//--> //--> //-->
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"
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:"Verzinsung"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate
27
Zins
27
USA
13
United States
13
Interest rate derivative
10
Zinsderivat
10
Option pricing theory
6
Optionspreistheorie
6
Theorie
6
Theory
6
Volatility
6
Volatilität
6
Stochastic process
5
Stochastischer Prozess
5
Yield curve
5
Zinsstruktur
5
Currency derivative
4
Government securities
4
Hedging
4
Staatspapier
4
Währungsderivat
4
Arbitrage
3
Estimation
3
Forecast
3
Geldmarkt
3
Money market
3
Prognose
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Devisenmarkt
2
Foreign exchange market
2
Hypothek
2
Interest rate parity
2
Mortgage
2
Transaction costs
2
Transaktionskosten
2
Welt
2
World
2
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Krehbiel, Timothy L.
3
Adkins, Lee Chester
2
Bali, Turan G.
2
Sultan, Jahangir
2
Ahn, Chang-mo
1
Batlin, Carl A.
1
Brace, Alan
1
Cakici, Nusret
1
Chao, Wan-Ling
1
Chatterjee, Sris
1
Chen, Yong
1
Chen, Zhanyu
1
Cho, D. C.
1
Cole, C. Steven
1
Collier, Roger
1
Connolly, Michael B.
1
Demirtas, K. Ozgur
1
Fan, Longzhen
1
Fung, Hung-gay
1
Gellert, Karol
1
Ghosh, Dilip K.
1
Gosnell, Thomas F.
1
Hegde, Shantaram P.
1
Heuson, Andrea Jane
1
Hou, Xin
1
Howard, Charles T.
1
Kim, Jeong-Hoon
1
Lee, Yung-Hsin
1
Leung, Wai K.
1
Madsen, Howard C.
1
Miao, Daniel Wei-Chung
1
Ni, Yingzhao
1
Park, Keehwan
1
Reichenstein, William R.
1
Ritchken, Peter H.
1
Sankarasubramanian, L.
1
Scherr, Bruce A.
1
Schlögl, Erik
1
Su, Tie
1
Sun, Qian
1
more ...
less ...
Published in...
All
The journal of futures markets
NBER working paper series
356
NBER Working Paper
303
Working paper / National Bureau of Economic Research, Inc.
302
IMF working papers
147
Journal of banking & finance
147
Applied economics
145
Journal of money, credit and banking : JMCB
144
Discussion paper / Centre for Economic Policy Research
139
Journal of international money and finance
105
Journal of macroeconomics
103
Economic modelling
102
Finance and economics discussion series
101
Journal of monetary economics
99
Working paper series / European Central Bank
98
Economics letters
95
Working paper
92
Discussion papers / CEPR
85
Applied financial economics
76
Applied economics letters
73
CESifo working papers
70
Journal of economic dynamics & control
68
Discussion paper
67
The journal of real estate finance and economics
65
Finance research letters
64
ECB Working Paper
63
IMF working paper
62
International review of economics & finance : IREF
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Economic review
59
Working papers / Bank for International Settlements
54
European economic review : EER
52
IMF Working Paper
51
Staff working paper / Bank of Canada
49
Working papers / The Levy Economics Institute
47
Journal of policy modeling : JPMOD ; a social science forum of world issues
46
International journal of economics and financial issues : IJEFI
45
International finance discussion papers
44
BIS Working Paper
43
Journal of economics & business
43
International journal of finance & economics : IJFE
42
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
27
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
2
Financial regulatory arbitrage and the financialization of commodities
Zheng, Zunxin
;
Zhang, Gaiyan
;
Ni, Yingzhao
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 826-853
Persistent link: https://www.econbiz.de/10014536691
Saved in:
3
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
4
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
5
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
6
Multiscale stochastic volatility with the Hull-White rate of interest
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
;
Yu, Seok-Hyon
- In:
The journal of futures markets
34
(
2014
)
9
,
pp. 819-837
Persistent link: https://www.econbiz.de/10010507934
Saved in:
7
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
8
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:
9
The value of mortgage prepayment and default options
Chen, Yong
;
Connolly, Michael B.
;
Tang, Wenjin
;
Su, Tie
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 840-861
Persistent link: https://www.econbiz.de/10003900917
Saved in:
10
The pricing of foreign currency options under jump-diffusion processes
Ahn, Chang-mo
;
Cho, D. C.
;
Park, Keehwan
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 669-695
Persistent link: https://www.econbiz.de/10003493149
Saved in:
11
Nonlinear asymmetric models of the short-term interest rate
Demirtas, K. Ozgur
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 869-894
Persistent link: https://www.econbiz.de/10003356477
Saved in:
12
Information content of the Fed Fund rates
Sultan, Jahangir
- In:
The journal of futures markets
25
(
2005
)
8
,
pp. 753-774
Persistent link: https://www.econbiz.de/10003012125
Saved in:
13
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
14
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
15
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
16
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
17
Normal backwardation in short-term interest rate futures markets
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
8
,
pp. 899-913
Persistent link: https://www.econbiz.de/10001209794
Saved in:
18
Do systematic risk premiums persist in Eurodollar futures prices?
Krehbiel, Timothy L.
- In:
The journal of futures markets
16
(
1996
)
4
,
pp. 389-403
Persistent link: https://www.econbiz.de/10001198896
Saved in:
19
Forecasting interest rates with Eurodollar futures rates
Cole, C. Steven
- In:
The journal of futures markets
14
(
1994
)
1
,
pp. 37-50
Persistent link: https://www.econbiz.de/10001169808
Saved in:
20
Interest rate futures : evidence on forecast power, expected premiums, and the unbiased expectations hypothesis
Krehbiel, Timothy L.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 531-543
Persistent link: https://www.econbiz.de/10001169817
Saved in:
21
The pricing relationship of Eurodollar futures and Eurodollar deposit rates
Fung, Hung-gay
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 115-126
Persistent link: https://www.econbiz.de/10001141892
Saved in:
22
Pricing stock index futures with stochastic interest rates
Cakici, Nusret
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 441-452
Persistent link: https://www.econbiz.de/10001109935
Saved in:
23
A discretionary approach to hedging a lender's exposure in adjustable rate mortgages
Gosnell, Thomas F.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 481-496
Persistent link: https://www.econbiz.de/10001094585
Saved in:
24
On valuing complex interest rate claims
Ritchken, Peter H.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 443-455
Persistent link: https://www.econbiz.de/10001094588
Saved in:
25
Observations on the relationship between agricultural commodity prices and real interest rates
Scherr, Bruce A.
- In:
The journal of futures markets
3
(
1983
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10001085160
Saved in:
26
The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10001080709
Saved in:
27
Are T-bill futures good forecasters of interest rates?
Howard, Charles T.
- In:
The journal of futures markets
2
(
1982
)
4
,
pp. 305-315
Persistent link: https://www.econbiz.de/10001080712
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->