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~isPartOf:"Journal of international money and finance"
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The CARMA interest rate model
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Volatility
245
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245
Yield curve
132
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132
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118
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118
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107
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107
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English
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Caporale, Guglielmo Maria
4
Christensen, Jens H. E.
4
Triantafyllou, Athanasios
4
Ali, Faek Menla
3
Arezki, Rabah
3
Beetsma, Roel
3
Fabozzi, Frank J.
3
Fatum, Rasmus
3
Herwartz, Helmut
3
Ibrahim, Boulis Maher
3
Li, Jie
3
Neely, Christopher J.
3
Pierdzioch, Christian
3
Sakemoto, Ryuta
3
Sornette, Didier
3
Spagnolo, Nicola
3
Tavlas, George S.
3
Wohar, Mark E.
3
Aizenman, Joshua
2
Alsakka, Rasha
2
Ap Gwilym, Owain
2
Asgharian, Hossein
2
Baum, Christopher F.
2
Beck, Roland
2
Bekaert, Geert
2
Byrne, Joseph P.
2
Caglayan, Mustafa
2
Campa, José Manuel
2
Chang, P. H. Kevin
2
Chen, Jian
2
Chen, Shiu-sheng
2
Cheung, Yin-Wong
2
Choudhry, Taufiq
2
Combes, Jean-Louis
2
Couharde, Cécile
2
Dekle, Robert
2
Eichler, Stefan
2
End, Jan-Willem van den
2
Favara, Giovanni
2
Fidora, Michael
2
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Workshop on Developments in Exchange Rate Modelling <1997, Maastricht>>
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Journal of international money and finance
Finance research letters
940
NBER working paper series
922
Energy economics
819
Working paper / National Bureau of Economic Research, Inc.
796
Journal of banking & finance
788
NBER Working Paper
765
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716
International journal of theoretical and applied finance
642
International review of financial analysis
564
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563
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556
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486
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424
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408
Economics letters
404
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398
Applied economics letters
376
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375
Journal of empirical finance
373
Research in international business and finance
360
Journal of international financial markets, institutions & money
348
Quantitative finance
345
Journal of economic dynamics & control
340
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Applied mathematical finance
325
Finance and stochastics
309
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305
The journal of derivatives : the official publication of the International Association of Financial Engineers
288
The European journal of finance
285
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281
Journal of risk and financial management : JRFM
279
Discussion paper / Tinbergen Institute
272
The review of financial studies
268
CESifo working papers
266
The journal of finance : the journal of the American Finance Association
262
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
254
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ECONIS (ZBW)
392
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1
Emerging market local currency
bond
yields and foreign holdings : a fortune or misfortune?
Ebeke, Christian
;
Lu, Yinqiu
- In:
Journal of international money and finance
59
(
2015
),
pp. 203-219
Persistent link: https://www.econbiz.de/10011478334
Saved in:
2
Bond
market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas
- In:
Journal of international money and finance
83
(
2018
),
pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
Saved in:
3
Impact of interest rate surprises on Islamic and conventional stocks and bonds
Akhtar, Shumi
;
Akhtar, Farida
;
Jahromi, Maria
;
John, Kose
- In:
Journal of international money and finance
79
(
2017
),
pp. 218-231
Persistent link: https://www.econbiz.de/10011788363
Saved in:
4
Bond
risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho
- In:
Journal of international money and finance
93
(
2019
),
pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
Saved in:
5
How important is the term structure in implied
volatility
surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Journal of international money and finance
30
(
2011
)
4
,
pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
Saved in:
6
Bond
supply expectations and the term structure of interest rates
Billio, Monica
;
Busetto, Francesca
;
Dufour, Alfonso
; …
- In:
Journal of international money and finance
150
(
2025
),
pp. 1-27
Persistent link: https://www.econbiz.de/10015184920
Saved in:
7
Cross-hedging strategies between CDS spreads and option
volatility
during crises
Fonseca, José da
;
Gottschalk, Katrin
- In:
Journal of international money and finance
49
(
2014
),
pp. 386-400
Persistent link: https://www.econbiz.de/10010464998
Saved in:
8
The first arrow hitting the currency target : a long-run risk perspective
Kano, Takashi
;
Wada, Kenji
- In:
Journal of international money and finance
74
(
2017
),
pp. 337-352
Persistent link: https://www.econbiz.de/10011787985
Saved in:
9
Testing the expectations hypothesis in Eurodeposits
Domínguez, Emilio
;
Novales, Alfonso
- In:
Journal of international money and finance
19
(
2000
)
5
,
pp. 713-736
Persistent link: https://www.econbiz.de/10001507012
Saved in:
10
The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Jondeau, Eric
;
Ricart, Roland
- In:
Journal of international money and finance
18
(
1999
)
5
,
pp. 725-750
Persistent link: https://www.econbiz.de/10001415349
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