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~isPartOf:"DNB working paper"
~isPartOf:"Journal of financial economics"
~subject:"Risikoprämie"
~subject:"United States"
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Risikoprämie
United States
Interest rate derivative
16
Zinsderivat
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Yield curve
8
Zinsstruktur
8
USA
6
Swap
4
Theorie
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Moessner, Richhild
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DNB working paper
Journal of financial economics
The journal of futures markets
88
Advances in futures and options research : a research annual
15
The journal of fixed income
11
Review of futures markets
10
The journal of finance : the journal of the American Finance Association
9
Journal of banking & finance
7
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International review of financial analysis
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5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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International journal of theoretical and applied finance
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Selected writings on futures markets : explorations in financial futures markets
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IES working paper
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Interest rate futures : concepts and issues
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Journal of empirical finance
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ECONIS (ZBW)
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
3
Effects of explicit FOMC policy rate guidance on market interest rates
Moessner, Richhild
-
2013
Persistent link: https://www.econbiz.de/10009771259
Saved in:
4
Effects of explicit FOMC policy rate guidance on equities and risk measures
Moessner, Richhild
-
2013
Persistent link: https://www.econbiz.de/10010126442
Saved in:
5
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
6
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
7
Negative option values are possible : the impact of treasury bond futures on the cash US treasury market
Jordan, Bradford D.
- In:
Journal of financial economics
46
(
1997
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10001228508
Saved in:
8
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
Saved in:
9
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
Saved in:
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