//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
~subject:"Corporate bond"
~subject:"Interest rate derivative"
~subject:"Zinsstruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Expectations hypothesis of the term structure"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Corporate bond
Interest rate derivative
Zinsstruktur
Yield curve
58
Volatility
23
Volatilität
23
USA
22
United States
21
Option pricing theory
13
Optionspreistheorie
13
Theorie
13
Theory
13
Zinsderivat
13
Derivat
9
Derivative
9
Estimation
8
Forecasting model
8
Prognoseverfahren
8
Schätzung
8
Commodity derivative
7
Rohstoffderivat
7
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Kapitaleinkommen
5
Option trading
5
Optionsgeschäft
5
Swap
5
Credit risk
4
Interest rate
4
Kreditrisiko
4
Public bond
4
Zins
4
Öffentliche Anleihe
4
Anleihe
3
Bond
3
China
3
Credit derivative
3
Currency derivative
3
Euromarkets
3
more ...
less ...
Online availability
All
Undetermined
14
Free
1
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
58
Author
All
Zhang, Jin E.
4
Chen, Son-nan
3
Wu, Ting-pin
3
Bali, Turan G.
2
Chen, Ren-Raw
2
Fan, Longzhen
2
Lekkos, Ilias
2
Luo, Xingguo
2
Milas, Costas
2
Wu, Tao L.
2
Agarwalla, Sobhesh Kumar
1
Akemann, Charles A.
1
Bhanot, Karan
1
Brenner, Menachem
1
Brooks, Robert
1
Cao, Melanie
1
Casassus, Jaime
1
Chang, Jui-jane
1
Chritiansen, Charlotte
1
Cline, Brandon N.
1
Dai, Tian-Shyr
1
Dbouk, Wassim
1
DeBoyrie, Maria Eugenia
1
Díaz Pérez, Antonio
1
Fan, Chen-Chiang
1
Fehle, Frank
1
Fernandez-Perez, Adrian
1
Fink, Kristin E.
1
Finkle, Jason L.
1
Fonseca, José da
1
Fuertes, Ana María
1
Gehricke, Sebastian A.
1
Gong, Yuting
1
Gottschalk, Katrin
1
Grønborg, Niels S.
1
Guo, Biao
1
Guo, Jia-hau
1
Guo, Wei
1
Gurrola, Pedro
1
Hamilton, James D.
1
more ...
less ...
Published in...
All
The journal of futures markets
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
117
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
108
Finance and economics discussion series
106
IMF working papers
105
Journal of money, credit and banking : JMCB
92
Working paper
91
Economics letters
85
International review of economics & finance : IREF
85
The review of financial studies
84
Applied economics
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
76
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
67
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
Discussion papers / CEPR
58
Journal of international financial markets, institutions & money
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
3
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
4
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
5
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
6
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
7
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
8
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
9
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
10
Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.
;
Lunde, Asger
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->