//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"The journal of futures markets"
~subject:"Volatilität"
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:"Interest rates"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Yield curve
167
Zinsstruktur
167
Theorie
46
Theory
46
USA
39
Estimation
38
Schätzung
38
United States
38
Volatility
36
Risikoprämie
27
Risk premium
27
Forecasting model
24
Prognoseverfahren
24
Interest rate
23
Zins
23
Public bond
21
Öffentliche Anleihe
21
Credit risk
19
Geldpolitik
19
Kreditrisiko
19
Monetary policy
19
Interest rate derivative
18
Zinsderivat
18
Option pricing theory
17
Optionspreistheorie
17
Capital income
16
Kapitaleinkommen
16
Derivat
14
Derivative
14
EU countries
14
EU-Staaten
14
Corporate bond
13
Financial crisis
13
Unternehmensanleihe
13
Welt
13
World
13
Anleihe
12
Bond
12
Finanzkrise
12
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Zhang, Jin E.
3
Wu, Tao L.
2
Agarwalla, Sobhesh Kumar
1
Ahn, Dong-Hyun
1
Alles, Lakshman
1
Ann, Albert Tan Hock
1
Aït-Sahalia, Yacine
1
Bali, Turan G.
1
Bhanot, Karan
1
Brenner, Menachem
1
Chen, Qiang
1
Chen, Ren-Raw
1
Cho, Sungjun
1
Creal, Drew
1
Dai, Tian-Shyr
1
Das, Sanjiv R.
1
Dittmar, Robert F.
1
Díaz Pérez, Antonio
1
Fan, Chen-Chiang
1
Fang, Victor
1
Fernandez-Perez, Adrian
1
Fonseca, José da
1
Fuertes, Ana María
1
Gallant, A. Ronald
1
Gao, Bin
1
Gehricke, Sebastian A.
1
Gottschalk, Katrin
1
Gouriéroux, Christian
1
Guo, Biao
1
Guo, Wei
1
Gurrola, Pedro
1
Han, Qian
1
He, Xin-Jiang
1
Herrerías, Renata
1
Hsieh, Pei-Lin
1
Huang, Jeffrey
1
Hung, Chi-Hsiou D.
1
Huskaj, Bujar
1
Hyde, Stuart
1
Jacquillat, Bertrand
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of international financial markets, institutions & money
The journal of futures markets
Journal of banking & finance
24
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
Journal of international money and finance
14
NBER working paper series
14
Journal of empirical finance
13
The review of financial studies
13
NBER Working Paper
12
Economic modelling
11
Quantitative finance
11
Economics letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Applied financial economics
9
Applied mathematical finance
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Energy economics
8
The journal of computational finance
8
The journal of finance : the journal of the American Finance Association
7
Discussion papers / CEPR
6
Finance and economics discussion series
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The European journal of finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Asia-Pacific financial markets
5
CREATES research paper
5
Emerging markets, finance and trade : EMFT
5
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
3
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
4
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
5
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
6
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
7
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
8
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
9
US term structure and international stock market volatility : the role of the expectations factor and the maturity premium
Li, Matthew C.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
Saved in:
10
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->