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Swap
5
Credit derivative
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Volatility
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Fornari, Fabio
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Remolona, Eli M.
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Wooldridge, Philip D.
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BIZ-Quartalsbericht
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
19
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
International review of economics & finance : IREF
14
Working Paper
14
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
European journal of operational research : EJOR
12
Finance research letters
11
Journal of international money and finance
11
Journal of securities operations & custody
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics
10
European financial management : the journal of the European Financial Management Association
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
The journal of investment compliance
9
Applied economics letters
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ECONIS (ZBW)
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1
Anstieg und Rückgang der Volatilität der US-Dollar-Zinssätze : was Swaptions aussagen
Fornari, Fabio
- In:
BIZ-Quartalsbericht
(
2005
),
pp. 101-113
Persistent link: https://www.econbiz.de/10003201459
Saved in:
2
Preiseffekte von Rating-Meldungen : Untersuchungen am Markt für Credit Default Swaps
Micu, Marian
;
Remolona, Eli M.
;
Wooldridge, Philip D.
- In:
BIZ-Quartalsbericht
(
2004
),
pp. 63-75
Persistent link: https://www.econbiz.de/10002150126
Saved in:
3
Veröffentlichung gesamtwirtschaftlicher Indikatoren und implizite Volatilität an den Swaption-Märkten
Fornari, Fabio
- In:
BIZ-Quartalsbericht
(
2004
),
pp. 87-96
Persistent link: https://www.econbiz.de/10002437576
Saved in:
4
Der Markt für Euro-Zinsswaps
Remolona, Eli M.
;
Wooldridge, Philip D.
- In:
BIZ-Quartalsbericht
(
2003
),
pp. 53-64
Persistent link: https://www.econbiz.de/10001760361
Saved in:
5
Credit Default Swaps auf Staatsschuldtitel
Packer, Frank
;
Suthiphongchai, Chamaree
- In:
BIZ-Quartalsbericht
(
2003
),
pp. 89-99
Persistent link: https://www.econbiz.de/10002584598
Saved in:
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