//--> //--> //--> //-->
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:"Finance : revue de l'Association Française de Finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Interest rate derivative"
~subject:"Unternehmensanleihe"
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:"Interest rate linkage"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Unternehmensanleihe
Yield curve
103
Zinsstruktur
103
Theorie
56
Theory
56
USA
47
United States
46
Estimation
19
Schätzung
19
Risikoprämie
14
Risk premium
14
CAPM
12
Zinsderivat
11
Corporate bond
10
Credit risk
10
Kreditrisiko
10
Option pricing theory
10
Optionspreistheorie
10
Government securities
9
Interest rate
9
Staatspapier
9
Zins
9
Großbritannien
8
United Kingdom
8
Volatility
8
Volatilität
8
Portfolio selection
7
Portfolio-Management
7
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Anleihe
4
Bond
4
Capital structure
4
Credit rating
4
EU countries
4
EU-Staaten
4
France
4
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
French
1
Author
All
Collin-Dufresne, Pierre
3
Goldstein, Robert S.
2
Johannes, Michael
2
Sundaresan, Suresh M.
2
Anderson, Ronald W.
1
Bensaïd, Bernard
1
Boenawan, Kiekie
1
Bottazzi, Jean-Marc
1
Bühler, Wolfgang
1
Chen, Long
1
Dougal, Casey
1
Duffee, Greg
1
Duffie, Darrell
1
Dupire, Marion
1
Engelberg, Joseph
1
Filipović, Damir
1
Helwege, Jean
1
Jarrow, Robert A.
1
Kuehn, Lars-Alexander
1
Larsson, Martin
1
Leland, Hayne Ellis
1
Lesmond, David A.
1
Li, Haitao
1
Lobez, Frédéric
1
Martin, J. Spencer
1
Miltersen, Kristian R.
1
Nozawa, Yoshio
1
Pan, Yonghua
1
Parsons, Christopher A.
1
Ritchken, Peter H.
1
Sandmann, Klaus
1
Schmid, Lukas
1
Singleton, Kenneth J.
1
Solnik, Bruno
1
Sondermann, Dieter
1
Statnik, Jean-Christophe
1
Trolle, Anders B.
1
Turner, Christopher M.
1
Uhrig-Homburg, Marliese
1
Van Wesep, Edward D.
1
more ...
less ...
Published in...
All
Finance : revue de l'Association Française de Finance
The journal of finance : the journal of the American Finance Association
Journal of banking & finance
43
International journal of theoretical and applied finance
28
The journal of fixed income
28
Journal of financial economics
21
Finance research letters
19
The review of financial studies
19
International review of economics & finance : IREF
18
NBER working paper series
17
The journal of computational finance
15
The journal of futures markets
15
NBER Working Paper
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
International review of financial analysis
13
Journal of international financial markets, institutions & money
13
International journal of financial engineering
11
Applied mathematical finance
10
Journal of international money and finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
The North American journal of economics and finance : a journal of financial economics studies
10
Pacific-Basin finance journal
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The journal of corporate finance : contracting, governance and organization
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics letters
8
Asia-Pacific financial markets
8
Emerging markets, finance and trade : EMFT
8
Finance and economics discussion series
8
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Quantitative finance
8
Review of derivatives research
8
Working paper
8
Applied financial economics
7
Discussion paper / Centre for Economic Policy Research
7
Financial markets and portfolio management
7
Journal of empirical finance
7
Journal of financial and quantitative analysis : JFQA
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Credit spread determinants : how loan officer seniority matters
Dupire, Marion
;
Lobez, Frédéric
;
Statnik, Jean-Christophe
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
3
,
pp. 139-179
Persistent link: https://www.econbiz.de/10012792337
Saved in:
2
Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
Saved in:
3
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
4
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
5
Anchoring on credit spreads
Dougal, Casey
;
Engelberg, Joseph
;
Parsons, Christopher A.
; …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1039-1080
Persistent link: https://www.econbiz.de/10011317861
Saved in:
6
Investment-based corporate bond pricing
Kuehn, Lars-Alexander
;
Schmid, Lukas
- In:
The journal of finance : the journal of the American …
69
(
2014
)
6
,
pp. 2741-2776
Persistent link: https://www.econbiz.de/10010502191
Saved in:
7
Corporate yield spreads and bond liquidity
Chen, Long
;
Lesmond, David A.
;
Wei, Jason
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10003425755
Saved in:
8
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
9
The impact of collateralization on swap rates
Johannes, Michael
;
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 383-410
Persistent link: https://www.econbiz.de/10003425912
Saved in:
10
The statistical and economic role of jumps in continuous-time interest rate models
Johannes, Michael
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 227-260
Persistent link: https://www.econbiz.de/10001932051
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->