//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Interest rate swap"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
6
Zinsderivat
6
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
Deutschland
4
Germany
4
Market microstructure
3
Marktmikrostruktur
3
Theorie
3
Theory
3
Ankündigungseffekt
2
Announcement effect
2
Microeconometrics
2
Mikroökonometrie
2
USA
2
United States
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Arbeitsmarktstatistik
1
Dauer
1
Duration
1
Duration analysis
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Government securities
1
Handelsvolumen der Börse
1
Impact assessment
1
Information
1
Information behaviour
1
Information dissemination
1
Informationsverbreitung
1
Informationsverhalten
1
Labour statistics
1
Schock
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Hautsch, Nikolaus
4
Gerhard, Frank
3
Hess, Dieter
3
Pohlmeier, Winfried
1
Published in...
All
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Journal of financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The processing of non-anticipated information in financial markets : analyzing the impact of surprises in the employment report
Hautsch, Nikolaus
;
Hess, Dieter
-
2002
Persistent link: https://www.econbiz.de/10001683737
Saved in:
2
Surprises in U.S. macroeconomic releases : determinants of their relative impact on T-bond futures
Hess, Dieter
-
2001
Persistent link: https://www.econbiz.de/10001635443
Saved in:
3
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
-
2000
Persistent link: https://www.econbiz.de/10013436039
Saved in:
4
Analyzing the time between trades with a gamma compounded hazard model : an application to LIFFE bund future transactions
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001378696
Saved in:
5
Volatility estimation on the basis of price intensities
Gerhard, Frank
;
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10001447119
Saved in:
6
What a difference a day makes : on the common market microstructure of trading days
Gerhard, Frank
;
Hess, Dieter
;
Pohlmeier, Winfried
-
1998
Persistent link: https://www.econbiz.de/10001378683
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->