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Year of publication
Subject
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Theorie 2,764 Theory 2,751 USA 2,586 United States 2,570 Währungsderivat 2,140 Currency derivative 2,138 Kreditderivat 1,777 Credit derivative 1,772 Zinsderivat 1,507 Interest rate derivative 1,504 Swap 1,282 Kreditrisiko 992 Zinsstruktur 972 Credit risk 970 Yield curve 962 Derivat 841 Derivative 840 Optionspreistheorie 683 Option pricing theory 677 Volatilität 653 Volatility 649 Hedging 607 Schätzung 607 Welt 604 Estimation 598 World 594 Risikoprämie 580 Risk premium 573 Debt restructuring 555 Umschuldung 553 Financial crisis 502 Finanzkrise 495 Wechselkurs 477 Exchange rate 474 Foreign exchange market 355 Devisenmarkt 354 Zins 344 Deutschland 339 Interest rate 334 Öffentliche Anleihe 330
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Online availability
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Free 1,513 Undetermined 1,070
Type of publication
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Article 4,490 Book / Working Paper 2,914 Other 6 Journal 3
Type of publication (narrower categories)
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Article in journal 3,796 Aufsatz in Zeitschrift 3,796 Graue Literatur 1,632 Non-commercial literature 1,632 Working Paper 1,580 Arbeitspapier 1,483 Aufsatz im Buch 419 Book section 419 Hochschulschrift 360 Thesis 313 Collection of articles of several authors 85 Sammelwerk 85 Collection of articles written by one author 72 Sammlung 72 Bibliografie enthalten 62 Bibliography included 62 Lehrbuch 53 Amtsdruckschrift 25 Government document 25 Conference paper 21 Konferenzbeitrag 21 Glossar enthalten 20 Glossary included 20 Case study 18 Fallstudie 18 Dissertation u.a. Prüfungsschriften 16 Aufsatzsammlung 15 Konferenzschrift 14 Handbook 13 Handbuch 13 Ratgeber 12 Systematic review 11 Übersichtsarbeit 11 Article 10 Guidebook 10 Bibliografie 7 Conference proceedings 7 Mehrbändiges Werk 7 Multi-volume publication 7 Commentary 6
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Language
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English 6,311 German 514 Undetermined 393 French 61 Spanish 61 Italian 34 Polish 10 Portuguese 9 Dutch 6 Czech 5 Russian 4 Finnish 3 Hungarian 3 Serbian 3 Danish 1 Norwegian 1 Turkish 1
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Author
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Broll, Udo 70 Aizenman, Joshua 39 Fabozzi, Frank J. 34 Scheicher, Martin 32 Baba, Naohiko 27 Chiarella, Carl 26 Subrahmanyam, Marti G. 25 Wahl, Jack E. 25 Zilcha, Itzhak 25 Zhu, Haibin 22 Kolb, Robert W. 21 Taylor, Mark P. 21 Trebesch, Christoph 21 Gündüz, Yalın 20 Zhou, Hao 20 Bhar, Ramaprasad 19 Kit, Pong Wong 19 Pelsser, Antoon André Jean 19 Chen, Ren-Raw 18 Eichengreen, Barry 18 Björk, Tomas 17 Brigo, Damiano 17 Duffie, Darrell 17 Herwartz, Helmut 17 Miller, Marcus 17 Tang, Dragon Yongjun 17 Bolton, Patrick 16 Heidorn, Thomas 16 Hess, Dieter 16 Jinjarak, Yothin 16 Moessner, Richhild 16 Byström, Hans N. E. 15 Carr, Peter 15 Filipović, Damir 15 Gex, Mathieu 15 Jarrow, Robert A. 15 Longstaff, Francis A. 15 Näslund, Bertil 15 Pelizzon, Loriana 15 Sandmann, Klaus 15
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 31 International Monetary Fund (IMF) 14 Bank for International Settlements (BIS) 13 Frankfurt School of Finance and Management 10 HAL 10 Institut für Schweizerisches Bankwesen <Zürich> 10 European Central Bank 9 National Centre of Competence in Research North South <Bern> 7 Université Paris-Dauphine (Paris IX) 7 East Asian Bureau of Economic Research (EABER) 6 Ekonomiska forskningsinstitutet <Stockholm> 6 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 6 Centre for Analytical Finance <Århus> 5 EconWPA 5 Henley Business School, University of Reading 5 International Monetary Fund 5 Internationaler Währungsfonds / Research Department 5 Nationalekonomiska Institutionen, Ekonomihögskolan 5 Bank of Japan 4 European University Institute / Department of Economics 4 Institute for Monetary and Economic Studies, Bank of Japan 4 Magyar Nemzeti Bank (MNB) 4 Oesterreichische Nationalbank 4 Springer Fachmedien Wiesbaden GmbH 4 Verlag Dr. Kovač 4 Banca d'Italia 3 Basel Committee on Banking Supervision 3 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 3 Chambre de commerce et d'industrie de Paris 3 Duale Hochschule Baden-Württemberg Stuttgart 3 Economics Department, University of California-Santa Cruz (UCSC) 3 Erasmus Research Institute of Management 3 Federal Reserve System / Board of Governors 3 Group of Thirty 3 Institut ekonomických studií, Univerzita Karlova v Praze 3 Institut für Industrielle Informationstechnik <Karlsruhe> 3 Peter Lang GmbH 3 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 3 Weierstraß-Institut für Angewandte Analysis und Stochastik 3 Asian Development Bank Institute, Asian Development Bank 2
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Published in...
