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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The review of financial studies"
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Search: subject_exact:"LIBOR-Markt-Modell"
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Volatility
Yield curve
225
Zinsstruktur
225
Theorie
70
Theory
70
USA
68
United States
68
Estimation
57
Schätzung
57
Risikoprämie
50
Risk premium
50
Credit risk
43
Kreditrisiko
43
Public bond
37
Öffentliche Anleihe
37
Corporate bond
34
Unternehmensanleihe
34
Interest rate
29
Zins
29
Volatilität
28
Capital income
25
Kapitaleinkommen
25
Forecasting model
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Prognoseverfahren
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Anleihe
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Bond
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Geldpolitik
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Monetary policy
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CAPM
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Stochastic process
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Stochastischer Prozess
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Option pricing theory
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Optionspreistheorie
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Bond market
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Rentenmarkt
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Welt
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World
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English
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Gupta, Rangan
2
Schwartz, Eduardo S.
2
Trolle, Anders B.
2
Wohar, Mark E.
2
Ajello, Andrea
1
Amin, Kaushik I.
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1
Benzoni, Luca
1
Caldeira, João F.
1
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1
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1
Chen, Jun-Home
1
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1
Christoffersen, Peter F.
1
Chyruk, Olena
1
Cuia, Jin
1
Deng, Dongya
1
Fournier, Mathieu
1
Gaul, Lewis
1
Heston, Steven L.
1
Hui, Cho H.
1
In, Francis Haeuck
1
Jacobs, Kris
1
Kuehn, Lars-Alexander
1
Lai, Yongzeng
1
Laurini, Márcio Poletti
1
Lee, Eunhee
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1
Lo, Chi-Fai
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1
Ma, Jingtang
1
Maharaj, Elizabeth Ann
1
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1
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
The review of financial studies
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
14
Journal of empirical finance
12
NBER Working Paper
12
Journal of international money and finance
11
Economic modelling
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
The journal of fixed income
10
Economics letters
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Applied financial economics
8
Applied mathematical finance
8
Energy economics
7
Journal of econometrics
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
Finance and economics discussion series
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific financial markets
5
CREATES research paper
5
Discussion papers / CEPR
5
Finance and stochastics
5
International journal of forecasting
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ECONIS (ZBW)
28
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1
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
2
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
3
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
4
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
5
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
6
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
7
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
8
Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea
;
Benzoni, Luca
;
Chyruk, Olena
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
Saved in:
9
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
10
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
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