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subject:"Optionspreistheorie"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of financial economics"
~subject:"Volatilität"
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Search: subject_exact:"Interest rate spread"
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Optionspreistheorie
Volatilität
Yield curve
139
Zinsstruktur
139
Theorie
56
Theory
56
Risikoprämie
42
Risk premium
42
Estimation
34
Schätzung
34
CAPM
30
Credit risk
30
Kreditrisiko
30
Capital income
22
Kapitaleinkommen
22
Option pricing theory
20
USA
20
United States
20
Interest rate
18
Volatility
18
Zins
18
Interest rate derivative
17
Zinsderivat
17
Corporate bond
15
Unternehmensanleihe
15
Term structure
14
Geldpolitik
13
Monetary policy
13
Public bond
13
Öffentliche Anleihe
13
Bond
11
Derivat
11
Derivative
11
Risiko
11
Risk
11
Anleihe
10
Government securities
9
Staatspapier
9
Stochastic process
9
Stochastischer Prozess
9
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Article
32
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32
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32
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English
32
Author
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Goldstein, Robert S.
2
Jacobs, Kris
2
Mi, Yanhui
2
Zhong, Yangfan
2
Bai, Jennie
1
Bakshi, Gurdip S.
1
Bekaert, Geert
1
Bhar, Ramaprasad
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Cremers, Martijn
1
Crosby, John
1
Dang-Nguyen, S.
1
Della Corte, Pasquale
1
Diffouo, Pauline M. Ngugnie
1
Ehling, Paul
1
Elliott, Robert J.
1
Engstrom, Eric
1
Ermolov, Andrey
1
Filipović, Damir
1
Fleckenstein, Matthias
1
Fuji, Masaaki
1
Gallmeyer, Michael F.
1
Gandhi, Priyank
1
Gao, Xiaohui
1
Giribone, Pier Giuseppe
1
Gourier, Elise
1
Hansen, Jorge W.
1
Heyerdahl-Larsen, Christian
1
Hu, Xiao
1
Illeditsch, Philipp
1
Jain, Shashi
1
Jones, Christopher S.
1
Joslin, Scott
1
Karlsson, Patrik
1
Karoui, Lotfi
1
Koijen, Ralph S. J.
1
Konchitchki, Yaniv
1
Kozhan, Roman
1
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International journal of financial engineering
Journal of financial economics
International journal of theoretical and applied finance
44
Journal of banking & finance
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
The journal of futures markets
29
Applied mathematical finance
26
The journal of computational finance
23
The journal of fixed income
23
Finance and stochastics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Review of derivatives research
20
The review of financial studies
19
Quantitative finance
18
Working paper / National Bureau of Economic Research, Inc.
18
NBER working paper series
16
NBER Working Paper
15
Finance research letters
14
Research paper series / Swiss Finance Institute
14
The journal of finance : the journal of the American Finance Association
14
Journal of empirical finance
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
12
Journal of financial and quantitative analysis : JFQA
12
Journal of international money and finance
12
Risks : open access journal
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The European journal of finance
10
Applied financial economics
9
Economic modelling
9
Economics letters
9
Finance and economics discussion series
9
International review of financial analysis
9
Journal of mathematical finance
9
SpringerLink / Bücher
9
Journal of econometrics
8
Energy economics
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
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ECONIS (ZBW)
32
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1
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
2
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:
3
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
4
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
5
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
6
Volatility morphology of asset value and credit spread puzzle
Hu, Xiao
;
Tian, Xinming
;
Wang, Kuitai
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012655039
Saved in:
7
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
8
Pricing kernel factorization and recovery theorem
Diffouo, Pauline M. Ngugnie
;
Noupoue, Yves Y. Yameni
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012603067
Saved in:
9
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
10
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
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