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Interest rate derivative
5
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Rebonato, Riccardo
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Journal of empirical finance
The journal of futures markets
138
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
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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The review of financial studies
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Journal of international financial markets, institutions & money
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Applied financial economics
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Journal of financial economics
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Review of derivatives research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
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Interest rate modelling after the financial crisis
11
International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
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International journal of financial engineering
9
Economics letters
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Quantitative finance
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The European journal of finance
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Applied economics
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Finance : revue de l'Association Française de Finance
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Interest rate futures : concepts and issues
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Journal of economic dynamics & control
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Journal of mathematical finance
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Die Bank
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European journal of operational research : EJOR
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Global finance journal
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International review of economics & finance : IREF
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Advances in Pacific Basin financial markets
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Journal of international money and finance
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Quarterly bulletin / Bank of England
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Research in finance
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ECONIS (ZBW)
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Is convexity efficiently priced? : evidence from international swap markets
Rebonato, Riccardo
;
Ronzani, Riccardo
- In:
Journal of empirical finance
63
(
2021
),
pp. 392-413
Persistent link: https://www.econbiz.de/10013259275
Saved in:
2
Assessing the compensation for volatility risk implicit in interest rate derivatives
Fornari, Fabio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 722-743
Persistent link: https://www.econbiz.de/10009267247
Saved in:
3
Value-at-Risk analysis for long-term interest rate futures : Fat-tail and long memory in return innovations
Wu, Ping-Tsung
;
Shieh, Shwu-Jane
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 248-259
Persistent link: https://www.econbiz.de/10003499670
Saved in:
4
Modeling the volatility of the Heath-Jarrow-Morton model : a multifactor GARCH analysis
Zhou, Anjun
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10001655780
Saved in:
5
An analysis of nonlinearities in term premiums and forward rates
Huang, Roger D.
- In:
Journal of empirical finance
3
(
1996
)
4
,
pp. 347-368
Persistent link: https://www.econbiz.de/10001215363
Saved in:
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