//--> //--> //--> //-->
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
~subject:"USA"
~type:"article"
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:"Interest rate derivative"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
USA
Interest rate derivative
1,031
Zinsderivat
1,031
Yield curve
379
Zinsstruktur
379
Theorie
347
Theory
347
United States
264
Option pricing theory
222
Optionspreistheorie
222
Derivat
174
Derivative
174
Zins
142
Interest rate
141
Public bond
141
Öffentliche Anleihe
141
Swap
137
Volatility
135
Volatilität
135
Hedging
104
Estimation
88
Schätzung
88
CAPM
74
Stochastic process
63
Stochastischer Prozess
63
Currency derivative
59
Government securities
59
Staatspapier
59
Währungsderivat
59
Credit risk
44
Kreditrisiko
44
Deutschland
40
Geldpolitik
40
Germany
40
Monetary policy
40
Bond
39
Risikoprämie
39
Risk premium
39
Anleihe
38
Großbritannien
36
more ...
less ...
Online availability
All
Undetermined
14
Free
2
Type of publication
All
Article
Book / Working Paper
72
Type of publication (narrower categories)
All
Article in journal
248
Aufsatz in Zeitschrift
248
Aufsatz im Buch
14
Book section
14
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
266
German
1
French
1
Author
All
Hegde, Shantaram P.
6
Arak, Marcelle V.
5
Gay, Gerald D.
5
Bhattacharya, Anand K.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Malhotra, Davinder Kumar
4
Ronn, Ehud I.
4
Tse, Yiuman
4
Bhargava, Vivek
3
Ederington, Louis H.
3
Goodman, Laurie Sharon
3
Hein, Scott E.
3
Jordan, James V.
3
Kambhu, John
3
Kuprianov, Anatoli
3
Lee, Jae-ha
3
Livingston, Miles
3
MacDonald, S. Scott
3
Najand, Mohammad
3
Overdahl, James A.
3
Yung, Kenneth K.
3
Booth, G. Geoffrey
2
Brooks, Robert
2
Brown, Rob
2
Chambers, Donald Robert
2
Chan, Wai-Sum
2
Chang, Eric Chieh
2
Chatterjee, Sris
2
Chung, Hon-lun
2
D'Avino, Carmela
2
Fabozzi, Frank J.
2
Fang, Victor
2
Gürkaynak, Refet S.
2
Hess, Dieter
2
Hill, Joanne M.
2
Howard, Charles T.
2
In, Francis Haeuck
2
Ireland, Timothy C.
2
Jarrow, Robert A.
2
more ...
less ...
Published in...
All
The journal of futures markets
91
Advances in futures and options research : a research annual
15
Review of futures markets
10
The journal of fixed income
10
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
7
Journal of financial and quantitative analysis : JFQA
6
Applied financial economics
4
Economic policy review
4
Journal of financial economics
4
Selected writings on futures markets : explorations in financial futures markets
4
The journal of business : B
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Advances in investment analysis and portfolio management : a research annual
3
International review of financial analysis
3
Journal of banking & finance
3
Journal of international money and finance
3
The journal of financial research
3
Economic perspectives
2
Economic review : publ. monthly
2
Economics letters
2
Financial analysts' journal : FAJ
2
Interest rate futures : concepts and issues
2
Journal of financial services research : JFSR
2
Journal of money, credit and banking : JMCB
2
Journal of securities operations & custody
2
Proceedings of a Conference on Bank Structure and Competition
2
Research in finance
2
Review of financial economics : RFE
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in risk management
1
American economic review
1
Applied economics
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Atlantic economic journal : AEJ
1
Brussels economic review
1
CRB commodity year-book
1
Econometric reviews
1
Economic & financial review : a journal of the European Economics and Financial Centre
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
more ...
less ...
Source
All
ECONIS (ZBW)
268
Showing
1
-
10
of
268
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
U.S. dollar swap yields : an analysis of the dynamics of monthly changes
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
- In:
Journal of economic issues
57
(
2023
)
2
,
pp. 522-531
Persistent link: https://www.econbiz.de/10014445024
Saved in:
2
Negative swap spreads
Boyarchenko, Nina
;
Gupta, Pooja
;
Steele, Nick
;
Yen, …
- In:
Economic policy review
24
(
2018
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012214321
Saved in:
3
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
4
What to expect from the lower bound on interest rates : evidence from derivatives prices
Mertens, Thomas
;
Williams, John C.
- In:
American economic review
111
(
2021
)
8
,
pp. 2473-2505
Persistent link: https://www.econbiz.de/10012614178
Saved in:
5
Renting balance sheet space : intermediary balance sheet rental costs and the valuation of derivatives
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5051-5091
Persistent link: https://www.econbiz.de/10012387416
Saved in:
6
Centralized trading, transparency, and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos
;
Payne, Richard
;
Vasios, Michalis
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10012195554
Saved in:
7
LIBOR replacement : the long and winding road
Hughes, Thomas M.
- In:
The journal of structured finance
25
(
2019
)
2
,
pp. 28-34
Persistent link: https://www.econbiz.de/10012125661
Saved in:
8
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
Saved in:
9
Extraterritoriality of swaps regulation and regulatory arbitrage
D'Avino, Carmela
- In:
Journal of regulatory economics
56
(
2019
)
2/3
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012301103
Saved in:
10
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->