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~isPartOf:"Asia-Pacific financial markets"
~subject:"Estimation"
~subject:"Yield curve"
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Asia-Pacific financial markets
International journal of theoretical and applied finance
27
The journal of computational finance
16
The journal of futures markets
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Journal of banking & finance
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The journal of fixed income
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of financial studies
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Finance and stochastics
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Interest rate modelling after the financial crisis
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Journal of financial economics
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International review of financial analysis
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Journal of mathematical finance
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Quantitative finance
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SFB 649 discussion paper
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Advances in futures and options research : a research annual
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Discussion paper / B
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Review of derivatives research
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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European journal of operational research : EJOR
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Journal of international money and finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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Economics letters
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Annual review of financial economics
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Applied economics
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Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities
Hui, Cho H.
;
Chung, Tsz-kin
;
Lo, Chi-fai
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10009750729
Saved in:
2
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
3
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
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