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~isPartOf:"Interest rate futures : concepts and issues"
~isPartOf:"International review of financial analysis"
~isPartOf:"The European journal of finance"
~subject:"Theory"
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Interest rate derivative
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Bessler, Wolfgang
1
Bhar, Ramaprasad
1
Chiarella, Carl
1
Darbellay, Georges A.
1
Dassanayake, Wajira
1
Leonhardt, Alexander
1
Li, Shaofang
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Marinč, Matej
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McMillan, David G.
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Moraleda Novo, Juan Manuel
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Interest rate futures : concepts and issues
International review of financial analysis
The European journal of finance
The journal of futures markets
32
Advances in futures and options research : a research annual
17
The journal of fixed income
17
International journal of theoretical and applied finance
14
Finance and stochastics
13
Journal of banking & finance
13
The journal of computational finance
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of futures markets
9
The review of financial studies
9
Review of derivatives research
8
SSE EFI working paper series in economics and finance
8
Applied mathematical finance
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Discussion paper / B
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Europäische Hochschulschriften / 5
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Finance : revue de l'Association Française de Finance
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Gabler Edition Wissenschaft
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
SFB 649 discussion paper
5
The journal of finance : the journal of the American Finance Association
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Discussion paper / Tinbergen Institute
4
Economics letters
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Journal of business economics : JBE
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Journal of financial economics
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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SpringerLink / Bücher
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Working paper series / Centre for Practical Quantitative Finance
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Bonn Econ Discussion Papers / BGSE
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Discussion paper / Centre for Economic Policy Research
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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NBER working paper series
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ECONIS (ZBW)
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1
Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang
;
Leonhardt, Alexander
;
Wolff, Dominik
- In:
International review of financial analysis
46
(
2016
),
pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
Saved in:
2
Modelling the lowballing of the LIBOR fixing
Poskitt, Russell
;
Dassanayake, Wajira
- In:
International review of financial analysis
42
(
2015
),
pp. 270-277
Persistent link: https://www.econbiz.de/10011573481
Saved in:
3
The use of financial derivatives and risks of US bank holding companies
Li, Shaofang
;
Marinč, Matej
- In:
International review of financial analysis
35
(
2014
),
pp. 46-71
Persistent link: https://www.econbiz.de/10010529629
Saved in:
4
The volatility term structure in a lognormal process for the short rate
Darbellay, Georges A.
- In:
The European journal of finance
9
(
2003
)
1
,
pp. 92-103
Persistent link: https://www.econbiz.de/10001749092
Saved in:
5
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
6
A family of humped volatility models
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
- In:
The European journal of finance
7
(
2001
)
2
,
pp. 93-116
Persistent link: https://www.econbiz.de/10001603191
Saved in:
7
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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