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~isPartOf:"The European journal of finance"
~isPartOf:"The journal of computational finance"
~subject:"Volatilität"
~subject:"Öffentliche Anleihe"
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Volatilität
Öffentliche Anleihe
Yield curve
74
Zinsstruktur
74
Option pricing theory
32
Optionspreistheorie
32
Theorie
29
Theory
29
Interest rate derivative
18
Zinsderivat
18
Stochastic process
16
Stochastischer Prozess
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Derivat
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Volatility
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22
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Ahdida, Abdelkoddousse
1
Alfonsi, Aurélien
1
Alonso Sánchez, Francisco
1
Andersen, Leif B. G.
1
Arnold, Ivo J. M.
1
Badaoui, Saad
1
Bhar, Ramaprasad
1
Bhargava, Vivek
1
Blanco, Roberto
1
Bleaney, Michael F.
1
Briani, Maya
1
Brooks, Robert
1
Brotherton-Ratcliffe, Rupert
1
Caporale, Guglielmo Maria
1
Caramellino, Lucia
1
Cathcart, Lara
1
Chiarella, Carl
1
Cozma, Andrei
1
Darbellay, Georges A.
1
Gatarek, Dariusz
1
Gavilán, Ángel
1
Grzelak, Lech A.
1
Gurrola-Perez, Pedro
1
Herrerias, Renata
1
Jabłecki, Juliusz
1
Jahel, Lina el
1
Jiang, Xu
1
Kiesel, Rüdiger
1
Lutz, Matthias
1
Malhotra, Davinder Kumar
1
Mayordomo, Sergio
1
Ng, Leslie
1
Oosterlee, Cornelis W.
1
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1
Palidda, Ernesto
1
Panagiotou, Panagiotis
1
Peña Sánchez de Rivera, Juan Ignacio
1
Raddant, Matthias
1
Reisinger, Christoph
1
Río, Ana del
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The European journal of finance
The journal of computational finance
Journal of international money and finance
58
Journal of banking & finance
50
NBER working paper series
35
Working paper / National Bureau of Economic Research, Inc.
34
Working paper series / European Central Bank
33
Economic modelling
32
Finance research letters
31
The journal of fixed income
29
The journal of futures markets
27
Journal of financial economics
25
NBER Working Paper
25
ECB Working Paper
24
Discussion papers / CEPR
23
International review of economics & finance : IREF
23
Applied economics
22
Journal of empirical finance
22
Working papers / The Levy Economics Institute
22
International journal of theoretical and applied finance
21
Journal of money, credit and banking : JMCB
21
The North American journal of economics and finance : a journal of financial economics studies
21
CESifo working papers
19
IMF working papers
19
Journal of international financial markets, institutions & money
19
The review of financial studies
18
Applied economics letters
17
Applied financial economics
16
Discussion paper
16
Discussion paper / Centre for Economic Policy Research
15
International review of financial analysis
15
Research paper series / Swiss Finance Institute
15
Staff reports / Federal Reserve Bank of New York
15
Economics letters
14
Journal of financial and quantitative analysis : JFQA
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Quantitative finance
14
Working papers / Bank for International Settlements
14
Finance and economics discussion series
13
Working paper
13
Emerging markets review
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ECONIS (ZBW)
22
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1
The determinants of liquidity commonality in the Euro-area sovereign bond market
Panagiotou, Panagiotis
;
Jiang, Xu
;
Gavilán, Ángel
- In:
The European journal of finance
29
(
2023
)
10
,
pp. 1144-1186
Persistent link: https://www.econbiz.de/10014322992
Saved in:
2
Redenomination risk in eurozone corporate bond spreads
Bleaney, Michael F.
;
Veleanu, Veronica
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1303-1325
Persistent link: https://www.econbiz.de/10012653094
Saved in:
3
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
Saved in:
4
Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
5
Has the new bail-in framework increased the yield spread between subordinated and senior bonds?
Pablos Nuevo, Irene
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1781-1797
Persistent link: https://www.econbiz.de/10012314652
Saved in:
6
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:
7
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
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
A hybrid tree/finite-difference approach for Heston-Hull-White-type models
Briani, Maya
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
The journal of computational finance
21
(
2017/2018
)
3
,
pp. 1-45
Persistent link: https://www.econbiz.de/10011848334
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