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The CARMA interest rate model
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Volatility
165
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165
Theorie
102
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102
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85
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Dunis, Christian
8
Paxson, Dean A.
5
Ap Gwilym, Owain
4
Chen, Son-nan
4
Gupta, Rangan
4
McMillan, David G.
4
Chiarella, Carl
3
Coakley, Jerry
3
Copeland, Laurence S.
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3
Hsu, Pao-Peng
3
Koutmos, Gregory
3
Laws, Jason
3
Pierdzioch, Christian
3
Poon, Ser-Huang
3
Realdon, Marco
3
Satchell, Stephen
3
Wang, Xingchun
3
Wohar, Mark E.
3
Adkins, Roger
2
Anderluh, J. H. M.
2
Areal, Nelson
2
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2
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2
Barone-Adesi, Giovanni
2
Bhar, Ramaprasad
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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The European journal of 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
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716
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642
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564
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288
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279
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The review of financial studies
268
CESifo working papers
266
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262
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ECONIS (ZBW)
285
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1
Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D.
;
Prisman, Eliezer Zeev
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 298-317
Persistent link: https://www.econbiz.de/10010243641
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2
Stochastic durations, the convexity effect, and the impact of interest rate changes
Fonseca, José Soares da
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 994-1007
Persistent link: https://www.econbiz.de/10010464881
Saved in:
3
Volatility
patterns of short-term interest rate futures
Gurrola-Perez, Pedro
;
Herrerias, Renata
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
Saved in:
4
The
volatility
term structure in a lognormal process for the short rate
Darbellay, Georges A.
- In:
The European journal of finance
9
(
2003
)
1
,
pp. 92-103
Persistent link: https://www.econbiz.de/10001749092
Saved in:
5
Macro news and
bond
yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
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6
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
7
Interest rate structured products : can they improve the risk-return profile?
Fusai, Gianluca
;
Longo, Giovanni
;
Zanotti, Giovanna
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1481-1512
Persistent link: https://www.econbiz.de/10013532236
Saved in:
8
European asset swap spreads and the credit crisis
Aussenegg, Wolfgang
;
Götz, Lukas
;
Jelic, Ranko
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 572-600
Persistent link: https://www.econbiz.de/10011619062
Saved in:
9
Dynamic
bond
portfolio choice in a model with Gaussian diffusion regimes
Libório, João
- In:
The European journal of finance
11
(
2005
)
3
,
pp. 259-270
Persistent link: https://www.econbiz.de/10002994795
Saved in:
10
Multivariate GARCH with dynamic beta
Raddant, Matthias
;
Wagner, Friedrich
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
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