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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Selected writings on futures markets : explorations in financial futures markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Advances in futures and options research : a research annual
Journal of financial and quantitative analysis : JFQA
Selected writings on futures markets : explorations in financial futures markets
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
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Europäische Hochschulschriften / 5
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Interest rate modelling after the financial crisis
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International review of financial analysis
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Report / Erasmus Center for Financial Research, Erasmus University
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Working papers / The Levy Economics Institute
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Finance : revue de l'Association Française de Finance
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Gabler Edition Wissenschaft
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Interest rate futures : concepts and issues
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Journal of economic dynamics & control
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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
Saved in:
2
Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos
;
Payne, Richard
;
Vasios, Michalis
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10012195554
Saved in:
3
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
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4
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
Saved in:
5
The information in long-maturity forward rates : implications for exchange rates and the forward premium anomaly
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
-
2005
Persistent link: https://www.econbiz.de/10003239795
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6
The two sides of derivatives usage : hedging and speculating with interest rate swaps
Chernenko, Sergey
;
Faulkender, Michael
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
6
,
pp. 1727-1754
Persistent link: https://www.econbiz.de/10009623284
Saved in:
7
The market price of credit risk : an empirical analysis of interest rate swap spreads
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
-
2002
Persistent link: https://www.econbiz.de/10001675869
Saved in:
8
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
Saved in:
9
Discontinuous interest rate processes : an equilibrium model for bond option prices
Attari, Mukarram
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 293-322
Persistent link: https://www.econbiz.de/10001453389
Saved in:
10
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
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