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ECONIS (ZBW)
220
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101
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101
Communicating policy options at the zero bound
Burkhard, Lukas
;
Fischer, Andreas M.
- In:
Journal of international money and finance
28
(
2009
)
5
,
pp. 742-754
Persistent link: https://www.econbiz.de/10003859485
Saved in:
102
Using treasury STRIPS to measure the yield curve
Sack, Brian
-
2000
Persistent link: https://www.econbiz.de/10001534436
Saved in:
103
Das Äquivalenznutzenprinzip für Versicherungsrisiken : Bewertung und Hedging unter Berücksichtigung von Investitionsalternativen
Mummenhoff, Gregor
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003729383
Saved in:
104
Testing term structure estimation methods : evidence from the UK STRIPS market
Steeley, James M.
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
7
,
pp. 1489-1512
Persistent link: https://www.econbiz.de/10003761422
Saved in:
105
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
106
The zero bound on nominal interest rates : implications for monetary policy
Lavoie, Claude
;
Murchison, Stephen
- In:
Bank of Canada review
(
2007/08
)
1
,
pp. 27-34
Persistent link: https://www.econbiz.de/10003651019
Saved in:
107
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
108
Effects of the quantitative easing policy : a survey of empirical analyses
Ugai, Hiroshi
- In:
Monetary and economic studies
25
(
2007
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10003435856
Saved in:
109
Information reduction via level crossings in a credit risk model
Jarrow, Robert A.
;
Protter, Philip E.
;
Sezer, A. Deniz
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 195-212
Persistent link: https://www.econbiz.de/10003439757
Saved in:
110
Do bonds span volatility risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
Saved in:
111
Factors determining the demand for Polish bonds
Kliber, Agata
- In:
Swedish support to the private sector developing …
.
2007
Persistent link: https://www.econbiz.de/10003785103
Saved in:
112
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
113
An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo
;
Wirjanto, Tony S.
- In:
Finance research letters
4
(
2007
)
2
,
pp. 116-126
Persistent link: https://www.econbiz.de/10003477217
Saved in:
114
Approximate formulas for zero-coupon bonds
Tourrucôo, Fabricio
;
Hagan, Patrick S.
;
Schleiniger, …
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 207-226
Persistent link: https://www.econbiz.de/10003543014
Saved in:
115
Uncovered interest rate parity and the term structure
Bekaert, Geert
;
Wei, Min
;
Xing, Yuhang
- In:
Journal of international money and finance
26
(
2007
)
6
,
pp. 1038-1069
Persistent link: https://www.econbiz.de/10003515503
Saved in:
116
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
117
Insider trading in an equilibrium model with default : a passage from reduced-form to structural modelling
Campi, Luciano
;
Çetin, Umut
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 591-602
Persistent link: https://www.econbiz.de/10003645546
Saved in:
118
A new approach for computing option prices of the Hull-White type with stepwise reversion and volatility finctions
Jin, Hui
;
Gotoh, Jun-ya
;
Sumita, Ushio
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10003611518
Saved in:
119
A simplified firm value-based risky discount bond pricing model
Wang, Alan T.
;
Yang, Sheng-Yung
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
3
,
pp. 445-468
Persistent link: https://www.econbiz.de/10003611888
Saved in:
120
Communicating policy options at the zero bound
Burkhard, Lukas
;
Fischer, Andreas M.
-
2007
Persistent link: https://www.econbiz.de/10003593204
Saved in:
121
Optimal simple rules and the lower bound on the nominal interest rate in the Christiano-Eichenbaum-Evans model of the US business cycle
Ascari, Guido
;
Branzoli, Nicola
- In:
Portuguese economic journal
6
(
2007
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10003533288
Saved in:
122
Steuerarbitrage bei Zerobonds
Rümmele, Peter
;
Haas, Bernhard E.
-
1997
Persistent link: https://www.econbiz.de/10010405334
Saved in:
123
Yield curve estimation at the National Bank of Poland: spline based methods, curve smoothing and market dynamics
Marciniak, Marek
- In:
Bank i kredyt
37
(
2006
)
10
,
pp. 52-74
Persistent link: https://www.econbiz.de/10003426773
Saved in:
124
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Saved in:
125
The zero bound and the term structure in a nonlinear macroeconomic model
Wolman, Alexander L.
- In:
Seoul journal of economics
19
(
2006
)
1
,
pp. 147-170
Persistent link: https://www.econbiz.de/10003360327
Saved in:
126
The information content of the term structure of interest rates
Kalev, Petko S.
;
Inder, Brett A.
- In:
Applied economics
38
(
2006
)
1
,
pp. 33-45
Persistent link: https://www.econbiz.de/10003292261
Saved in:
127
Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille
;
Gibson, Rajna
;
Lhabitant, François-Serge
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10003608131
Saved in:
128
Overcoming the zero bound on nominal interest rates : Gesell's currency carry tax vs. Eisler's parallel virtuell currency
Buiter, Willem H.
