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subject:"Zinsstruktur"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International review of financial analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Constant maturity swap"
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Zinsstruktur
Interest rate derivative
14
Zinsderivat
14
Yield curve
9
Swap
5
Derivat
4
Derivative
4
Risikoprämie
4
Risk premium
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Estimation
3
Schätzung
3
USA
3
United States
3
Anleihe
2
Bond
2
Hedging
2
Interest rate
2
Interest rate derivatives
2
Japan
2
Risiko
2
Risk
2
Systematic risk
2
Zins
2
1991-2006
1
ARCH model
1
ARCH-Modell
1
Arbitrage
1
Bank
1
Bank risk
1
Bankrisiko
1
Bayes-Statistik
1
Bayesian composite hedging
1
Bayesian inference
1
Bond market
1
Bond portfolio management
1
Business cycle
1
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9
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Aufsatz in Zeitschrift
Article in journal
9
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English
9
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Chiarella, Carl
2
Fang, Victor
2
Azad, A. S. M. Sohel
1
Batten, Jonathan A.
1
Brown, Rob
1
Chan, Wai-Sum
1
Chung, Hon-lun
1
Chung, Tsz-kin
1
Dassanayake, Wajira
1
David-Pur, Lior
1
Galil, Koresh
1
He, Jie-Cao
1
Hsieh, Chang-Chieh
1
Huang, Zi-Wei
1
Hui, Cho H.
1
In, Francis Haeuck
1
Kwon, Oh Kang
1
Lin, Shih-kuei
1
Lo, Chi-fai
1
Nikitopoulos, Christina Sklibosios
1
Poskitt, Russell
1
Rosenboim, Mosi
1
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Asia-Pacific financial markets
International review of financial analysis
International journal of theoretical and applied finance
26
The journal of computational finance
14
The journal of fixed income
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Journal of banking & finance
12
The journal of futures markets
12
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Finance and stochastics
8
Journal of financial economics
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
Review of derivatives research
6
Advances in futures and options research : a research annual
5
Risks : open access journal
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Annual review of financial economics
3
Applied economics
3
Applied financial economics letters
3
Journal of economic dynamics & control
3
Research in finance
3
Advances in Pacific Basin financial markets
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
European financial management : the journal of the European Financial Management Association
2
Financial engineering and the Japanese markets
2
Financial markets and portfolio management
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic issues
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ECONIS (ZBW)
9
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1
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
2
The dynamics of sovereign yields over swap rates in the Eurozone market
David-Pur, Lior
;
Galil, Koresh
;
Rosenboim, Mosi
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437221
Saved in:
3
What determines the yen swap spread?
Azad, A. S. M. Sohel
;
Batten, Jonathan A.
;
Fang, Victor
- In:
International review of financial analysis
40
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475583
Saved in:
4
Modelling the lowballing of the LIBOR fixing
Poskitt, Russell
;
Dassanayake, Wajira
- In:
International review of financial analysis
42
(
2015
),
pp. 270-277
Persistent link: https://www.econbiz.de/10011573481
Saved in:
5
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities
Hui, Cho H.
;
Chung, Tsz-kin
;
Lo, Chi-fai
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10009750729
Saved in:
6
Impact of credit spreads, monetary policy and convergence trading on swap spreads
Chung, Hon-lun
;
Chan, Wai-Sum
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 118-126
Persistent link: https://www.econbiz.de/10008669492
Saved in:
7
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
8
Modeling volatility and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
Saved in:
9
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
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