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United Kingdom
Interest rate derivative
1,031
Zinsderivat
1,031
Yield curve
379
Zinsstruktur
379
Theorie
347
Theory
347
USA
268
United States
264
Option pricing theory
222
Optionspreistheorie
222
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174
Derivative
174
Zins
142
Interest rate
141
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141
Öffentliche Anleihe
141
Swap
137
Volatility
136
Volatilität
136
Hedging
104
Estimation
88
Schätzung
88
CAPM
74
Stochastic process
63
Stochastischer Prozess
63
Currency derivative
59
Government securities
59
Staatspapier
59
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59
Credit risk
44
Kreditrisiko
44
Deutschland
40
Geldpolitik
40
Germany
40
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40
Bond
39
Risikoprämie
39
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39
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38
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36
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Ap Gwilym, Owain
4
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2
Malhotra, Davinder Kumar
2
Milas, Costas
2
Poskitt, Russell
2
Akram, Tanweer
1
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The journal of futures markets
6
Journal of international financial markets, institutions & money
4
Quarterly bulletin / Bank of England
3
The journal of fixed income
3
International journal of theoretical and applied finance
2
Review of futures markets
2
Applied financial economics
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
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International journal of business
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1
An analysis of UK swap yields
Akram, Tanweer
;
Mamun, Khawaja Abdullah al
- In:
Journal of post-Keynesian economics
46
(
2023
)
4
,
pp. 566-586
Persistent link: https://www.econbiz.de/10014391604
Saved in:
2
Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 82-99
Persistent link: https://www.econbiz.de/10010411577
Saved in:
3
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
4
The foreign exchange and over-the-counter interest rate derivatives markets in the United Kingdom
Broderick, Tristan
- In:
Quarterly bulletin / Bank of England
50
(
2010
)
4
,
pp. 354-365
Persistent link: https://www.econbiz.de/10009527110
Saved in:
5
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
6
Futures contract rates as monetary policy forecasts
Ferrero, Giuseppe
;
Nobili, Andrea
- In:
International journal of central banking : IJCB
5
(
2009
)
2
,
pp. 109-145
Persistent link: https://www.econbiz.de/10009521407
Saved in:
7
The value effects of foreign currency and interests rated hedging: the UK evidence
Belghitar, Yacine
;
Clark, Ephraim
;
Judge, Amrit
- In:
International journal of business
13
(
2008
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10003703059
Saved in:
8
In search of the convexity adjustment : evidence from the sterling futures and IMM FRA markets
Poskitt, Russell
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 617-633
Persistent link: https://www.econbiz.de/10003715112
Saved in:
9
Swap pricing : evidence from the sterling swap market
Poskitt, Russell
- In:
Global finance journal
17
(
2006
)
2
,
pp. 294-308
Persistent link: https://www.econbiz.de/10003395954
Saved in:
10
Elektronischer Handel versus Parketthandel : der Wechsel in der Marktführung im Bund-Future-Handel von der LIFFE zur DTB Eurex
Bessler, Wolfgang
;
Book, Thomas
;
Preuß, Andreas
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 157-186)
.
