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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~source:"econis"
~subject:"Internationaler Finanzmarkt"
~subject:"Theorie"
~subject:"Zinsstruktur"
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Internationaler Finanzmarkt
Theorie
Zinsstruktur
Interest rate derivative
9
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USA
4
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4
Forecasting model
3
Prognoseverfahren
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Credit risk
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Kreditrisiko
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Public bond
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1994-2007
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1995-2014
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Augustin, Patrick
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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
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Longstaff, Francis A.
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Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
43
International journal of theoretical and applied finance
31
The journal of computational finance
22
Journal of banking & finance
21
The journal of fixed income
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Advances in futures and options research : a research annual
17
Finance and stochastics
15
Applied mathematical finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Review of derivatives research
12
The journal of finance : the journal of the American Finance Association
12
The review of financial studies
12
Journal of financial economics
10
Review of futures markets
10
International journal of financial engineering
9
SSE EFI working paper series in economics and finance
9
Interest rate modelling after the financial crisis
8
International review of financial analysis
8
Working paper
8
Applied financial economics
7
Discussion paper / B
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical finance
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Quantitative finance
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SFB 649 discussion paper
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Economics letters
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Europäische Hochschulschriften / 5
5
Finance : revue de l'Association Française de Finance
5
Gabler Edition Wissenschaft
5
Journal of international financial markets, institutions & money
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
5
SpringerLink / Bücher
5
The European journal of finance
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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
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:
3
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000654976
Saved in:
4
Synthetic eurocurrency interest rate futures contracts : theory and evidence
Koh, Annie
;
Levich, Richard M.
-
1989
Persistent link: https://www.econbiz.de/10000774262
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