//--> //--> //-->
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:"The journal of futures markets"
~subject:"Commodity exchange"
~subject:"Derivative"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Commodity exchange
Derivative
Interest rate derivative
137
Zinsderivat
137
USA
91
United States
87
Public bond
55
Öffentliche Anleihe
55
Hedging
32
Theorie
32
Theory
32
CAPM
14
Government securities
13
Staatspapier
13
Yield curve
13
Zinsstruktur
13
Derivat
12
Volatility
12
Volatilität
12
Arbitrage
9
Interest rate
9
Zins
9
Currency derivative
8
Währungsderivat
8
Forecast
7
Prognose
7
Warenbörse
7
Deposit banking
6
Einlagengeschäft
6
Großbritannien
6
United Kingdom
6
Ankündigungseffekt
5
Announcement effect
5
Börsenkurs
5
Share price
5
Estimation
4
Estimation theory
4
Euromarkets
4
Euromarkt
4
Forecasting model
4
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Reprint
1
Sammelwerk
1
more ...
less ...
Language
All
English
17
Author
All
Castelino, Mark G.
2
Chance, Don M.
2
Kawaller, Ira G.
2
Akemann, Charles A.
1
Batlin, Carl A.
1
Brooks, Robert
1
Brorsen, B. Wade
1
Cline, Brandon N.
1
Cohn, Richard A.
1
Edwards, Franklin R.
1
Hall, Joyce A.
1
Hill, Joanne M.
1
Kahl, Kandice H.
1
Ma, Christopher K.
1
Monroe, Margaret A.
1
Peterson, Richard Lewis
1
Poitras, Geoffrey
1
Schneeweis, Thomas
1
Sears, R. Stephen
1
Sultan, Jahangir
1
Sutrick, Kenneth H.
1
Teterin, Pavel
1
Venkateswaran, Meenakshi
1
Webb, Robert I.
1
Yau, Jot
1
You, Yu
1
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
All
The journal of futures markets
International journal of theoretical and applied finance
10
The journal of computational finance
8
Applied mathematical finance
7
Quantitative finance
5
Journal of banking & finance
4
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Annual review of financial economics
3
Europäische Hochschulschriften / 5
3
International review of financial analysis
3
Journal of financial economics
3
Journal of mathematical finance
3
Review of derivatives research
3
SAFE working paper
3
SpringerLink / Bücher
3
The European journal of finance
3
The handbook of fixed income securities
3
The journal of credit risk : published quarterly by Incisive Media
3
Advances in futures and options research : a research annual
2
Applied economics
2
Bank- und finanzwirtschaftliche Forschungen
2
European journal of operational research : EJOR
2
Finance and economics discussion series
2
Finance and stochastics
2
Finance research letters
2
Financial engineering explained
2
Finanzmarkt und Portfolio-Management
2
Harvard Business School Finance Case
2
IES working paper
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International journal of financial engineering
2
Journal of investment management : JOIM
2
Journal of risk and financial management : JRFM
2
Springer Texts in Business and Economics
2
Springer eBook Collection
2
Springer texts in business and economics
2
Staff working papers / Bank of England
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
17
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
2
Options on federal funds futures and interest rate volatility
Sultan, Jahangir
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 330-359
Persistent link: https://www.econbiz.de/10010218777
Saved in:
3
Reply to A comment on "A hedging deficiency in eurodollar futures"
Chance, Don M.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 195-201
Persistent link: https://www.econbiz.de/10010190354
Saved in:
4
A comment on "A hedging deficiency in eurodollar futures"
Kawaller, Ira G.
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 187-193
Persistent link: https://www.econbiz.de/10010190355
Saved in:
5
Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China,...
Webb, Robert I.
(
contributor
)
-
Asia Pacific Futures Research Symposium <13, 2003, …
-
2003
Persistent link: https://www.econbiz.de/10001825698
Saved in:
6
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 89-103
Persistent link: https://www.econbiz.de/10001447801
Saved in:
7
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
8
The distribution of standardized futures price changes
Venkateswaran, Meenakshi
- In:
The journal of futures markets
13
(
1993
)
3
,
pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
Saved in:
9
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G.
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001124218
Saved in:
10
Trading noise, adverse selection, and intraday bid-ask spreads in futures markets
Ma, Christopher K.
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 519-538
Persistent link: https://www.econbiz.de/10001129994
Saved in:
11
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:
12
Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R.
- In:
The journal of futures markets
8
(
1988
)
4
,
pp. 421-439
Persistent link: https://www.econbiz.de/10001134552
Saved in:
13
Golden turtle tracks : in search of unexploited profits in gold spreads
Poitras, Geoffrey
- In:
The journal of futures markets
7
(
1987
)
4
,
pp. 397-412
Persistent link: https://www.econbiz.de/10001149585
Saved in:
14
Hedging mortgage-backed securities with treasury bond futures
Batlin, Carl A.
- In:
The journal of futures markets
7
(
1987
)
6
,
pp. 675-693
Persistent link: https://www.econbiz.de/10003483036
Saved in:
15
The relative efficiency of the gold and Treasury bill futures markets
Monroe, Margaret A.
- In:
The journal of futures markets
6
(
1986
)
3
,
pp. 477-493
Persistent link: https://www.econbiz.de/10001135408
Saved in:
16
Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A.
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
Saved in:
17
Effects of the Economic Recovery Tax Act of 1981 on futures market volume
Kahl, Kandice H.
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 239-246
Persistent link: https://www.econbiz.de/10001128565
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->