//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Gabler Edition Wissenschaft"
~subject:"Interest rate derivative"
~subject:"Interest rate risk"
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:"Expectations hypothesis of the term structure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Interest rate risk
Yield curve
92
Zinsstruktur
92
Estimation
29
Schätzung
29
Interest rate
26
Zins
26
Theorie
24
Theory
24
Geldpolitik
21
Monetary policy
21
Public bond
18
Öffentliche Anleihe
18
USA
14
United States
14
Risikoprämie
12
Risk premium
12
EU countries
9
EU-Staaten
9
Euro area
9
Eurozone
9
Forecasting model
9
Prognoseverfahren
9
Anleihe
7
Bond
7
Business cycle
7
Deutschland
7
Germany
7
Konjunktur
7
Credit risk
6
Erwartungsbildung
6
Expectation formation
6
Financial crisis
6
Finanzkrise
6
Kreditrisiko
6
Public debt
6
Zinsderivat
6
Öffentliche Schulden
6
Geldpolitische Transmission
5
Inflation
5
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Hochschulschrift
5
Thesis
5
Bibliografie enthalten
2
Bibliography included
2
Language
All
English
6
German
5
Author
All
Akhtaruzzaman, Md.
2
Shamsuddin, Abul
2
Baaquie, Belal E.
1
Backwell, Alex
1
Bardenhewer, Martin Maria
1
Ben-Abdallah, Ramzi
1
Breton, Michèle
1
Docherty, Paul
1
Du, Xin
1
Ferrer, Román
1
Gnad, Karlheinz
1
Heitmann, Frank
1
Hess, Dieter
1
Jareño, Francisco
1
Ruddock, Ralph
1
Schulze, Michael
1
Shahzad, Syed Jawad Hussain
1
Tang, Pan
1
Umar, Zaghum
1
Zhang, Ying
1
more ...
less ...
Published in...
All
Applied economics
Gabler Edition Wissenschaft
International journal of theoretical and applied finance
26
Journal of banking & finance
19
The journal of fixed income
17
The journal of computational finance
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
International journal of financial engineering
11
The journal of finance : the journal of the American Finance Association
11
Applied mathematical finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Journal of financial economics
8
Quantitative finance
8
Applied financial economics
7
International review of financial analysis
7
Journal of mathematical finance
7
Discussion paper
6
Discussion paper / B
6
IMF working papers
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Review of derivatives research
6
Risks : open access journal
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
5
SFB 649 discussion paper
5
The European journal of finance
5
Economics letters
4
European journal of operational research : EJOR
4
Journal of economic dynamics & control
4
Journal of international financial markets, institutions & money
4
NBER Working Paper
4
NBER working paper series
4
Research in finance
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states
Umar, Zaghum
;
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
; …
- In:
Applied economics
50
(
2018
)
42
,
pp. 4500-4521
Persistent link: https://www.econbiz.de/10012061195
Saved in:
3
Australian financial firms' exposures to the level, slope, and curvature of the interest rate term structure
Akhtaruzzaman, Md.
;
Shamsuddin, Abul
- In:
Applied economics
49
(
2017
)
19
,
pp. 1855-1874
Persistent link: https://www.econbiz.de/10011816952
Saved in:
4
An ex-post analysis of the CME Group's solution to the 5-year gap issue
Ben-Abdallah, Ramzi
;
Breton, Michèle
- In:
Applied economics
49
(
2017
)
60
,
pp. 5992-6002
Persistent link: https://www.econbiz.de/10011845891
Saved in:
5
Linearized Hamiltonian of the LIBOR market model : analytical and empirical results
Tang, Pan
;
Baaquie, Belal E.
;
Du, Xin
;
Zhang, Ying
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 878-891
Persistent link: https://www.econbiz.de/10011432758
Saved in:
6
Interest rate, size and book-to-market effects in Australian financial firms
Akhtaruzzaman, Md.
;
Docherty, Paul
;
Shamsuddin, Abul
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3005-3020
Persistent link: https://www.econbiz.de/10010418172
Saved in:
7
Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria
-
2000
-
1. Aufl
Persistent link: https://www.econbiz.de/10001506472
Saved in:
8
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
-
1997
Persistent link: https://www.econbiz.de/10000959293
Saved in:
9
Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael
-
1996
Persistent link: https://www.econbiz.de/10000935922
Saved in:
10
Die Duration im Zinsrisikomanagement : Finanzinnovationen und bonitätsrisikobehaftete Fremdkapitaltitel
Gnad, Karlheinz
-
1996
Persistent link: https://www.econbiz.de/10000944558
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->