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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Public bond"
~subject:"Theory"
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Search: subject_exact:"LIBOR market model"
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Public bond
Theory
Yield curve
175
Zinsstruktur
175
Theorie
73
Option pricing theory
40
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40
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27
Stochastischer Prozess
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Christensen, Jens H. E.
14
Rudebusch, Glenn D.
14
Bauer, Michael D.
3
López, José A.
3
Rebonato, Riccardo
3
Swanson, Eric T.
3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
Cruz Rambaud, Salvador
1
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1
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1
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1
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Federal Reserve Bank of San Francisco
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International journal of theoretical and applied finance
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
117
Working paper / National Bureau of Economic Research, Inc.
108
Journal of banking & finance
98
NBER Working Paper
94
The journal of fixed income
75
Journal of international money and finance
70
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61
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26
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26
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25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
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ECONIS (ZBW)
82
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1
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
2
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
3
The benefit of inflation-indexed debt : evidence from an mmerging bond market
Ruiz Cardozo, Cristhian Hernando
;
Eggert Christensen, …
-
2023
Persistent link: https://www.econbiz.de/10014287812
Saved in:
4
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
5
Inflation expectations and risk premia in emerging bond markets : evidence from Mexico
Beauregard, Remy
;
Christensen, Jens H. E.
;
Fischer, Eric
; …
-
2021
Persistent link: https://www.econbiz.de/10012548541
Saved in:
6
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
7
Corporate yields and sovereign yields
Bevilaqua, Julia
;
Hale, Galina
;
Tallman, Eric
-
2019
Persistent link: https://www.econbiz.de/10012123481
Saved in:
8
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
9
Assessing abenomics : evidence from inflation-indexed Japanese government bonds
Christensen, Jens H. E.
;
Spiegel, Mark
-
2019
-
This version: May 7, 2019
Persistent link: https://www.econbiz.de/10012057488
Saved in:
10
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
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