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subject:"Yield curve"
~isPartOf:"Journal of banking & finance"
~subject:"Derivat"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Derivat
Stochastischer Prozess
Interest rate derivative
24
Zinsderivat
24
Theorie
13
Theory
13
Zinsstruktur
12
Interest rate
6
Option pricing theory
6
Optionspreistheorie
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Interest rate derivatives
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Subrahmanyam, Marti G.
2
Abrantes Metz, Rosa Maria Fontes
1
Akhigbe, Aigbe O.
1
Alexander, Carol
1
Almeida, Caio
1
Backwell, Alex
1
Beliaeva, Natalia A.
1
Brooks, Robert
1
Cline, Brandon N.
1
Duyvesteyn, Johan
1
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1
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1
Gallitschke, Janek
1
Gupta, Anurag
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1
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1
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1
Jiao, Feng
1
Kaeck, Andreas
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Kraten, Michael
1
Lang, Larry H. P.
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Litzenberger, Robert H.
1
Liu, Andy Luchuan
1
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Metz, Albert D.
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Puigvert Gutiérrez, Josep Maria
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Journal of banking & finance
International journal of theoretical and applied finance
27
The journal of futures markets
23
The journal of computational finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
The journal of fixed income
15
Applied mathematical finance
12
Finance and stochastics
11
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
10
International journal of financial engineering
9
Journal of financial economics
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
Review of derivatives research
7
Discussion paper / B
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
Economics letters
5
European journal of operational research : EJOR
5
Europäische Hochschulschriften / 5
5
Journal of international financial markets, institutions & money
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Risks : open access journal
5
SFB 649 discussion paper
5
SSE EFI working paper series in economics and finance
5
SpringerLink / Bücher
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Applied economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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NBER working paper series
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Research in finance
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ECONIS (ZBW)
15
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1
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
2
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
3
Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.
;
Makar, Stephen D.
;
Wang, Li
;
Whyte, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
Saved in:
4
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
5
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
6
A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert
;
Cline, Brandon N.
;
Enders, Walter
- In:
Journal of banking & finance
54
(
2015
),
pp. 239-253
Persistent link: https://www.econbiz.de/10011377823
Saved in:
7
Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien
;
Spieser, Philippe K.
- In:
Journal of banking & finance
50
(
2015
),
pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
Saved in:
8
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
9
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
10
Libor manipulation?
Abrantes Metz, Rosa Maria Fontes
;
Kraten, Michael
; …
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10009411158
Saved in:
1
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