//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied 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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
262
Volatilität
262
Estimation
100
Schätzung
100
Capital income
80
Kapitaleinkommen
80
Yield curve
79
Zinsstruktur
79
USA
64
United States
64
ARCH model
62
ARCH-Modell
62
Börsenkurs
59
Share price
59
Aktienmarkt
58
Stock market
58
Theorie
52
Theory
52
Forecasting model
37
Prognoseverfahren
37
Exchange rate
34
Wechselkurs
34
Interest rate
30
Zins
30
Aktienindex
29
Stock index
29
Großbritannien
28
United Kingdom
28
Risikoprämie
20
Risk premium
20
Financial crisis
19
Finanzkrise
19
Index futures
18
Index-Futures
18
Derivat
17
Derivative
17
Handelsvolumen der Börse
17
Japan
17
Trading volume
17
Stochastic process
16
more ...
less ...
Type of publication
All
Article
332
Type of publication (narrower categories)
All
Article in journal
331
Aufsatz in Zeitschrift
331
Systematic review
1
Übersichtsarbeit
1
Language
All
English
332
Author
All
McMillan, David G.
9
Speight, Alan E. H.
6
Chelley-Steeley, Patricia L.
4
Asai, Manabu
3
Batten, Jonathan A.
3
Hamori, Shigeyuki
3
Adrangi, Bahram
2
Alles, Lakshman
2
Ap Gwilym, Owain
2
Arnold, Ivo J. M.
2
Brooks, Robert
2
Butler, Kirt Charles
2
Chatrath, Arjun
2
Chiang, Min-Hsien
2
Coondoo, Dipankor
2
Degiannakis, Stavros
2
Fabozzi, Frank J.
2
Flores de Frutos, Rafael
2
Fraser, Patricia
2
Gómez Biscarri, Javier
2
Henry, Ólan Thomas John
2
Hogan, Warren Pat
2
Jansen, Pieter W.
2
Jiang, Christine X.
2
Kearney, Colm
2
Khemiri, Rim
2
Lai, Hung-Cheng
2
Lin, Ching-chung
2
Loudon, Geoffrey F.
2
Morales Zumaquero, Amalia
2
Morana, Claudio
2
Morley, James C.
2
Niizeki, Mikiyo Kii
2
Novales, Alfonso
2
Nowman, Kalid Ben
2
Okada, Katsushi
2
Peel, David
2
Phylaktis, Kate
2
Poshakwale, Sunil S.
2
Ragunathan, Vanitha
2
more ...
less ...
Published in...
All
Applied financial economics
Finance research letters
813
NBER working paper series
797
Energy economics
741
Working paper / National Bureau of Economic Research, Inc.
699
NBER Working Paper
668
Journal of banking & finance
578
Applied economics
506
International review of financial analysis
504
International review of economics & finance : IREF
493
Economic modelling
437
The journal of futures markets
422
Working paper
402
Journal of econometrics
384
The North American journal of economics and finance : a journal of financial economics studies
379
Discussion paper / Centre for Economic Policy Research
366
Journal of international money and finance
365
Economics letters
357
International journal of theoretical and applied finance
350
Journal of empirical finance
341
Applied economics letters
334
Journal of international financial markets, institutions & money
323
MPRA Paper
322
Research in international business and finance
322
Journal of financial economics
304
Discussion paper / Tinbergen Institute
270
IMF working papers
267
CESifo working papers
265
Working Paper
249
Research paper series / Swiss Finance Institute
246
Quantitative finance
244
ECB Working Paper
243
Journal of economic dynamics & control
233
Journal of risk and financial management : JRFM
231
Pacific-Basin finance journal
226
Working paper series / European Central Bank
218
The European journal of finance
215
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
213
Finance and economics discussion series
208
The review of financial studies
206
more ...
less ...
Source
All
ECONIS (ZBW)
332
Showing
1
-
10
of
332
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The volatility of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
Saved in:
2
A decomposition of the term structure model of Heath, Jarrow and Morton
Guo, Chen
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 111-118
Persistent link: https://www.econbiz.de/10001244130
Saved in:
3
A two-factor model of the German term structure of interest rates
Cassola, Nuno
;
Luís, Jorge Barros
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 783-806
Persistent link: https://www.econbiz.de/10001804426
Saved in:
4
Volatility transmission across the term structure of swap markets : international evidence
Abad, Pilar
;
Novales, Alfonso
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1045-1058
Persistent link: https://www.econbiz.de/10002377770
Saved in:
5
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
6
Interest-rate volatility and volatility transmission in nine Latin American countries
Hegerty, Scott W.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 927-937
Persistent link: https://www.econbiz.de/10010410391
Saved in:
7
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
8
Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
Batten, Jonathan A.
;
In, Francis Haeuck
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 881-892
Persistent link: https://www.econbiz.de/10003377842
Saved in:
9
A full jump switching level GARCH model for short-term interest rate
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 479-489
Persistent link: https://www.econbiz.de/10009581297
Saved in:
10
The information content of the German term structure regarding inflation
Schich, Sebastian T.
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 385-395
Persistent link: https://www.econbiz.de/10001454667
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->