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~isPartOf:"Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen"
~isPartOf:"Journal of financial economics"
~subject:"Volatility"
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Search: "Kreditgeschäft" OR "Kreditmarkt" OR "Zins"
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Volatility
Zins
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Bernstein, Asaf
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Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
Journal of financial economics
NBER working paper series
42
NBER Working Paper
38
Working paper / National Bureau of Economic Research, Inc.
36
Economic modelling
31
Journal of banking & finance
25
Journal of international money and finance
23
International review of financial analysis
22
Journal of international financial markets, institutions & money
22
The North American journal of economics and finance : a journal of financial economics studies
22
Applied financial economics
21
Applied economics
20
International review of economics & finance : IREF
19
Discussion paper / Centre for Economic Policy Research
16
Journal of empirical finance
16
The journal of futures markets
16
Journal of money, credit and banking : JMCB
13
Journal of risk and financial management : JRFM
13
The journal of fixed income
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
CESifo working papers
12
The review of financial studies
12
Economics letters
11
International journal of theoretical and applied finance
11
Pacific-Basin finance journal
11
Applied economics letters
10
Research in international business and finance
10
The European journal of finance
10
Working paper series / European Central Bank
10
Emerging markets review
9
Insurance / Mathematics & economics
9
Journal of economic dynamics & control
9
Journal of international economics
9
ECB Working Paper
8
Finance research letters
8
Global finance journal
8
IMF working paper
8
IMF working papers
8
Kieler Arbeitspapiere
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The journal of computational finance
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ECONIS (ZBW)
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1
Are banks happy when managers go long? : the information content of managers' vested option holdings for loan pricing
Dezsö, Cristian L.
;
Ross, David Gaddis
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 395-410
Persistent link: https://www.econbiz.de/10009666527
Saved in:
2
Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
Saved in:
3
Unstable banking
Shleifer, Andrei
;
Vishny, Robert W.
- In:
Journal of financial economics
97
(
2010
)
3
,
pp. 306-318
Persistent link: https://www.econbiz.de/10008660558
Saved in:
4
Pricing American options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10008702738
Saved in:
5
Identifying the effects of a lender of last resort on financial markets : lessons from the founding of the fed
Bernstein, Asaf
;
Hughson, Eric
;
Weidenmier, Marc D.
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10008702773
Saved in:
6
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
8
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
9
Modeling the conditional distribution of interest rates as a regime-switching process
Gray, Stephen
- In:
Journal of financial economics
42
(
1996
)
1
,
pp. 27-62
Persistent link: https://www.econbiz.de/10001205760
Saved in:
10
Financial integration, housing, and economic volatility
Loutskina, Elena
;
Strahan, Philip E.
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10011327268
Saved in:
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