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~subject:"Zinsderivat"
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Affine Nelson-Siegel model
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Zinsderivat
Zinsstruktur
15,826
Yield curve
15,606
Theorie
6,474
Theory
6,392
Zins
2,753
Interest rate
2,714
Schätzung
2,681
Estimation
2,635
Öffentliche Anleihe
2,527
Public bond
2,502
Risikoprämie
2,458
Risk premium
2,429
Geldpolitik
2,416
Monetary policy
2,358
USA
2,171
United States
2,102
Anleihe
1,731
Bond
1,718
Kapitaleinkommen
1,661
Capital income
1,652
Kreditrisiko
1,616
Credit risk
1,606
Volatilität
1,301
EU-Staaten
1,286
Volatility
1,277
EU countries
1,242
Prognoseverfahren
1,165
Forecasting model
1,142
Optionspreistheorie
1,081
Option pricing theory
1,071
Eurozone
1,039
Euro area
1,022
Unternehmensanleihe
1,015
Corporate bond
1,013
Interest rate derivative
982
CAPM
844
Rentenmarkt
774
Deutschland
751
Bond market
748
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Online availability
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Free
339
Undetermined
185
CC license
11
Type of publication
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Article
501
Book / Working Paper
481
Type of publication (narrower categories)
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Article in journal
452
Aufsatz in Zeitschrift
452
Graue Literatur
157
Non-commercial literature
157
Arbeitspapier
144
Working Paper
144
Hochschulschrift
46
Thesis
38
Aufsatz im Buch
37
Book section
37
Collection of articles written by one author
8
Sammlung
8
Bibliografie enthalten
7
Bibliography included
7
Forschungsbericht
6
Conference paper
5
Konferenzbeitrag
5
Lehrbuch
4
Textbook
4
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie
1
Diskette
1
Floppy disk
1
Mikroform
1
No longer published / No longer aquired
1
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1
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Language
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English
948
German
30
Spanish
3
French
2
Italian
1
Author
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Schlögl, Erik
16
Akram, Tanweer
12
Joshi, Mark S.
12
Mamun, Khawaja
12
Schoenmakers, John
12
Chiarella, Carl
11
Sandmann, Klaus
11
Ito, Takayasu
10
Chen, Son-nan
8
Fabozzi, Frank J.
8
Herwartz, Helmut
8
Mercurio, Fabio
8
Rebonato, Riccardo
8
Trolle, Anders B.
8
Björk, Tomas
7
Caspers, Peter
7
Chernov, Mikhail
7
Filipović, Damir
7
Miltersen, Kristian R.
7
White, Alan
7
Wu, Ting-pin
7
Blaskowitz, Oliver
6
Hull, John
6
Lekkos, Ilias
6
Lin, Shih-kuei
6
Papapantoleon, Antonis
6
Pelsser, Antoon André Jean
6
Schmid, Lukas
6
Sondermann, Dieter
6
Song, Dongho
6
Takahashi, Akihiko
6
Wu, Tao L.
6
Augustin, Patrick
5
Batten, Jonathan A.
5
Belomestny, Denis
5
Bianchetti, Marco
5
Duffie, Darrell
5
Fang, Victor
5
Grbac, Zorana
5
Henrard, Marc P. A.
5
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Institution
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National Bureau of Economic Research
7
Centre for Analytical Finance <Århus>
2
Deutsche Forschungsgemeinschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Econometrisch Instituut <Rotterdam>
1
Eric Cuvillier <Firma>
1
International Center for Financial Asset Management and Engineering
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
University of Chicago / Center for Research in Security Prices
1
Walter de Gruyter GmbH & Co. KG
1
World Bank
1
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Published in...
All
International journal of theoretical and applied finance
34
Journal of banking & finance
19
The journal of computational finance
18
The journal of futures markets
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
The journal of fixed income
17
Quantitative finance
12
Applied mathematical finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
International journal of financial engineering
10
Journal of financial economics
10
Finance and stochastics
9
The journal of finance : the journal of the American Finance Association
9
The review of financial studies
9
Interest rate modelling after the financial crisis
8
Applied financial economics
7
European journal of operational research : EJOR
7
International review of financial analysis
7
Journal of mathematical finance
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Review of derivatives research
7
Working papers / The Levy Economics Institute
7
Discussion paper / B
6
Journal of financial and quantitative analysis : JFQA
6
NBER Working Paper
6
NBER working paper series
6
Risks : open access journal
6
The European journal of finance
6
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
6
Advances in futures and options research : a research annual
5
IMF working papers
5
Journal of international financial markets, institutions & money
5
Journal of international money and finance
5
SFB 649 discussion paper
5
Working paper
5
Asia-Pacific financial markets
4
Economics letters
4
Finance research letters
4
Journal of economic dynamics & control
4
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
4
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Source
All
ECONIS (ZBW)
982
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1
A measure of Turkey's sovereign and banking sector credit risk : asset swap spreads
Kazdal, Abdullah
;
Korkmaz, Halil İbrahim
; …
-
2020
Persistent link: https://www.econbiz.de/10012939794
Saved in:
2
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
3
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
Saved in:
4
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3987-4014
Persistent link: https://www.econbiz.de/10012405739
Saved in:
5
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:
6
Extracting information from asset prices : the methodology of EMU calculators
Favero, Carlo A.
(
contributor
)
- In:
European economic review : EER
44
(
2000
)
9
,
pp. 1607-1632
Persistent link: https://www.econbiz.de/10001517889
Saved in:
7
Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
Saved in:
8
Exotische Zinsswaps : Bewertung, Hedging und Analyse
Bardenhewer, Martin Maria
-
2000
-
1. Aufl
Persistent link: https://www.econbiz.de/10001506472
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
An empirical investigation of the forward interest rate term structure
Matacz, Andrew
;
Bouchaud, Jean-Philippe
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
Saved in:
1
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