//--> //--> //-->
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:"Journal of financial economics"
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:"Zinsforward"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Interest rate derivative
13
Zinsderivat
13
Yield curve
8
Zinsstruktur
8
Swap
4
Theorie
4
Theory
4
USA
4
United States
4
CAPM
3
Derivat
3
Derivative
3
Option pricing theory
3
Optionspreistheorie
3
Risikoprämie
3
Risk premium
3
Capital income
2
Credit risk
2
EU countries
2
EU-Staaten
2
Financial regulation
2
Geldmarkt
2
Government securities
2
Interbank market
2
Interbankenmarkt
2
Interest rate swaps
2
Kapitaleinkommen
2
Kreditrisiko
2
LIBOR
2
Liquidity
2
Money market
2
Option trading
2
Optionsgeschäft
2
Public bond
2
Regulation
2
Regulierung
2
Risiko
2
Risk
2
Staatspapier
2
Volatility
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Amin, Kaushik I.
1
Backus, David
1
Bakshi, Gurdip S.
1
Cenedese, Gino
1
Crosby, John
1
Feldhütter, Peter
1
Filipović, Damir
1
Gao, Xiaohui
1
Gupta, Anurag
1
Hansen, Jorge W.
1
Jacobs, Kris
1
Jordan, Bradford D.
1
Karoui, Lotfi
1
Klingler, Sven
1
Kuipers, David R.
1
Lando, David
1
Leippold, Markus
1
Minton, Bernadette A.
1
Morton, Andrew J.
1
Ranaldo, Angelo
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Svenstrup, Mikkel
1
Syrstad, Olav
1
Trolle, Anders B.
1
Vasios, Michalis
1
more ...
less ...
Published in...
All
Journal of financial economics
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
16
Finance and stochastics
15
Journal of international financial markets, institutions & money
15
The review of financial studies
15
Applied financial economics
13
Review of derivatives research
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Selected writings on futures markets : explorations in financial futures markets
12
Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
3
OTC premia
Cenedese, Gino
;
Ranaldo, Angelo
;
Vasios, Michalis
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012545370
Saved in:
4
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
5
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
Saved in:
6
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
7
Decomposing swap spreads
Feldhütter, Peter
;
Lando, David
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 375-405
Persistent link: https://www.econbiz.de/10003720318
Saved in:
8
On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 651-684
Persistent link: https://www.econbiz.de/10003228840
Saved in:
9
Predictable changes in yields and forward rates
Backus, David
(
contributor
)
- In:
Journal of financial economics
59
(
2001
)
3
,
pp. 281-311
Persistent link: https://www.econbiz.de/10001545047
Saved in:
10
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
11
An empirical examination of basic valuation models for plain vanilla US interest rate swaps
Minton, Bernadette A.
- In:
Journal of financial economics
44
(
1997
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10001222156
Saved in:
12
Negative option values are possible : the impact of treasury bond futures on the cash US treasury market
Jordan, Bradford D.
- In:
Journal of financial economics
46
(
1997
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10001228508
Saved in:
13
Implied volatility functions in arbitrage-free term structure models
Amin, Kaushik I.
- In:
Journal of financial economics
35
(
1994
)
2
,
pp. 141-180
Persistent link: https://www.econbiz.de/10001159961
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->