2006
Persistent link: https://www.econbiz.de/10003561421
Saved in:
11
Determinants of treasury-LIBOR swap spreads
Malhotra, Davinder Kumar
;
Bhargava, Vivek
;
Chaudhry, Mukesh
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
4
,
pp. 687-705
Persistent link: https://www.econbiz.de/10003280297
Saved in:
12
Common risk factors in the U.S. and UK interest rate swap markets : evidence from a nonlinear vector autoregression approach
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 221-250
Persistent link: https://www.econbiz.de/10001968617
Saved in:
13
Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
Saved in:
14
Links among interest rate swap markets : US, UK, and Japan
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 84-95
Persistent link: https://www.econbiz.de/10001968467
Saved in:
15
Understanding and modelling swap spreads
Cortes, Fabio
- In:
Quarterly bulletin / Bank of England
43
(
2003
)
4
,
pp. 407-416
Persistent link: https://www.econbiz.de/10001886646
Saved in:
16
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
17
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
18
Identifying the factors that affect interest-rate swap spreads : some evidence from the United States and the United Kingdom
Lekkos, Ilias
;
Milas, Costas
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 737-768
Persistent link: https://www.econbiz.de/10001591750
Saved in:
19
An empirical investigation of the forward interest rate term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
Saved in:
20
Tests of non-linearity using LIFFE futures transactions price data
Ap Gwilym, Owain
(
contributor
)
- In:
The Manchester School
67
(
1999
)
2
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001372107
Saved in:
21
The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric
;
Ricart, Roland
- In:
Journal of international money and finance
18
(
1999
)
5
,
pp. 725-750
Persistent link: https://www.econbiz.de/10001415349
Saved in:
22
New and the sterling markets
Brooke, Martin
;
Danton, Graeme
;
Moessner, Richhild
- In:
Quarterly bulletin / Bank of England
39
(
1999
)
4
,
pp. 374-383
Persistent link: https://www.econbiz.de/10001443857
Saved in:
23
The impact of interest rate reset period on the bid-offer rates in an interest rate swap contract : an empirical investigation
Malhotra, Davinder Kumar
- In:
Journal of multinational financial management
8
(
1998
)
1
,
pp. 79-88
Persistent link: https://www.econbiz.de/10001256163
Saved in:
24
The influence of electronic trading on bid-ask spreads : new evidence from European bond futures
Ap Gwilym, Owain
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 7-19
Persistent link: https://www.econbiz.de/10001246662
Saved in:
25
The exchange rate crisis of September 1992 and the pricing of Italian financial futures
Cifarelli, Giulio
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 827-849
Persistent link: https://www.econbiz.de/10001249186
Saved in:
26
International linkages in Euromark futures markets : information transmission and market integration
Tse, Yiuman
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 129-149
Persistent link: https://www.econbiz.de/10001239199
Saved in:
27
The liquidity of automated exchanges : new evidence from German Bund futures
Frino, Alex
;
McInish, Thomas H.
;
Toner, Martin
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 225-241
Persistent link: https://www.econbiz.de/10001445739
Saved in:
28
Price discovery in high and low volatility periods : open outcry versus electronic trading
Martens, Martin
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 243-260
Persistent link: https://www.econbiz.de/10001445743
Saved in:
29
Price clustering and bid-ask spreads in international bond futures
Ap Gwilym, Owain
;
Clare, Andrew D.
;
Thomas, Stephen
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001445775
Saved in:
30
The intraday behavior of European bond futures
Ap Gwilym, Owain
(
contributor
)
- In:
The journal of fixed income
6
(
1996
)
2
,
pp. 49-66
Persistent link: https://www.econbiz.de/10001208584
Saved in:
31
The statistical distribution of short-term LIBOR rates under two monetary regimes
Pesaran, Bahram
- In:
The Cyprus journal of economics
8
(
1995
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001195307
Saved in:
32
A comparative analysis of the Irish and UK interest rate futures markets
Barnes, Edel
- In:
Review of futures markets
13
(
1994
)
2
,
pp. 621-655
Persistent link: https://www.econbiz.de/10001169318
Saved in:
33
Modelling the yield curve
Taylor, Mark P.
- In:
The economic journal : the journal of the Royal …
102
(
1992
)
412
,
pp. 524-537
Persistent link: https://www.econbiz.de/10001133020
Saved in:
34
International trading - nontrading time effects on risk estimation in futures markets
Hill, Joanne M.
- In:
The journal of futures markets
10
(
1990
)
4
,
pp. 407-423
Persistent link: https://www.econbiz.de/10001128007
Saved in:
35
Basis convergence and rate volatility in sterling LIBOR futures
Patel, Kanaklata
- In:
Review of futures markets
8
(
1989
)
2
,
pp. 262-284
Persistent link: https://www.econbiz.de/10001083700
Saved in:
36
Practical usage of short term interest rate futures by UK banks in London
Larkman, Brian S.
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
3
(
1985
)
2
,
pp. 935-955
Persistent link: https://www.econbiz.de/10001009786
Saved in:
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