All
The journal of futures markets 265 Journal of banking & finance 122 Working paper / National Bureau of Economic Research, Inc. 118 Journal of international money and finance 113 International journal of theoretical and applied finance 90 The journal of fixed income 79 Discussion paper / Centre for Economic Policy Research 71 Journal of international financial markets, institutions & money 65 The journal of derivatives : the official publication of the International Association of Financial Engineers 63 International review of financial analysis 53 The journal of structured finance 52 The review of financial studies 49 The journal of finance : the journal of the American Finance Association 48 Applied financial economics 47 Journal of financial and quantitative analysis : JFQA 47 Advances in futures and options research : a research annual 45 Journal of financial economics 45 IMF working paper 42 Applied economics 40 Journal of empirical finance 39 International review of economics & finance : IREF 38 Economics letters 37 Review of derivatives research 36 Mathematical finance : an international journal of mathematics, statistics and financial theory 35 Applied mathematical finance 34 The European journal of finance 34 Finance and stochastics 32 Finance research letters 31 Global finance journal 30 IMF working papers 30 Research paper series / Swiss Finance Institute 29 The journal of credit risk : published quarterly by Incisive Media 29 The journal of computational finance 28 Working paper 28 Working paper series / European Central Bank 28 MPRA Paper 27 Discussion paper / Tinbergen Institute 25 Journal of financial stability 25 Review of futures markets 25 Economic modelling 24
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Source
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ECONIS (ZBW) 6,760 RePEc 436 EconStor 109 USB Cologne (EcoSocSci) 55 USB Cologne (business full texts) 37 BASE 15 ArchiDok 1
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Showing 1 - 10 of 7,413
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Essays on FX variance risk premium, monetary policy and currency returns
Pozdeev, Igor - 2020
overnight index swap (OIS) rates to forecast the path of future monetary policy. We first document no significant risk premium … embedded in swap rates for maturities up to one year, which enables them to be unbiased predictors of future OIS underlying …
Persistent link: https://www.econbiz.de/10012214090
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Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y.; Zhang, Jiayue - 2018
that the swap dealer behaves as if he tries to align the risks of the transactions in pricing CCBSs, which causes CIP to …
Persistent link: https://www.econbiz.de/10011791979
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Central bank swaps then and now : swaps and dollar liquidity in the 1960s
McCauley, Robert N.; Schenk, Catherine R. - 2020
Persistent link: https://www.econbiz.de/10012238246
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The Fed's enhanced swap lines and new interventions in the treasury market
Allen, William A.; Moessner, Richhild - 2020
Persistent link: https://www.econbiz.de/10012213793
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Persistence of bank credit default swap spreads
Huang, Xin - In: Risks : open access journal 7 (2019) 3/90, pp. 1-13
Credit default swap (CDS) spreads measure the default risk of the reference entity and have been frequently used in …
Persistent link: https://www.econbiz.de/10012126480
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Analysing cross-currency basis spreads
Baran, Jaroslav; Witzany, Jiří - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 10, pp. 1002-1030
Persistent link: https://www.econbiz.de/10012152949
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Credit default swap regulation in experimental bond markets
Weber, Matthias; Duffy, John Michael; Schram, Arthur - 2019
Persistent link: https://www.econbiz.de/10012050909
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Role of cross currency swap markets in funding and investment decisions
Brophy, Thomas J.; Herrala, Niko; Jurado, Raquel; … - 2019
A US dollar funding premium in the EUR/USD cross currency swap market has been in existence since 2008. Whilst there … currency swap markets over balance sheet reporting dates, using the money market statistical reporting (MMSR) dataset in order …
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Persistent link: https://www.econbiz.de/10012054472
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Credit default swaps and corporate bond trading
Czech, Robert - 2019
Persistent link: https://www.econbiz.de/10012202184
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A quantitative analysis of risk premia in the corporate bond market
Cecchetti, Sara - In: Journal of risk and financial management : JRFM 13 (2020) 1/3, pp. 1-33
Measures of corporate credit risk incorporate compensation for unpredictable future changes in the credit environment and compensation for expected default losses. Since the launch of purchases of government securities and corporate securities by the European Central Bank, it has been discussed...
Persistent link: https://www.econbiz.de/10012173339
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