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~isPartOf:"Journal of monetary economics"
~isPartOf:"Quantitative finance"
~subject:"Geldpolitik"
~subject:"Optionspreistheorie"
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Geldpolitik
Optionspreistheorie
Yield curve
98
Zinsstruktur
98
Theorie
32
Theory
32
Monetary policy
30
USA
24
United States
24
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Rudebusch, Glenn D.
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Journal of monetary economics
Quantitative finance
Journal of banking & finance
45
NBER working paper series
45
Working paper / National Bureau of Economic Research, Inc.
45
International journal of theoretical and applied finance
42
Working paper series / European Central Bank
42
Discussion paper / Centre for Economic Policy Research
36
NBER Working Paper
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECB Working Paper
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Journal of international money and finance
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Finance and economics discussion series
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Working papers series / Federal Reserve Bank of San Francisco
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Applied economics
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The journal of computational finance
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Journal of economic dynamics & control
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Journal of money, credit and banking : JMCB
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Staff reports / Federal Reserve Bank of New York
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The journal of fixed income
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Journal of financial economics
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Review of derivatives research
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Economics letters
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Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The North American journal of economics and finance : a journal of financial economics studies
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Staff working paper / Bank of Canada
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Applied economics letters
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Finance research letters
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The journal of futures markets
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International journal of financial engineering
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ECONIS (ZBW)
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1
Cheapest-to-deliver collateral : a common factor approach
Wolf, Felix Lukas
;
Grzelak, Lech A.
;
Deelstra, Griselda
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 707-723
Persistent link: https://www.econbiz.de/10013367854
Saved in:
2
Effective Markovian projection : application to CMS spread options and mid-curve swaptions
Felpel, Mike
;
Kienitz, Jörg
;
McWalter, Thomas A.
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1169-1192
Persistent link: https://www.econbiz.de/10013367891
Saved in:
3
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
4
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
5
The Hull-White model under volatility uncertainty
Hölzermann, Julian
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1921-1933
Persistent link: https://www.econbiz.de/10012696796
Saved in:
6
Delphic and odyssean monetary policy shocks : evidence from the euro area
Andrade, Philippe
;
Ferroni, Filippo
- In:
Journal of monetary economics
117
(
2021
),
pp. 816-832
Persistent link: https://www.econbiz.de/10012603261
Saved in:
7
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
8
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
9
Efficient simulation methods for the Quasi-Gaussian term-structure model with volatility smiles : practical applications of the KLNV-scheme
Shinozaki, Yuji
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1147-1161
Persistent link: https://www.econbiz.de/10012588029
Saved in:
10
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
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