- In:
International economics and economic policy : IEEP
2
(
2005
)
2/3
,
pp. 189-200
Persistent link: https://www.econbiz.de/10003244036
Saved in:
129
La formación de la curva de rendimiento en nuevos soles en Perú
Rodríguez A., Augusto
;
Villavicencio V., Julio Alberto
-
2005
Persistent link: https://www.econbiz.de/10003157775
Saved in:
130
Risky coupon bonds as a portfolio of zero-coupon bonds
Jarrow, Robert A.
- In:
Finance research letters
1
(
2004
)
2
,
pp. 100-105
Persistent link: https://www.econbiz.de/10003307257
Saved in:
131
National money of account, with a second national money or local monies as means of payment : a way of finessing the zero interest rate bound
Davies, Stephen J.
- In:
Kobe economic & business review : annual report
49
(
2004
),
pp. 69-91
Persistent link: https://www.econbiz.de/10002929014
Saved in:
132
Hazard rate for credit risk and hedging defaultable contingent claims
Blanchet-Scalliet, Christophette
;
Jeanblanc, Monique
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10001910889
Saved in:
133
The zero-interest-rate bound and optimal monetary policy in a small open economy
Jung, Taehun
- In:
Hitotsubashi journal of economics
45
(
2004
)
2
,
pp. 129-150
Persistent link: https://www.econbiz.de/10002612691
Saved in:
134
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
135
Yield curve estimation by kernel smoothing
Taanggard, Carsten
;
Nielsen, Jens Perch
;
Mammen, Enno
; …
-
2004
Persistent link: https://www.econbiz.de/10002815595
Saved in:
136
Zero-interest-rate policy, the foreward-rate curve and policy-duration effect
Fujiki, Hiroshi
;
Shiratsuka, Shigenori
- In:
Japan's economic recovery : commercial policy, monetary …
,
(pp. 341-372)
.
2003
Persistent link: https://www.econbiz.de/10001762401
Saved in:
137
Term structure of interest rates in India : issues in estimation and pricing
Darbha, Gangadhar
;
Roy, Sudipta Dutta
;
Pawaskar, Vardhana
- In:
Indian economic review : biannual journal of the Delhi …
38
(
2003
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001908222
Saved in:
138
Zur handels- und steuerrechtlichen Behandlung von Zerobonds
Kußmaul, Heinz
- In:
Neuere Finanzprodukte : Anwendung, Bewertung, …
,
(pp. 447-466)
.
2003
Persistent link: https://www.econbiz.de/10001772982
Saved in:
139
Zur steuerlichen Vorteilhaftigkeit von Kuponanleihen : ein verallgemeinerter Ansatz
Altrock, Frank
- In:
Journal of business economics : JBE
72
(
2002
)
3
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001651792
Saved in:
140
The tax deferral effect as a result of an investment in zero bonds : the casee of Switzerland
Misteli, Jonas
;
Wohlwend, Hanspeter
- In:
Financial markets and portfolio management
16
(
2002
)
3
,
pp. 378-392
Persistent link: https://www.econbiz.de/10001866239
Saved in:
141
Exponentials, polynomials and Fourier series : more yield curve modelling at the Bank of Canada
Bolder, David Jamieson
;
Gusba, Scott
-
2002
Persistent link: https://www.econbiz.de/10001712214
Saved in:
142
The analysis of duration and immunization strategy under the HJM term structure framework
Chang, Chuang-chang
;
Ho, Ra-jian
- In:
Research in finance
19
(
2002
),
pp. 241-268
Persistent link: https://www.econbiz.de/10001717573
Saved in:
143
Uncovered interest parity revisited
Alexius, Annika
- In:
Review of international economics
9
(
2001
)
3
,
pp. 505-517
Persistent link: https://www.econbiz.de/10001606922
Saved in:
144
Yield curve estimation by kernel smoothing methods
Linton, Oliver
(
contributor
)
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 185-223
Persistent link: https://www.econbiz.de/10001617163
Saved in:
145
Outperformance-Zertifikate auf Aktienindizes in Fremdwährungsräumen
Wilkens, Marco
;
Entrop, Oliver
;
Scholz, Hendrik
- In:
Kredit und Kapital
34
(
2001
)
4
,
pp. 473-504
Persistent link: https://www.econbiz.de/10001654460
Saved in:
146
Spezielle Zinskurven - zeitdiskrete Modelle für Zinsstrukturkurven
Schlüchtermann, Georg
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 285-317)
.
2001
Persistent link: https://www.econbiz.de/10001661210
Saved in:
147
The zero bound on nominal interest rates : how important is it?
Amirault, David
;
O'Reilly, Brian
-
2001
Persistent link: https://www.econbiz.de/10001574683
Saved in:
148
Implied savings accounts are unique
Döberlein, Frank
;
Schweizer, Martin
;
Stricker, Christophe
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 431-442
Persistent link: https://www.econbiz.de/10001539196
Saved in:
149
Arbitrage and the expectations hypothesis
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 989-994
Persistent link: https://www.econbiz.de/10001497488
Saved in:
150
Estymacja i interpretacja zerokuponowej krzywej dochodowości
Ste̜pniak, Igor
;
Zieliński, Janusz
-
2000
Persistent link: https://www.econbiz.de/10001505591
Saved in:
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