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BIZ-Quartalsbericht
The review of financial studies
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
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)
15
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1
Covered interest parity arbitrage
Rime, Dagfinn
;
Schrimpf, Andreas
;
Syrstad, Olav
- In:
The review of financial studies
35
(
2022
)
11
,
pp. 5185-5227
Persistent link: https://www.econbiz.de/10013400160
Saved in:
2
Negative swap spreads and limited arbitrage
Jermann, Urban J.
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 212-238
Persistent link: https://www.econbiz.de/10012135552
Saved in:
3
Interest rate risk management in uncertain times
Bretscher, Lorenzo
;
Schmid, Lukas
;
Vedolin, Andrea
- In:
The review of financial studies
31
(
2018
)
8
,
pp. 3019-3060
Persistent link: https://www.econbiz.de/10012002008
Saved in:
4
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
5
When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Buraschi, Andrea
;
Kosowski, Robert L.
;
Trojani, Fabio
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 581-616
Persistent link: https://www.econbiz.de/10010357870
Saved in:
6
Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard
;
Pennacchi, George G.
; …
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
Saved in:
7
Variance risk-premium dynamics : the role of jumps
Todorov, Viktor
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 345-383
Persistent link: https://www.econbiz.de/10003941654
Saved in:
8
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
9
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5099-5131
Persistent link: https://www.econbiz.de/10003916314
Saved in:
10
Identifying term structure volatility from the LIBOR-swap curve
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 819-854
Persistent link: https://www.econbiz.de/10003716657
Saved in:
11
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:
12
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:
13
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:
14
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:
15
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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