//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Optionspreistheorie"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"EU countries"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Interest rate spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
EU countries
Volatilität
Yield curve
76
Zinsstruktur
76
USA
43
United States
42
Theorie
40
Theory
40
Estimation
18
Schätzung
18
Risikoprämie
14
Risk premium
14
Interest rate derivative
10
Zinsderivat
10
CAPM
9
Government securities
9
Staatspapier
9
Corporate bond
7
Großbritannien
7
Interest rate
7
Option pricing theory
7
United Kingdom
7
Unternehmensanleihe
7
Volatility
7
Zins
7
Credit risk
6
Kreditrisiko
6
Börsenkurs
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
Anleihe
4
Bond
4
Capital income
4
Kapitaleinkommen
4
Real interest rate
4
Realzins
4
Stochastic process
4
Stochastischer Prozess
4
Capital structure
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
14
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Bibliografie enthalten
1
Bibliography included
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
15
Author
All
Collin-Dufresne, Pierre
2
Andersen, Torben
1
Benzoni, Luca
1
Boenawan, Kiekie
1
Bühler, Wolfgang
1
Carey, Mark S.
1
Cieślak, Anna
1
Dai, Qiang
1
Filipović, Damir
1
Goldstein, Robert S.
1
Larsson, Martin
1
Li, Haitao
1
Longstaff, Francis A.
1
Nawalkha, Sanjay K.
1
Nini, Gregory P.
1
Nowman, Kalid Ben
1
Povala, Pavol
1
Ritchken, Peter H.
1
Santa-Clara, Pedro
1
Schwartz, Eduardo S.
1
Singleton, Kenneth J.
1
Solnik, Bruno
1
Stoll, Hans R.
1
Sundaresan, Suresh M.
1
Trolle, Anders B.
1
Uhrig-Homburg, Marliese
1
Walter, Ulrich
1
Weber, Thomas
1
Zhao, Feng
1
Zhuo, Xiaoyang
1
more ...
less ...
Institution
All
American Finance Association
1
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
51
Working paper series / European Central Bank
48
International journal of theoretical and applied finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
Journal of international money and finance
35
The journal of futures markets
29
Applied mathematical finance
28
ECB Working Paper
27
NBER working paper series
26
Working paper / National Bureau of Economic Research, Inc.
26
NBER Working Paper
25
The journal of fixed income
24
The journal of computational finance
23
Journal of financial economics
22
Finance and stochastics
21
Finance research letters
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
20
Discussion paper / Centre for Economic Policy Research
18
Quantitative finance
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Discussion paper
17
Economic modelling
17
Journal of empirical finance
17
Economics letters
16
International journal of financial engineering
16
Journal of international financial markets, institutions & money
16
Applied financial economics
15
Banque de France Working Paper
15
Asia-Pacific financial markets
14
CESifo working papers
14
International review of financial analysis
14
Research paper series / Swiss Finance Institute
14
Working paper
14
Applied economics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
SFB 649 discussion paper
13
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
2
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
3
Information in the term structure of yield curve volatility
Cieślak, Anna
;
Povala, Pavol
- In:
The journal of finance : the journal of the American …
71
(
2016
)
3
,
pp. 1393-1436
Persistent link: https://www.econbiz.de/10011613566
Saved in:
4
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
5
Is the corporate loan market globally integrated? : a pricing puzzle
Carey, Mark S.
;
Nini, Gregory P.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
6
,
pp. 2969-3007
Persistent link: https://www.econbiz.de/10003593870
Saved in:
6
Unspanned stochastic volatility : evidence from hedging interest rate derivatives
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 341-378
Persistent link: https://www.econbiz.de/10003302340
Saved in:
7
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
8
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 1095-1115
Persistent link: https://www.econbiz.de/10001593029
Saved in:
9
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
10
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->