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~isPartOf:"The journal of fixed income"
~subject:"EU countries"
~subject:"Volatilität"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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EU countries
Volatilität
Yield curve
140
Zinsstruktur
140
Theorie
61
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61
USA
40
United States
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19
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English
11
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Ho, Thomas S. Y.
2
Badak, Bransislav
1
Bali, Turan G.
1
Bhattacharjee, Ranjit
1
Carverhill, Andrew
1
Gonçalves, Franklin de O.
1
Goodman, Laurie Sharon
1
Ho, Jeffrey
1
Hull, John
1
Issler, João Victor
1
Koutmos, Gregory
1
Lo Conte, Riccardo
1
Neftci, Salih N.
1
Pang, Kin
1
Russell, Robert A.
1
White, Alan
1
Yi, Sang-bin
1
Zhang, Hua
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The journal of fixed income
Working paper series / European Central Bank
48
Journal of banking & finance
36
Journal of international money and finance
35
ECB Working Paper
27
NBER working paper series
24
The journal of futures markets
24
Working paper / National Bureau of Economic Research, Inc.
23
NBER Working Paper
22
Journal of financial economics
19
Discussion paper
18
Economic modelling
18
Finance research letters
18
International journal of theoretical and applied finance
17
Journal of empirical finance
17
Discussion paper / Centre for Economic Policy Research
16
Economics letters
16
Journal of international financial markets, institutions & money
16
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
14
Banque de France Working Paper
14
CESifo working papers
14
The review of financial studies
14
Applied economics
12
The European journal of finance
12
International journal of finance & economics : IJFE
11
International review of economics & finance : IREF
11
International review of financial analysis
11
Journal of money, credit and banking : JMCB
11
SFB 649 discussion paper
11
Working paper series / European Central Bank ; Eurosystem
11
Applied mathematical finance
10
Journal of econometrics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
Working paper
10
Energy economics
9
European economic review : EER
9
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ECONIS (ZBW)
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1
The dynamics of sovereign yield differentials in the EMU : new evidence and perspectives
Lo Conte, Riccardo
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009314954
Saved in:
2
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
3
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Saved in:
4
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
5
Interest rates : Normal or lognormal?
Ho, Jeffrey
;
Goodman, Laurie Sharon
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10001803145
Saved in:
6
Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.
;
Neftci, Salih N.
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
Saved in:
7
Modeling short-term interest rate volatility : information shocks versus interest rate levels
Koutmos, Gregory
- In:
The journal of fixed income
9
(
2000
)
4
,
pp. 19-22
Persistent link: https://www.econbiz.de/10001495246
Saved in:
8
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
9
Dynamics of the short-term interest rate after the 1979 - 1982 monetary experiment
Zhang, Hua
- In:
The journal of fixed income
9
(
1999
)
3
,
pp. 35-41
Persistent link: https://www.econbiz.de/10001448116
Saved in:
10
Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O.
- In:
The journal of fixed income
6
(
1996
)
1
,
pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
Saved in:
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