//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~person:"Gupta, Anurag"
~person:"Hansen, Jorge W."
~source:"econis"
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinsswap"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Derivat
2
Derivative
2
Interest rate derivative
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
1957-1996
1
Capital income
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Estimation
1
Government securities
1
Interest-rate models
1
Kapitaleinkommen
1
Option pricing theory
1
Option risk premiums
1
Option trading
1
Options on futures on Treasury bonds
1
Optionsgeschäft
1
Optionspreistheorie
1
Public bond
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
1
Schätzung
1
Staatspapier
1
Unspanned risks in the pricing kernel
1
Währungsderivat
1
Öffentliche Anleihe
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Gupta, Anurag
Hansen, Jorge W.
Amin, Kaushik I.
1
Bakshi, Gurdip S.
1
Crosby, John
1
Gao, Xiaohui
1
Morton, Andrew J.
1
Subrahmanyam, Marti G.
1
more ...
less ...
Published in...
All
Journal of financial economics
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->