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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"
~subject:"Bond"
~subject:"Volatilität"
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Bond
Volatilität
Yield curve
116
Zinsstruktur
116
Theorie
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38
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33
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33
USA
32
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
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2
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2
Anderson, Bing
1
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1
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1
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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
Journal of banking & finance
40
NBER working paper series
28
The journal of fixed income
26
Journal of international money and finance
25
Finance research letters
24
International journal of theoretical and applied finance
24
The journal of futures markets
24
Working paper / National Bureau of Economic Research, Inc.
23
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of empirical finance
18
NBER Working Paper
18
The review of financial studies
18
Economic modelling
17
International review of economics & finance : IREF
15
Discussion papers / CEPR
14
Quantitative finance
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Research paper series / Swiss Finance Institute
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Applied financial economics
13
Applied mathematical finance
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Emerging markets, finance and trade : EMFT
12
International review of financial analysis
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Staff reports / Federal Reserve Bank of New York
12
Journal of international financial markets, institutions & money
11
The European journal of finance
11
Working papers series / Federal Reserve Bank of San Francisco
11
Energy economics
10
Finance and economics discussion series
10
Journal of econometrics
10
Journal of economic dynamics & control
10
Journal of money, credit and banking : JMCB
10
Research in international business and finance
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The journal of computational finance
10
The journal of finance : the journal of the American Finance Association
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25
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
10
Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
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