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subject:"Zinsstruktur"
~person:"Chan, Wai-Sum"
~person:"Lekkos, Ilias"
~type_genre:"Aufsatz in Zeitschrift"
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Zinsstruktur
Interest rate derivative
5
Yield curve
5
Zinsderivat
5
USA
4
United States
4
Großbritannien
2
Risikoprämie
2
Risk premium
2
United Kingdom
2
1991-1999
1
1991-2006
1
Corporate bond
1
Estimation
1
Forecasting model
1
Prognoseverfahren
1
Schätzung
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Swap
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Theorie
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Theory
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Aufsatz in Zeitschrift
Article in journal
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Graue Literatur
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Chan, Wai-Sum
Lekkos, Ilias
Chen, Son-nan
7
Ito, Takayasu
6
Wu, Ting-pin
6
Chiarella, Carl
5
Rebonato, Riccardo
5
Akram, Tanweer
4
Eberlein, Ernst
4
Hull, John
4
Lin, Shih-kuei
4
Mamun, Khawaja Abdullah al
4
Subrahmanyam, Marti G.
4
White, Alan
4
Backwell, Alex
3
Chen, Ren-Raw
3
Das, Sanjiv R.
3
Fang, Victor
3
Filipović, Damir
3
Jarrow, Robert A.
3
Joshi, Mark S.
3
Li, Haitao
3
Milas, Costas
3
Novales, Alfonso
3
Papapantoleon, Antonis
3
Pelsser, Antoon André Jean
3
Schoenmakers, John
3
Skovmand, David
3
Trolle, Anders B.
3
Andersen, Leif B. G.
2
Batten, Jonathan A.
2
Baviera, Roberto
2
Ben-Abdallah, Ramzi
2
Bhar, Ramaprasad
2
Bouchaud, Jean-Philippe
2
Breton, Michèle
2
Brigo, Damiano
2
Brooks, Robert
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Brown, Rob
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The journal of futures markets
2
International review of financial analysis
1
Journal of forecasting
1
Research in finance
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ECONIS (ZBW)
5
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1
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:
2
Modelling the US swap spread
Chung, Hon-lun
;
Chan, Wai-Sum
;
Batten, Jonathan A.
- In:
Research in finance
26
(
2010
),
pp. 155-181
Persistent link: https://www.econbiz.de/10009241013
Saved in:
3
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias
;
Milas, Costas
;
Panagiōtidēs, Theodōros
- In:
Journal of forecasting
26
(
2007
)
8
,
pp. 601-619
Persistent link: https://www.econbiz.de/10003608157
Saved in:
4
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Saved in:
5
Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
Saved in:
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