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subject:"Yield curve"
~isPartOf:"The European journal of finance"
~subject:"Theorie"
~subject:"Welt"
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Yield curve
Theorie
Welt
Interest rate derivative
8
Zinsderivat
8
Volatility
5
Volatilität
5
Theory
4
Derivat
3
Derivative
3
Interest rate
2
Option pricing theory
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Optionspreistheorie
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Zinsstruktur
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1996-1997
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Australia
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Australien
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EU countries
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EU-Staaten
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Erwartungsbildung
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Expectation formation
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Index-linked bond
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Bhar, Ramaprasad
1
Chiarella, Carl
1
Darbellay, Georges A.
1
Fusai, Gianluca
1
Longo, Giovanni
1
McMillan, David G.
1
Mercurio, Fabio
1
Moraleda Novo, Juan Manuel
1
Speight, Alan E. H.
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Zanotti, Giovanna
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The European journal of finance
The journal of futures markets
46
International journal of theoretical and applied finance
31
Journal of banking & finance
22
The journal of computational finance
22
The journal of fixed income
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Advances in futures and options research : a research annual
17
Finance and stochastics
15
Review of derivatives research
13
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
The journal of finance : the journal of the American Finance Association
12
The review of financial studies
12
Journal of financial economics
10
Review of futures markets
10
International journal of financial engineering
9
SSE EFI working paper series in economics and finance
9
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Working paper
8
Applied financial economics
7
Discussion paper / B
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Journal of mathematical finance
7
Quantitative finance
7
SFB 649 discussion paper
7
Economics letters
6
Finance : revue de l'Association Française de Finance
6
Gabler Edition Wissenschaft
6
Journal of international financial markets, institutions & money
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Europäische Hochschulschriften / 5
5
NBER working paper series
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
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SpringerLink / Bücher
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Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
2
The volatility term structure in a lognormal process for the short rate
Darbellay, Georges A.
- In:
The European journal of finance
9
(
2003
)
1
,
pp. 92-103
Persistent link: https://www.econbiz.de/10001749092
Saved in:
3
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
4
A family of humped volatility models
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
- In:
The European journal of finance
7
(
2001
)
2
,
pp. 93-116
Persistent link: https://www.econbiz.de/10001603191
Saved in:
5
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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