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subject:"Yield curve"
~subject:"Currency derivative"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Interest rate futures"
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Yield curve
Currency derivative
Interest rate derivative
24
Zinsderivat
24
Theorie
13
Theory
13
Zinsstruktur
12
Interest rate
6
Option pricing theory
6
Optionspreistheorie
6
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Interest rate derivatives
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Abrantes Metz, Rosa Maria Fontes
1
Alexander, Carol
1
Almeida, Caio
1
Backwell, Alex
1
Beliaeva, Natalia A.
1
Brooks, Robert
1
Cline, Brandon N.
1
Duyvesteyn, Johan
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Metz, Albert D.
1
Nawalkha, Sanjay K.
1
Puigvert Gutiérrez, Josep Maria
1
Seifried, Frank Thomas
1
Seifried, Stefanie
1
Seow, Gim S.
1
Spieser, Philippe K.
1
Subrahmanyam, Marti G.
1
Tse, Yiuman
1
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Journal of banking & finance
International journal of theoretical and applied finance
26
The journal of futures markets
21
The journal of computational finance
15
The journal of fixed income
15
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
The journal of finance : the journal of the American Finance Association
11
Applied mathematical finance
9
International journal of financial engineering
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The review of financial studies
9
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Journal of financial economics
8
Applied financial economics
7
Journal of mathematical finance
7
Quantitative finance
7
Review of derivatives research
7
Advances in futures and options research : a research annual
6
Discussion paper / B
6
International review of financial analysis
6
Working paper
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Journal of financial and quantitative analysis : JFQA
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Risks : open access journal
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SFB 649 discussion paper
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SpringerLink / Bücher
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Working papers / The Levy Economics Institute
5
Applied economics
4
Economics letters
4
European journal of operational research : EJOR
4
Gabler Edition Wissenschaft
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Annual review of financial economics
3
Applied financial economics letters
3
Asia-Pacific financial markets
3
Bonn Econ Discussion Papers / BGSE
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ECONIS (ZBW)
12
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1
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
2
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
3
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
4
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
5
A comparison of the information in the LIBOR and CMT term structures of interest rates
Brooks, Robert
;
Cline, Brandon N.
;
Enders, Walter
- In:
Journal of banking & finance
54
(
2015
),
pp. 239-253
Persistent link: https://www.econbiz.de/10011377823
Saved in:
6
Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation
Fouquau, Julien
;
Spieser, Philippe K.
- In:
Journal of banking & finance
50
(
2015
),
pp. 632-643
Persistent link: https://www.econbiz.de/10010510174
Saved in:
7
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
8
Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 151-163
Persistent link: https://www.econbiz.de/10009411156
Saved in:
9
Libor manipulation?
Abrantes Metz, Rosa Maria Fontes
;
Kraten, Michael
; …
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 136-150
Persistent link: https://www.econbiz.de/10009411158
Saved in:
10
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1376-1387
Persistent link: https://www.econbiz.de/10003855482
Saved in:
11
Regime dependent determinants of credit dafault swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003733793
Saved in:
12
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
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