//--> //--> //--> //-->
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 banking & finance"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Volatility
375
Volatilität
374
Option pricing theory
206
Optionspreistheorie
206
Theorie
163
Theory
163
Capital income
130
Kapitaleinkommen
130
Estimation
120
Schätzung
119
Börsenkurs
118
Share price
118
USA
89
United States
89
Deutschland
77
Germany
77
Risikoprämie
68
Risk premium
68
Option trading
65
Optionsgeschäft
65
ARCH model
63
ARCH-Modell
63
Portfolio selection
57
Portfolio-Management
57
Aktienmarkt
56
Stock market
56
Forecasting model
55
Prognoseverfahren
55
Welt
55
World
55
Yield curve
51
Derivat
50
Derivative
50
Stochastic process
48
Stochastischer Prozess
48
CAPM
47
Cointegration
38
Kointegration
38
Exchange rate risk
36
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
50
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
51
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
51
Author
All
Backwell, Alex
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Shalen, Catherine T.
2
Abbritti, Mirko
1
Alexander, Carol
1
Almeida, Caio
1
Avouyi-Dovi, Sanvi
1
Barone-Adesi, Giovanni
1
Barsotti, Flavia
1
Bekaert, Geert
1
Beliaeva, Natalia A.
1
Benth, Fred Espen
1
Berardi, Andrea
1
Blöchlinger, Andreas
1
Byrne, Joseph P.
1
Cao, Shuo
1
Carcel, Hector
1
Carr, Peter
1
Casalin, Fabrizio
1
Casassus, Jaime
1
Cheng, Benjamin
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Collet, Jerome
1
Collin-Dufresne, Pierre
1
Cremers, Martijn
1
Das, Sanjiv R.
1
Del Viva, Luca
1
Deventer, Donald R. van
1
Driessen, Joost
1
Duffie, Darrell
1
Duyvesteyn, Johan
1
Farkas, Walter
1
Fonseca, José da
1
Forte, Santiago
1
Gil-Alaña, Luis A.
1
Goldstein, Bob
1
Gourier, Elise
1
Grishchenko, Olesya V.
1
more ...
less ...
Published in...
All
Journal of banking & finance
International journal of theoretical and applied finance
46
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
The journal of futures markets
30
Journal of international money and finance
29
Applied mathematical finance
26
The journal of fixed income
25
The journal of computational finance
23
Finance and stochastics
21
Quantitative finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of empirical finance
20
Review of derivatives research
20
The review of financial studies
20
Journal of financial economics
19
Finance research letters
18
International review of economics & finance : IREF
17
Applied financial economics
16
Journal of financial and quantitative analysis : JFQA
16
The European journal of finance
16
Economic modelling
15
International journal of financial engineering
15
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of finance : the journal of the American Finance Association
14
Economics letters
13
International review of financial analysis
13
Journal of econometrics
13
Kredit und Kapital
13
Asia-Pacific financial markets
12
Risks : open access journal
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of money, credit and banking : JMCB
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
International journal of finance & economics : IJFE
9
International journal of forecasting
9
Journal of economic dynamics & control
9
Journal of international financial markets, institutions & money
9
Journal of mathematical finance
9
Applied economics
8
Research in international business and finance
8
more ...
less ...
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
2
VIX option pricing and CBOE VIX Term Structure : a new methodology for
volatility
derivatives valuation
Lin, Yueh-neng
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4432-4446
Persistent link: https://www.econbiz.de/10010247020
Saved in:
3
Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
Saved in:
4
Identifying, valuing and hedging of embedded options in non-maturity deposits
Blöchlinger, Andreas
- In:
Journal of banking & finance
50
(
2015
),
pp. 34-51
Persistent link: https://www.econbiz.de/10010509151
Saved in:
5
Volatility
dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
6
Unspanned stochastic
volatility
and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
Saved in:
7
A space-time random field model for electricity forward prices
Benth, Fred Espen
;
Paraschiv, Florentina
- In:
Journal of banking & finance
95
(
2018
),
pp. 203-216
Persistent link: https://www.econbiz.de/10011966749
Saved in:
8
Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Journal of banking & finance
99
(
2019
),
pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
Saved in:
9
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
10
Term structure linkages surrounding the Plaza and Louvre accords : evidence from Euro-rates and long-memory components
Patel, Ajay
;
Shoesmith, Gary L.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2051-2075
Persistent link: https://www.econbiz.de/10002153110
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->