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~isPartOf:"HKIMR working paper"
~isPartOf:"Journal of financial economics"
~subject:"Liquidität"
~subject:"Zinsderivat"
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Search: subject_exact:"Finanzswap"
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Liquidität
Zinsderivat
Swap
22
Credit risk
11
Kreditrisiko
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Theorie
10
Theory
10
Credit derivative
9
Kreditderivat
9
Derivat
8
Derivative
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Credit default swaps
7
Interest rate derivative
6
Credit insurance
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Insolvency
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Interest rate parity
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Kreditversicherung
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Liquidity
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Option pricing theory
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Optionspreistheorie
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Zinsparität
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CDS
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Currency derivative
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Risikoprämie
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US dollar
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Währungsderivat
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Betriebliche Liquidität
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CIP deviation
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Subrahmanyam, Marti G.
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Tang, Dragon Yongjun
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Wang, Sarah Qian
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Aragon, George O.
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Cenedese, Gino
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Filipović, Damir
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Fung, Chin-To
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Hui, Cho H.
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Leippold, Markus
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Ranaldo, Angelo
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Strømberg, Jacob
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HKIMR working paper
Journal of financial economics
The journal of financial crises
9
Working papers / The Levy Economics Institute
8
International journal of theoretical and applied finance
7
Discussion papers / CEPR
6
International review of financial analysis
6
Applied mathematical finance
5
Staff working papers / Bank of England
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The journal of computational finance
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The journal of fixed income
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European journal of operational research : EJOR
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NBER working paper series
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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Bank of England Working Paper
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IMES discussion paper series / Englische Ausgabe
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NBER Working Paper
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Staff reports / Federal Reserve Bank of New York
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annual review of financial economics
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Corporate risk : strategies and management
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ECONIS (ZBW)
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1
Dynamics of market anomalies and measurement errors of risk-free interest rates
Hui, Cho H.
;
Lo, Chi-Fai
;
Fung, Chin-To
-
2017
Persistent link: https://www.econbiz.de/10012201359
Saved in:
2
Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y.
;
Zhang, Jiayue
-
2017
Persistent link: https://www.econbiz.de/10012201638
Saved in:
3
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:
4
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
-
2016
Persistent link: https://www.econbiz.de/10012200984
Saved in:
5
The use of credit default swaps by bond mutual funds : Liquidity provision and counterparty risk
Aragon, George O.
;
Li, Lei
;
Qian, Jun
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10012130937
Saved in:
6
Credit default swaps, exacting creditors and corporate liquidity management
Subrahmanyam, Marti G.
;
Tang, Dragon Yongjun
;
Wang, …
- In:
Journal of financial economics
124
(
2017
)
2
,
pp. 395-414
Persistent link: https://www.econbiz.de/10011751452
Saved in:
7
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
8
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:
9
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
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