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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Jiang, George J.
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Journal of financial and quantitative analysis : JFQA
NBER working paper series
750
Finance research letters
706
Working paper / National Bureau of Economic Research, Inc.
690
Energy economics
657
NBER Working Paper
616
Journal of banking & finance
571
International review of financial analysis
484
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460
International review of economics & finance : IREF
450
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403
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400
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376
The North American journal of economics and finance : a journal of financial economics studies
370
Discussion paper / Centre for Economic Policy Research
369
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365
International journal of theoretical and applied finance
339
Journal of international money and finance
338
Applied financial economics
325
Economics letters
324
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324
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322
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321
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309
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293
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286
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225
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217
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215
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
210
Working paper series / European Central Bank
210
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203
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198
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197
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ECONIS (ZBW)
157
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1
Affine models of the joint dynamics of exchange rates and interest rates
Anderson, Bing
;
Hammond, Peter J.
;
Ramezani, Cyrus A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1341-1365
Persistent link: https://www.econbiz.de/10008907330
Saved in:
2
The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel
;
Leipold, Markus
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
5
,
pp. 1279-1310
Persistent link: https://www.econbiz.de/10008907332
Saved in:
3
The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
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4
Another look at models of the short-term interest rate
Brenner, Robin James
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 85-107
Persistent link: https://www.econbiz.de/10001208194
Saved in:
5
Of smiles and smirks : a term structure perspective
Das, Sanjiv R.
;
Sundaram, Rangarajan K.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001436315
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6
Single factor Heath-Jarrow-Morton term structure models based on Markov spot interest rate dynamics
Jeffrey, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 619-642
Persistent link: https://www.econbiz.de/10001217188
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7
Real economic shocks and sovereign credit risk
Augustin, Patrick
;
Tédongap, Roméo
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
2
,
pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
Saved in:
8
Risk premia and the VIX term structure
Johnson, Travis L.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
Saved in:
9
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
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10
A joint framework for consistently pricing interest rates and interest rate derivatives
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 517-550
Persistent link: https://www.econbiz.de/10003887360
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