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~person:"Chiarella, Carl"
~person:"Christiansen, Charlotte"
~source:"econis"
~subject:"Erwartungsbildung"
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Erwartungsbildung
Interest rate derivative
21
Zinsderivat
21
Yield curve
14
Zinsstruktur
14
Volatility
13
Volatilität
13
Theorie
9
Theory
9
Option pricing theory
6
Optionspreistheorie
6
Australia
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Australien
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Expectation formation
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Arbitrage
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation
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1989-1994
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Cheyette Model
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Derivat
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Derivative
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Chiarella, Carl
Christiansen, Charlotte
Almeida, Thiago
3
Backus, David
3
Favero, Carlo A.
3
Reboredo, Juan C.
3
Rivera-Castro, Miguel
3
Arismendi-Zambrano, Juan
2
Foresi, Silverio
2
Friedman, Benjamin M.
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Mozumdar, Abon
2
Wu, Liuren
2
Adkins, Lee Chester
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1
Bernoth, Kerstin
1
Bhar, Ramaprasad
1
Brooks, Robert
1
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1
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1
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1
Freimann, Eckhard
1
Gischer, Horst
1
Heisler, Jeffrey
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Herrera B., Luis Oscar
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Jondeau, Eric
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Kearney, Adrienne A.
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Krehbiel, Timothy L.
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the expectations hypothesis using long-maturity forward rates
Christiansen, Charlotte
- In:
Economics letters
78
(
2003
)
2
,
pp. 175-180
Persistent link: https://www.econbiz.de/10001728162
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2
Long maturity forward rates
Christiansen, Charlotte
-
2001
Persistent link: https://www.econbiz.de/10001634338
Saved in:
3
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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4
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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