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The CARMA interest rate model
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Theorie
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Diebold, Francis X.
101
Bollerslev, Tim
87
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77
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76
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75
Andersen, Torben
63
McAleer, Michael
60
Rudebusch, Glenn D.
56
Chiarella, Carl
55
Koopman, Siem Jan
55
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51
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50
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49
Lux, Thomas
49
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44
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44
Pierdzioch, Christian
43
Aït-Sahalia, Yacine
42
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42
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39
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38
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38
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37
Wystup, Uwe
36
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34
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34
Li, Kai
34
Schöbel, Rainer
34
Caporale, Guglielmo Maria
33
Christensen, Jens H. E.
33
Christoffersen, Peter F.
33
Jondeau, Eric
33
Schlag, Christian
33
Yu, Jun
33
Aizenman, Joshua
32
Engstrom, Eric
32
Bacchetta, Philippe
31
Hafner, Christian M.
31
Scaillet, Olivier
31
Westerhoff, Frank H.
31
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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University of Exeter / Department of Economics
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European Central Bank
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European University Institute / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Bonn Graduate School of Economics
5
Erasmus Research Institute of Management
5
Federal Reserve System / Division of Research and Statistics
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Johannes Gutenberg-Universität Mainz
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Verlag Dr. Kovač
5
Federal Reserve Bank of New York
4
Goethe-Universität Frankfurt am Main
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Gottfried Wilhelm Leibniz Universität Hannover
4
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Associazione Operatori Bancari in Titoli
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Growth and Business Cycle Research <Manchester>
3
Centre of Financial Studies
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
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NBER working paper series
339
NBER Working Paper
295
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Mathematical finance : an international journal of mathematics, statistics and financial theory
260
Journal of banking & finance
246
International journal of theoretical and applied finance
200
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180
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169
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Economics letters
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Applied mathematical finance
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Journal of international money and finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
118
The journal of finance : the journal of the American Finance Association
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International review of economics & finance : IREF
115
Journal of empirical finance
112
Applied economics
110
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107
Energy economics
104
The journal of fixed income
104
The European journal of finance
102
International journal of forecasting
97
International review of financial analysis
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
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86
Finance and economics discussion series
85
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82
Quantitative finance
81
Journal of financial and quantitative analysis : JFQA
80
Journal of monetary economics
79
The journal of computational finance
79
Applied economics letters
78
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ECONIS (ZBW)
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EconStor
419
USB Cologne (EcoSocSci)
9
OLC EcoSci
5
ArchiDok
2
RePEc
1
Showing
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date (oldest first)
1
Predictive power of the implied
volatility
term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
2
Credit risk modelling and credit derivatives
Schönbucher, Philipp J.
-
2000
Persistent link: https://www.econbiz.de/10001449548
Saved in:
3
The term structure of interest rates and fixed income securities
Käppi, Jari
-
1997
Persistent link: https://www.econbiz.de/10000987061
Saved in:
4
Bewertung und empirische Analyse von Schuldnerkündigungsrechten
Schulze, Michael
-
1996
Persistent link: https://www.econbiz.de/10000935922
Saved in:
5
Zinsswaps und ausfallriskante Anleihen in Deutschland
Metzner, Günther
-
2001
Persistent link: https://www.econbiz.de/10001615568
Saved in:
6
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
Saved in:
7
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377669
Saved in:
8
Essays on interest-rate
volatility
and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred
-
1994
Persistent link: https://www.econbiz.de/10000916134
Saved in:
9
Volatility
structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
10
The importance of forward rate
volatility
structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
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