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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Interest rate modelling after the financial crisis"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Advances in futures and options research : a research annual
Europäische Hochschulschriften / 5
Interest rate modelling after the financial crisis
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
137
International journal of theoretical and applied finance
33
The journal of fixed income
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
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Journal of international financial markets, institutions & money
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The review of financial studies
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Applied financial economics
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Journal of financial economics
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Review of derivatives research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
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International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
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Working paper
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SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
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Report / Erasmus Center for Financial Research, Erasmus University
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Discussion paper / B
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Economics letters
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Quantitative finance
7
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ECONIS (ZBW)
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Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
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2
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
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2016
Persistent link: https://www.econbiz.de/10011585385
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3
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
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4
Evolution of the markets after the credit crunch
Bianchetti, Marco
;
Carlicchi, Mattia
- In:
Interest rate modelling after the financial crisis
,
(pp. 5-60)
.
2013
Persistent link: https://www.econbiz.de/10011456956
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5
Solving the puzzle in the interest rate market
Morini, Massimo
- In:
Interest rate modelling after the financial crisis
,
(pp. 61-105)
.
2013
Persistent link: https://www.econbiz.de/10011456960
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Modern pricing of interest rate derivatives including funding and collateral
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 113-152)
.
2013
Persistent link: https://www.econbiz.de/10011456963
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7
Bootstrapping the illiquidity : multiple-yield-curve construction for market-coherent discount and FRA rates estimation
Ametrano, Ferdinando M.
;
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 153-215)
.
2013
Persistent link: https://www.econbiz.de/10011456972
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8
Irony in derivative discounting : after the crisis
Henrard, Marc
- In:
Interest rate modelling after the financial crisis
,
(pp. 217-239)
.
2013
Persistent link: https://www.econbiz.de/10011456981
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9
Interest rate modelling under full collateralisation
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Interest rate modelling after the financial crisis
,
(pp. 241-282)
.
2013
Persistent link: https://www.econbiz.de/10011456985
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Building curves on a good basis
Chibane, Messaoud
;
Selvaraj, Jayaprakash
;
Sheldon, Guy
- In:
Interest rate modelling after the financial crisis
,
(pp. 283-310)
.
2013
Persistent link: https://www.econbiz.de/10011456993
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