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~type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Großbritannien"
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Großbritannien
Interest rate derivative
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Bouchaud, Jean-Philippe
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Kazemi, Hossein
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Salazar, Brett
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International journal of theoretical and applied finance
The journal of futures markets
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Journal of international financial markets, institutions & money
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Review of futures markets
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Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
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ECONIS (ZBW)
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Estimates of the short-term rate process in an arbitrage-free framework
Kazemi, Hossein
;
Mahdavi, Mahnaz
;
Salazar, Brett
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 577-589
Persistent link: https://www.econbiz.de/10002171480
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2
An empirical investigation of the forward interest rate term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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