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~isPartOf:"The European journal of finance"
~language:"eng"
~subject:"Volatility"
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Volatility
Yield curve
45
Zinsstruktur
45
Theorie
32
Theory
32
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29
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29
EU countries
19
EU-Staaten
19
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14
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Option pricing theory
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Bhar, Ramaprasad
1
Bhargava, Vivek
1
Brooks, Robert
1
Caporale, Guglielmo Maria
1
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1
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1
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The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
39
Journal of banking & finance
37
The journal of futures markets
35
NBER working paper series
34
NBER Working Paper
32
International journal of theoretical and applied finance
24
Journal of international money and finance
23
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21
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21
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21
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18
Research paper series / Swiss Finance Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of financial studies
16
International review of financial analysis
15
Journal of international financial markets, institutions & money
15
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
13
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International review of economics & finance : IREF
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10
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1
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:
2
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:
3
A pricing kernel approach to valuing options on
interest
rate
futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
4
The volatility term structure in a lognormal process for the short rate
Darbellay, Georges A.
- In:
The European journal of finance
9
(
2003
)
1
,
pp. 92-103
Persistent link: https://www.econbiz.de/10001749092
Saved in:
5
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
6
A family of humped volatility models
Mercurio, Fabio
;
Moraleda Novo, Juan Manuel
- In:
The European journal of finance
7
(
2001
)
2
,
pp. 93-116
Persistent link: https://www.econbiz.de/10001603191
Saved in:
7
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
8
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
9
Volatility of interest rates in the euro area : evidence from high frequency data
Cassola, Nuno
;
Morana, Claudio
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 513-528
Persistent link: https://www.econbiz.de/10003382823
Saved in:
10
Interest
rate
changes and common stock returns of financial institutions : evidence from the UK
Dinenis, Elias
;
Staikouras, Sotiris K.
- In:
The European journal of finance
4
(
1998
)
2
,
pp. 113-127
Persistent link: https://www.econbiz.de/10001439502
Saved in:
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