//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Arbeitspapier"
~person:"Joshi, Mark S."
~person:"Kim, Don H."
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Internationale Zinsdifferenz"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
29
Zinsstruktur
29
Estimation
15
Schätzung
15
Theorie
13
Theory
13
USA
12
United States
12
Interest rate derivative
6
Zinsderivat
6
1990-2007
5
Capital income
5
Government securities
5
Inflation expectations
5
Inflationserwartung
5
Kapitaleinkommen
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
5
Risikoprämie
5
Risk premium
5
Staatspapier
5
Derivat
4
Derivative
4
Bond market
3
Currency derivative
3
Forecasting model
3
Prognoseverfahren
3
Public bond
3
Rentenmarkt
3
Währungsderivat
3
Ă–ffentliche Anleihe
3
1990-2003
2
AnkĂĽndigungseffekt
2
Announcement effect
2
Dynamische Wirtschaftstheorie
2
Economic dynamics
2
Economic information
2
Interest rate
2
more ...
less ...
Online availability
All
Free
24
Undetermined
2
Type of publication
All
Book / Working Paper
29
Type of publication (narrower categories)
All
Arbeitspapier
Sammlung
Working Paper
28
Graue Literatur
26
Non-commercial literature
26
Article in journal
14
Aufsatz in Zeitschrift
14
Collection of articles written by one author
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
29
Author
All
Joshi, Mark S.
Kim, Don H.
Rudebusch, Glenn D.
50
Christensen, Jens H. E.
40
Akram, Tanweer
27
Favero, Carlo A.
27
Krippner, Leo
25
Diebold, Francis X.
23
Gollier, Christian
23
Chiarella, Carl
22
Kaminska, Iryna
21
Chernov, Mikhail
20
Thornton, Daniel L.
20
Wright, Jonathan H.
20
Afonso, AntĂłnio
18
Bekaert, Geert
17
Caporale, Guglielmo Maria
17
Filipović, Damir
17
Hördahl, Peter
17
Monfort, Alain
17
Bauer, Michael D.
16
Carriero, Andrea
16
Gouriéroux, Christian
16
Bacchetta, Philippe
15
Mönch, Emanuel
15
Renne, Jean-Paul
15
Sarno, Lucio
15
Van Wincoop, Eric
15
Meldrum, Andrew
14
Swanson, Eric T.
14
Vayanos, Dimitri
14
Andreasen, Martin Møller
13
Campbell, John Y.
13
Lemke, Wolfgang
13
Schlögl, Erik
13
Svensson, Lars E. O.
13
Wei, Min
13
Binsbergen, Jules H. van
12
D'Amico, Stefania
12
Moreira, Ajax
12
more ...
less ...
Published in...
All
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
13
Finance and economics discussion series
10
BIS working papers
3
Discussion paper / Centre for Economic Policy Research
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
2
International yield spillovers
Kim, Don H.
;
Ochoa, Marcelo
-
2020
Persistent link: https://www.econbiz.de/10012437922
Saved in:
3
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10011286165
Saved in:
4
Tips from tips : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2014
Persistent link: https://www.econbiz.de/10010433466
Saved in:
5
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
6
Accelerating pathwise greeks in the Libor Market Model
Joshi, Mark S.
;
Wiguna, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009153351
Saved in:
7
Tips from TIPS : the informational content of Treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2010
Persistent link: https://www.econbiz.de/10003989903
Saved in:
8
Efficient pricing and Greeks in the cross-currency LIBOR market model
Beveridge, Chris J.
;
Joshi, Mark S.
;
Wright, Will M.
-
2010
Persistent link: https://www.econbiz.de/10008806569
Saved in:
9
Fast Greeks for Markov-functional models using adjoint PDE methods
Denson, Nick
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806570
Saved in:
10
Fast Monte-Carlo Greeks for financial products with discontinuous pay-offs
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806613
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->