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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Kapitaleinkommen"
~subject:"Kapitalmarktrendite"
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Kapitaleinkommen
Kapitalmarktrendite
Interest rate derivative
10
Zinsderivat
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USA
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United States
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Forecasting model
3
Prognoseverfahren
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Theorie
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Theory
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Capital income
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Public bond
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1994-2007
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Europe
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Backus, David
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
3
Journal of banking & finance
2
Journal of financial economics
2
Advances in futures and options research : a research annual
1
CESifo working papers
1
CFS working paper series
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Finance and stochastics
1
Journal of econometrics
1
Journal of economic research
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk and financial management : JRFM
1
NBER Working Paper
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NBER working paper series
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Research in international business and finance / Supplement
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SFB 649 discussion paper
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Selected writings on futures markets : explorations in financial futures markets
1
Swiss journal of economics and statistics
1
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1
The journal of asset management
1
The journal of financial research
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The journal of fixed income
1
The journal of investing
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Volkswirtschaftliche Analysen
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ECONIS (ZBW)
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Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
Saved in:
2
Lognormal forward market model (LFM) volatility function approximation
Chung, In-hwan
;
Dun, Tim
;
Schlögl, Erik
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 369-405)
.
2010
Persistent link: https://www.econbiz.de/10008749176
Saved in:
3
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
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