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~isPartOf:"Applied financial economics"
~subject:"Anleihe"
~subject:"Volatility"
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Search: subject:"Yield curve"
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Anleihe
Volatility
Yield curve
68
Zinsstruktur
68
Estimation
22
Schätzung
22
USA
16
United States
16
Theorie
14
Theory
14
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11
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11
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Abad, Pilar
1
Batten, Jonathan A.
1
Boroumand, Raphaël Homayoun
1
Cassola, Nuno
1
Gandar, John M.
1
Goutte, Stéphane
1
Guo, Chen
1
Hamori, Shigeyuki
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Henry, Ólan Thomas John
1
In, Francis Haeuck
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1
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1
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1
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1
Sørensen, Carsten
1
Toyoshima, Yuki
1
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1
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Applied financial economics
Journal of banking & finance
40
NBER working paper series
28
The journal of fixed income
26
Finance research letters
24
International journal of theoretical and applied finance
24
The journal of futures markets
24
Working paper / National Bureau of Economic Research, Inc.
23
Journal of international money and finance
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of financial economics
20
NBER Working Paper
18
The review of financial studies
18
Economic modelling
16
International review of economics & finance : IREF
16
Journal of empirical finance
16
Research paper series / Swiss Finance Institute
14
Discussion papers / CEPR
13
Journal of financial and quantitative analysis : JFQA
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Applied mathematical finance
12
Economics letters
12
Quantitative finance
12
Staff reports / Federal Reserve Bank of New York
12
The North American journal of economics and finance : a journal of financial economics studies
12
Emerging markets, finance and trade : EMFT
11
International review of financial analysis
11
Journal of international financial markets, institutions & money
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working papers series / Federal Reserve Bank of San Francisco
11
Finance and economics discussion series
10
Journal of econometrics
10
Journal of money, credit and banking : JMCB
10
Research in international business and finance
10
The journal of finance : the journal of the American Finance Association
10
Working paper
10
CREATES research paper
9
Discussion paper
9
Energy economics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei
;
Xie, Yan Alice
;
Yau, Jot
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096
Saved in:
2
A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
Saved in:
3
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
4
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
5
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
6
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
7
Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases
Johnson, Robert S.
;
Zuber, Richard A.
;
Gandar, John M.
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1029-1046
Persistent link: https://www.econbiz.de/10003377862
Saved in:
8
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
9
The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo
;
Sørensen, Carsten
- In:
Applied financial economics
13
(
2003
)
5
,
pp. 387-399
Persistent link: https://www.econbiz.de/10001760630
Saved in:
10
A two-factor model of the German term structure of interest rates
Cassola, Nuno
;
Luís, Jorge Barros
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 783-806
Persistent link: https://www.econbiz.de/10001804426
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