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~isPartOf:"The journal of futures markets"
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Interest rate derivative
137
Zinsderivat
137
USA
118
United States
114
Public bond
58
Yield curve
58
Zinsstruktur
58
Öffentliche Anleihe
58
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50
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50
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40
Volatility
35
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35
Zins
26
Interest rate
25
Derivat
21
Derivative
21
Option pricing theory
18
Optionspreistheorie
18
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17
Währungsderivat
17
CAPM
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English
203
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Chance, Don M.
5
Gay, Gerald D.
5
Chen, Ren-Raw
4
Hegde, Shantaram P.
4
Koch, Timothy W.
4
Kolb, Robert W.
4
Zhang, Jin E.
4
Arak, Marcelle V.
3
Bali, Turan G.
3
Bhattacharya, Anand K.
3
Chen, Son-nan
3
Hein, Scott E.
3
Kawaller, Ira G.
3
Krehbiel, Timothy L.
3
Ma, Christopher K.
3
MacDonald, S. Scott
3
Wu, Ting-pin
3
Adkins, Lee Chester
2
Batlin, Carl A.
2
Cakici, Nusret
2
Castelino, Mark G.
2
Chatterjee, Sris
2
Cole, C. Steven
2
Fan, Longzhen
2
Frino, Alex
2
Fung, Hung-gay
2
Ghosh, Dilip K.
2
Goodman, Laurie Sharon
2
Hill, Joanne M.
2
Jones, Frank Joseph
2
Jordan, James V.
2
Kane, Alex
2
Koppenhaver, Gary D.
2
Lekkos, Ilias
2
Livingston, Miles
2
Luo, Xingguo
2
Marcus, Alan J.
2
Milas, Costas
2
Peterson, Richard Lewis
2
Poskitt, Russell
2
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
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The journal of futures markets
NBER working paper series
907
Working paper / National Bureau of Economic Research, Inc.
828
NBER Working Paper
735
IMF Working Papers
617
Discussion paper / Centre for Economic Policy Research
518
Journal of banking & finance
440
IMF working papers
421
Working paper series / European Central Bank
394
Journal of international money and finance
367
Journal of money, credit and banking : JMCB
321
IMF Staff Country Reports
316
Working paper
291
Journal of monetary economics
290
Applied economics
288
ECB Working Paper
269
Finance and economics discussion series
269
Economic modelling
267
Economics letters
264
Discussion papers / CEPR
251
CESifo working papers
223
Journal of economic dynamics & control
216
Journal of macroeconomics
206
IMF working paper
202
Discussion paper
197
International review of economics & finance : IREF
192
The journal of fixed income
182
Applied financial economics
177
MPRA Paper
171
Journal of financial economics
170
Applied economics letters
162
The review of financial studies
150
IMF Working Paper
149
Journal of international financial markets, institutions & money
148
Finance research letters
143
European economic review : EER
142
International journal of theoretical and applied finance
138
Working papers / Bank for International Settlements
137
The journal of finance : the journal of the American Finance Association
134
International journal of central banking : IJCB
132
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ECONIS (ZBW)
203
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1
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
2
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
3
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan
;
Gellert, Karol
;
Schlögl, Erik
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
5
The information in global
interest
rate
futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
6
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
7
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
8
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
9
A new option for mortality-interest rates
Lin, Tzuling
;
Tsai, Cary Chi-Liang
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10014293018
Saved in:
10
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
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