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Belke, Ansgar
138
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124
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119
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103
Gambacorta, Leonardo
102
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97
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91
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88
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84
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81
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80
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76
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76
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75
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75
Chinn, Menzie David
74
Wu, Jing Cynthia
73
Nautz, Dieter
72
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72
Honkapohja, Seppo
71
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71
Cebula, Richard J.
69
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69
Memmel, Christoph
69
Ongena, Steven
69
Christensen, Jens H. E.
67
Gerlach, Stefan
67
MacDonald, Ronald
67
Orphanides, Athanasios
65
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64
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64
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64
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64
Artus, Patrick
62
Cheung, Yin-Wong
62
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62
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61
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61
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172
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206
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201
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196
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192
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170
Applied economics letters
162
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149
Journal of international financial markets, institutions & money
148
The review of financial studies
148
European economic review : EER
142
International journal of theoretical and applied finance
138
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Finance research letters
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The journal of finance : the journal of the American Finance Association
134
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EconStor
694
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221
BASE
102
ArchiDok
10
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26791
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
26792
Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10003609540
Saved in:
26793
Pricing commodity spread options with stochastic term structure of convenience yields and interest rates
Nakajima, Katsushi
;
Maeda, Akira
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 157-184
Persistent link: https://www.econbiz.de/10003609542
Saved in:
26794
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
26795
Official interventions and the forward premium anomaly
Mark, Nelsen C.
;
Moh, Young-kyu
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 499-522
Persistent link: https://www.econbiz.de/10003609925
Saved in:
26796
Modeling the Euro overnight rate
Benito, Francis
;
León Valle, Ángel Manuel
;
Nave …
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 756-782
Persistent link: https://www.econbiz.de/10003610012
Saved in:
26797
Modelling multiple term structures of defaultable bonds with common and idiosyncratic state variables
Lekkos, Ilias
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 783-817
Persistent link: https://www.econbiz.de/10003610016
Saved in:
26798
Extracting and applying smooth forward curves from average-based commodity contracts with seasonal variation
Benth, Fred Espen
;
Koekebakker, Steen
;
Ollmar, Fridthjof
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10003611427
Saved in:
26799
Spreads de crédit et taux d'intérêt
Gabillon, Jean-Claude
- In:
Finance : revue de l'Association Française de Finance
28
(
2007
)
2
,
pp. 121-160
Persistent link: https://www.econbiz.de/10003611951
Saved in:
26800
Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne
- In:
Essays on macroeconomic news announcements and …
.
2007
Persistent link: https://www.econbiz.de/10003612625
Saved in:
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