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~isPartOf:"International journal of theoretical and applied finance"
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Search: "Fiscal policy" OR "Interest rate" OR "Public debt"
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Theory
Yield curve
111
Zinsstruktur
111
Theorie
71
Option pricing theory
51
Optionspreistheorie
51
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34
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Rebonato, Riccardo
3
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2
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Epstein, D.
2
Nguyen, The Anh
2
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2
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1
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1
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International journal of theoretical and applied finance
NBER working paper series
834
NBER Working Paper
766
Working paper / National Bureau of Economic Research, Inc.
523
CESifo working papers
459
Discussion paper / Centre for Economic Policy Research
379
Working paper series / European Central Bank
318
Working paper
287
IMF working papers
265
Journal of economic dynamics & control
259
Journal of monetary economics
237
Journal of macroeconomics
194
IMF working paper
190
Economics letters
184
Economic modelling
173
Journal of money, credit and banking : JMCB
171
Journal of international money and finance
158
Discussion papers / CEPR
153
Journal of banking & finance
151
European economic review : EER
145
Finance and economics discussion series
138
Macroeconomic dynamics
133
Journal of international economics
115
ECB Working Paper
114
Discussion paper series / IZA
113
SFB 649 discussion paper
111
Discussion paper
110
IMF Working Paper
107
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
100
Working papers series / Federal Reserve Bank of San Francisco
97
Applied economics
94
Discussion paper / Tinbergen Institute
91
Staff reports / Federal Reserve Bank of New York
88
The American economic review
87
CESifo Working Paper Series
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Review of economic dynamics
77
The journal of fixed income
76
Staff working paper / Bank of Canada
74
Journal of financial economics
71
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ECONIS (ZBW)
71
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71
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1
Note on the Smith-Wilson
interest
rate
curve
Gach, Florian
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011568780
Saved in:
2
Utility indifference pricing of
interest-rate
guarantees
Benth, Fred Espen
;
Proske, Frank
- In:
International journal of theoretical and applied finance
12
(
2009
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10003847563
Saved in:
3
Analytic backward induction of option cash flows: a new application paradigm for the Markovian
interest
rate
models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
4
Public
debt
management and foreign currency denominated bonds
Ceccacci, Silvia
;
Marchesiani, Alessandro
;
Pecchi, Lorenzo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 763-770
Persistent link: https://www.econbiz.de/10003564628
Saved in:
5
A complete Yield curve description of a Markov
interest
rate
model
Elliott, Robert J.
;
Mamon, Rogemar S.
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 317-326
Persistent link: https://www.econbiz.de/10001779812
Saved in:
6
Renormalization of Black-Scholes equation for stochastically fluctuating
interest
rate
Muslimov, Alexander G.
;
Silantʹev, Nikolai A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
Saved in:
7
Optimal strategies for the issuance of
public
debt
securities
Adamo, Massimiliano
;
Amadori, Anna Lisa
;
Bernaschi, Massimo
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 805-822
Persistent link: https://www.econbiz.de/10002420493
Saved in:
8
Explaining the forward
interest
rate
term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 381-389
Persistent link: https://www.econbiz.de/10001522890
Saved in:
9
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
10
Classification of two- and three-factor time-homogeneous separable LMMs
Gogala, Jaka
;
Kennedy, Joanne E.
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011686867
Saved in:
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