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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~source:"econis"
~subject:"Internationaler Finanzmarkt"
~subject:"Theorie"
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Internationaler Finanzmarkt
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Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
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
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
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
Synthetic eurocurrency interest rate futures contracts : theory and evidence
Koh, Annie
;
Levich, Richard M.
-
1989
Persistent link: https://www.econbiz.de/10000774262
Saved in:
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