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~isPartOf:"Financial Management Association survey and synthesis series"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Zinsdifferenz"
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Yield curve
14
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4
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4
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Financial Management Association survey and synthesis series
The journal of futures markets
Discussion paper / Centre for Economic Policy Research
112
Finance research letters
86
Journal of banking & finance
66
International review of economics & finance : IREF
65
Discussion papers / CEPR
61
Working paper / National Bureau of Economic Research, Inc.
60
Journal of international money and finance
58
Journal of financial economics
50
Economic modelling
41
Journal of empirical finance
39
The North American journal of economics and finance : a journal of financial economics studies
39
Applied economics
37
The review of financial studies
31
Journal of international financial markets, institutions & money
30
International journal of theoretical and applied finance
29
International review of financial analysis
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Journal of economic dynamics & control
29
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27
Economics letters
24
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
20
Energy economics
20
International journal of financial engineering
20
Research in international business and finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Applied economics letters
19
The European journal of finance
19
Review of finance : journal of the European Finance Association
18
Journal of international economics
17
Journal of monetary economics
17
Pacific-Basin finance journal
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of macroeconomics
15
NBER working paper series
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European journal of operational research : EJOR
14
International journal of finance & economics : IJFE
14
Journal of financial and quantitative analysis : JFQA
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Journal of mathematical finance
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ECONIS (ZBW)
14
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1
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
2
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
3
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
4
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
5
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
6
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
7
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
8
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
9
Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.
;
Lunde, Asger
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
Saved in:
10
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
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