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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~source:"econis"
~subject:"Internationaler Finanzmarkt"
~subject:"Theorie"
~subject:"United States"
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Internationaler Finanzmarkt
Theorie
United States
Interest rate derivative
9
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Forecasting model
3
Prognoseverfahren
3
Credit risk
2
Kreditrisiko
2
Public bond
2
Theory
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Zinsstruktur
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Öffentliche Anleihe
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1994-2007
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1995-2014
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Augustin, Patrick
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Backus, David
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Begenau, Juliane
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Chernov, Mikhail
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Koh, Annie
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Levich, Richard M.
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Liu, Jun
1
Longstaff, Francis A.
1
Mandell, Ravit E.
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Neuhierl, Andreas
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Piazzesi, Monika
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Schmid, Lukas
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Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
109
Advances in futures and options research : a research annual
28
The journal of fixed income
22
International journal of theoretical and applied finance
15
Journal of banking & finance
15
The review of financial studies
14
Finance and stochastics
13
Review of futures markets
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of computational finance
11
The journal of finance : the journal of the American Finance Association
11
Journal of financial and quantitative analysis : JFQA
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of derivatives research
9
Journal of financial economics
8
SSE EFI working paper series in economics and finance
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Working paper
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Applied mathematical finance
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Economics letters
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Journal of economic dynamics & control
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Selected writings on futures markets : explorations in financial futures markets
6
Discussion paper / B
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
International review of financial analysis
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
SFB 649 discussion paper
5
The journal of business : B
5
Advances in investment analysis and portfolio management : a research annual
4
Applied financial economics
4
CoFE discussion papers
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
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Economic policy review
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ECONIS (ZBW)
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Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
2
Monetary policy and the stock market : time-series evidence
Neuhierl, Andreas
;
Weber, Michael
-
2016
Persistent link: https://www.econbiz.de/10011585385
Saved in:
3
Banks' risk exposures
Begenau, Juliane
;
Piazzesi, Monika
;
Schneider, Martin
-
2015
Persistent link: https://www.econbiz.de/10011308062
Saved in:
4
The market price of credit risk : an empirical analysis of interest rate swap spreads
Liu, Jun
;
Longstaff, Francis A.
;
Mandell, Ravit E.
-
2002
Persistent link: https://www.econbiz.de/10001675869
Saved in:
5
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
Saved in:
6
Synthetic eurocurrency interest rate futures contracts : theory and evidence
Koh, Annie
;
Levich, Richard M.
-
1989
Persistent link: https://www.econbiz.de/10000774262
Saved in:
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