//--> //--> //--> //-->
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:"Theory"
~isPartOf:"Finance research letters"
~subject:"Volatilität"
~subject:"Zinsderivat"
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
Theory
Volatilität
Zinsderivat
Yield curve
80
Zinsstruktur
80
Public bond
23
Öffentliche Anleihe
23
Risikoprämie
20
Risk premium
20
Theorie
20
Corporate bond
18
Estimation
18
Schätzung
18
Unternehmensanleihe
18
Credit risk
17
Kreditrisiko
17
Anleihe
15
Bond
15
Capital income
14
Kapitaleinkommen
14
Interest rate
11
Zins
10
EU countries
9
EU-Staaten
9
Volatility
9
Credit spreads
8
Euro area
8
Eurozone
8
Forecasting model
8
Geldpolitik
8
Monetary policy
8
Prognoseverfahren
8
Bond market
7
Option pricing theory
7
Optionspreistheorie
7
Rentenmarkt
7
Welt
7
World
7
Coronavirus
6
Ankündigungseffekt
5
Announcement effect
5
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Hui, Cho H.
2
Bouri, Elie
1
Byström, Hans N. E.
1
Carr, Peter
1
Cermeño, Rodolfo
1
Chen, Jun-Home
1
Chen, Rui
1
Chen, Zhongtian
1
Choi, Jae Yong
1
Choi, Youngsoo
1
Chung, Tsz Kin
1
Curto, José Dias
1
Dacorogna, Michel M.
1
David, Or
1
Demirer, Rıza
1
Denzler, Stefan M.
1
Dong, Fangyuan
1
Du, Ke
1
Ferland, René
1
Gauthier, Geneviève
1
Gupta, Rangan
1
Han, Liyan
1
Ishii, Hokuto
1
Jarrow, Robert A.
1
Karlsson, Sune
1
Lalancette, Simon
1
Li, Ka Fai
1
Li, Yong
1
Lian, Yu-Min
1
Liu, Yiye
1
Lo, Chi-Fai
1
Lönnbark, Carl
1
Mashele, Hopolang Phillip
1
McNeil, Alexander J.
1
Møller, Stig V.
1
Müller, Ulrich A.
1
Qadan, Mahmoud
1
Raimbourg, Philippe
1
Ribeiro, Pedro Pires
1
Salvadè, Federica
1
more ...
less ...
Published in...
All
Finance research letters
NBER working paper series
110
Working paper / National Bureau of Economic Research, Inc.
102
Journal of banking & finance
96
NBER Working Paper
93
International journal of theoretical and applied finance
75
The journal of fixed income
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
63
The review of financial studies
49
The journal of finance : the journal of the American Finance Association
48
Working paper
46
Discussion paper / Centre for Economic Policy Research
45
Economics letters
43
Finance and stochastics
41
The journal of futures markets
41
Journal of economic dynamics & control
40
Journal of money, credit and banking : JMCB
40
Journal of international money and finance
37
Journal of empirical finance
36
Journal of financial and quantitative analysis : JFQA
36
Applied mathematical finance
35
Finance and economics discussion series
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
Working paper series / European Central Bank
32
Journal of econometrics
29
Journal of monetary economics
27
Applied financial economics
26
Discussion papers / CEPR
26
International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Staff reports / Federal Reserve Bank of New York
26
The journal of computational finance
24
Discussion paper
23
Economic modelling
23
International review of financial analysis
23
Working papers series / Federal Reserve Bank of San Francisco
23
CESifo working papers
22
Review of derivatives research
22
The European journal of finance
22
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
2
Valuation of chooser options with state-dependent risks
Lian, Yu-Min
;
Chen, Jun-Home
- In:
Finance research letters
52
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
3
Bond liquidity, debt maturity and bond risk premium
Zhou, Yimin
;
Wei, Xu
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472667
Saved in:
4
Government's implicit guarantee and the credit spread of the quasi-municipal bonds
Zhang, Ke
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473071
Saved in:
5
On the predictability of bonds
Verner, Robert
;
Tkáč, Michal
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014513328
Saved in:
6
A note on modelling yield curve control : a target-zone approach
Hui, Cho H.
;
Wong, Andrew
;
Lo, Chi-Fai
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013478644
Saved in:
7
Can skewness predict CNY-CNH spread?
Liu, Yiye
;
Han, Liyan
;
Wu, You
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341598
Saved in:
8
Gold, platinum and the predictability of bond risk premia
Bouri, Elie
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
Saved in:
9
Rating announcements, CDS spread and volatility during the European sovereign crisis
Raimbourg, Philippe
;
Salvadè, Federica
- In:
Finance research letters
40
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012818910
Saved in:
10
Arbitrage-free relative Nelson-Siegel model
Ishii, Hokuto
- In:
Finance research letters
37
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012484986
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->