//--> //--> //-->
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
~subject:"Volatilität"
~isPartOf:"Asia-Pacific financial 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:"Yield spread"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Yield curve
37
Zinsstruktur
37
Theorie
16
Theory
16
Credit risk
8
Kreditrisiko
8
Option pricing theory
7
Optionspreistheorie
7
Japan
6
Corporate bond
5
Risikoprämie
5
Risk premium
5
Unternehmensanleihe
5
Volatility
5
Public bond
4
Öffentliche Anleihe
4
CAPM
3
Interest rate derivative
3
Zinsderivat
3
Credit rating
2
Currency option
2
Derivat
2
Derivative
2
Devisenoption
2
EU countries
2
EU-Staaten
2
Estimation
2
Estimation theory
2
Euro area
2
Eurozone
2
Financial crisis
2
Finanzkrise
2
Forecasting model
2
Geldpolitik
2
Inflation expectations
2
Inflationserwartung
2
Interest rate
2
Kreditwürdigkeit
2
Liquidity
2
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chiarella, Carl
2
Batten, Jonathan A.
1
Johnson, Brock N.
1
Kwon, Oh Kang
1
Nikitopoulos, Christina Sklibosios
1
Shiraishi, Noriyoshi
1
Takahashi, Akihiko
1
Takehara, Kohta
1
Takezawa, Nobuya
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Journal of banking & finance
24
The journal of futures markets
23
International journal of theoretical and applied finance
17
Journal of financial economics
15
Working paper / National Bureau of Economic Research, Inc.
15
NBER working paper series
14
The review of financial studies
13
Journal of empirical finance
12
NBER Working Paper
12
Journal of international money and finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of fixed income
10
Economic modelling
9
Economics letters
9
Finance research letters
9
Journal of financial and quantitative analysis : JFQA
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Quantitative finance
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Applied financial economics
8
Applied mathematical finance
8
Energy economics
7
Journal of econometrics
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
Finance and economics discussion series
6
HWWA discussion paper
6
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of money, credit and banking : JMCB
6
Staff reports / Federal Reserve Bank of New York
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
CREATES research paper
5
Discussion papers / CEPR
5
Finance and stochastics
5
International journal of forecasting
5
International review of economics & finance : IREF
5
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates
Takahashi, Akihiko
;
Takehara, Kohta
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 69-121
Persistent link: https://www.econbiz.de/10003609535
Saved in:
2
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
Saved in:
3
Forecasting credit spread volatility : evidence from the Japanese Eurobond market
Johnson, Brock N.
;
Batten, Jonathan A.
- In:
Asia-Pacific financial markets
10
(
2003
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10003083939
Saved in:
4
A complete Markovian stochastic volatility model in the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001557971
Saved in:
5
A note on the term structure of implied volatilities for the yen-US dollar currency option
Takezawa, Nobuya
;
Shiraishi, Noriyoshi
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001372068
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->