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~isPartOf:"Review of futures markets"
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25
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Journal of economic dynamics & control
Review of futures markets
The journal of futures markets
133
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
25
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1
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
2
Interest rate swaps and corporate default
Jermann, Urban J.
;
Yue, Vivian Z.
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 104-120
Persistent link: https://www.econbiz.de/10011973928
Saved in:
3
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
4
Taking two steps at a time : on the optimal pattern of policy interest rates
Gerlach-Kristen, Petra
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10003642768
Saved in:
5
A boundary crossing model of counterparty risk
Esteghamat, Kian
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1771-1799
Persistent link: https://www.econbiz.de/10001755425
Saved in:
6
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
7
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
8
The expected spot rate and risk premium components of treasury bill futures rates
Pilotte, Eugene A.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10001183631
Saved in:
9
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
Saved in:
10
Hedging with financial futures under variance minimization with stochastic interest rates
Chee, Kew-chul
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 187-213
Persistent link: https://www.econbiz.de/10001183973
Saved in:
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