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~person:"Chen, Carl R."
~person:"Herwartz, Helmut"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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Yield curve
Interest rate derivative
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Chen, Carl R.
Herwartz, Helmut
Chen, Son-nan
7
Ito, Takayasu
6
Wu, Ting-pin
6
Chiarella, Carl
5
Rebonato, Riccardo
5
Akram, Tanweer
4
Eberlein, Ernst
4
Hull, John
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Lin, Shih-kuei
4
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4
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4
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4
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3
Chen, Ren-Raw
3
Das, Sanjiv R.
3
Fang, Victor
3
Filipović, Damir
3
Jarrow, Robert A.
3
Joshi, Mark S.
3
Lekkos, Ilias
3
Li, Haitao
3
Milas, Costas
3
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3
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3
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3
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3
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2
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2
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2
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International journal of theoretical and applied finance
1
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1
Review of financial economics : RFE
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Pricing range accrual interest rate swap employing LIBOR market models with jump risks
Lin, Shih-kuei
;
Wang, Shin-yun
;
Chen, Carl R.
;
Xu, Lian-Wen
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 359-373
Persistent link: https://www.econbiz.de/10011938138
Saved in:
2
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver
;
Herwartz, Helmut
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Saved in:
3
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
Saved in:
4
The effect of Fed monetary policy regimes on the US interest rate swap spreads
Huang, Ying
;
Chen, Carl R.
- In:
Review of financial economics : RFE
16
(
2007
)
4
,
pp. 375-399
Persistent link: https://www.econbiz.de/10003616474
Saved in:
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