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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of computational finance"
~subject:"Volatilität"
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Search: subject:"Interest rates"
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Volatilität
Yield curve
145
Zinsstruktur
145
Theorie
46
Theory
46
Estimation
34
Option pricing theory
34
Optionspreistheorie
34
Schätzung
34
USA
32
United States
32
Volatility
27
Interest rate
26
Zins
26
Interest rate derivative
21
Risikoprämie
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Risk premium
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Zinsderivat
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Public bond
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Öffentliche Anleihe
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Capital income
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Geldpolitik
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Kapitaleinkommen
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Monetary policy
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Credit risk
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Kreditrisiko
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Stochastic process
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Stochastischer Prozess
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Derivat
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Derivative
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Swap
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Anleihe
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Bond
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Forecasting model
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Prognoseverfahren
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Unternehmensanleihe
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English
27
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Gupta, Rangan
2
Wohar, Mark E.
2
Ahdida, Abdelkoddousse
1
Alfonsi, Aurélien
1
Andersen, Leif B. G.
1
Anderson, Bing
1
Augustin, Patrick
1
Balcilar, Mehmet
1
Bansal, Naresh K.
1
Brenner, Robin James
1
Briani, Maya
1
Brotherton-Ratcliffe, Rupert
1
Caramellino, Lucia
1
Chau, Po-Hon
1
Chen, Carl R.
1
Christiansen, Charlotte
1
Connolly, Robert A.
1
Cozma, Andrei
1
Das, Sanjiv R.
1
Deng, Dongya
1
Egloff, Daniel
1
Gatarek, Dariusz
1
Grzelak, Lech A.
1
Hammond, Peter J.
1
Harjes, Richard H.
1
Hui, Cho H.
1
Jabłecki, Juliusz
1
Jeffrey, Andrew
1
Johnson, Travis L.
1
Kiesel, Rüdiger
1
Kroner, Kenneth F.
1
Lai, Yongzeng
1
Leipold, Markus
1
Lin, Shih-kuei
1
Lo, Chi-Fai
1
Lutz, Matthias
1
Ma, Jingtang
1
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Journal of financial and quantitative analysis : JFQA
The North American journal of economics and finance : a journal of financial economics studies
The journal of computational finance
Journal of banking & finance
24
The journal of futures markets
23
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 journal of fixed income
10
Applied financial economics
9
Applied mathematical finance
9
Finance research letters
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Energy economics
8
Journal of econometrics
7
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 international financial markets, institutions & money
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
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ECONIS (ZBW)
27
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1
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 109-128
Persistent link: https://www.econbiz.de/10012036515
Saved in:
2
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
3
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
4
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
5
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
6
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
7
A nonparametric local volatility model for swaptions smile
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 35-62
Persistent link: https://www.econbiz.de/10011860899
Saved in:
8
A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
Saved in:
9
Smile with the Gaussian term structure model
Ahdida, Abdelkoddousse
;
Alfonsi, Aurélien
;
Palidda, Ernesto
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 115-157
Persistent link: https://www.econbiz.de/10011691616
Saved in:
10
Risk premia and the VIX term structure
Johnson, Travis L.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
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