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~isPartOf:"The European journal of finance"
~subject:"EU-Staaten"
~subject:"Theorie"
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Search: subject_exact:"LIBOR market model"
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EU-Staaten
Theorie
Yield curve
47
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47
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12
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12
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9
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Chiarella, Carl
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The European journal of finance
NBER working paper series
109
Working paper / National Bureau of Economic Research, Inc.
101
NBER Working Paper
93
Journal of banking & finance
90
Working paper series / European Central Bank
70
The journal of fixed income
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Journal of financial economics
54
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52
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51
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50
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47
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International review of economics & finance : IREF
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Banque de France Working Paper
22
International review of financial analysis
22
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
29
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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
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan
;
Hsu, Pao-Peng
;
Liang, Kuo-yuan
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10014547348
Saved in:
3
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:
4
Affine and quadratic models with many factors and few parameters
Realdon, Marco
- In:
The European journal of finance
26
(
2020
)
11
,
pp. 1019-1046
Persistent link: https://www.econbiz.de/10012264944
Saved in:
5
Does face-to-face contact matter? : evidence on loan pricing
Gabbi, Giampaolo
;
Giammarino, Michele
;
Matthias, Massimo
; …
- In:
The European journal of finance
26
(
2020
)
7/8
,
pp. 820-836
Persistent link: https://www.econbiz.de/10012207308
Saved in:
6
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:
7
Rating-based CDS curves
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, Ser-Huang
- In:
The European journal of finance
25
(
2019
)
7
,
pp. 689-723
Persistent link: https://www.econbiz.de/10012207024
Saved in:
8
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:
9
Gaussian models for Euro high grade government yields
Realdon, Marco
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1468-1511
Persistent link: https://www.econbiz.de/10012014691
Saved in:
10
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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