford D.
- In:
Journal of financial economics
46
(
1997
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10001228508
Saved in:
5
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
Saved in:
6
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
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