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subject:"Schätztheorie"
type_genre:"Multi-volume publication"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Schätztheorie
Yield curve
Theorie
372
Theory
372
USA
82
United States
82
CAPM
65
Capital income
48
Kapitaleinkommen
48
Börsenkurs
47
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47
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46
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46
Derivat
33
Derivative
33
Estimation
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Schätzung
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Option pricing theory
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Optionspreistheorie
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Estimation theory
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46
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English
46
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Jiang, George J.
2
Prisman, Eliezer Zeev
2
Abhyankar, Abhay
1
Agca, Senay
1
Anderson, Bing
1
Andreasen, Martin Møller
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1
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1
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1
Dewachter, Hans
1
Doshi, Hitesh
1
Driessen, Joost
1
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Elkamhi, Redouane
1
Eriksen, Jonas Nygaard
1
Fabozzi, Frank J.
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Favero, Carlo A.
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Fisher, Adlai
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1
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Journal of financial and quantitative analysis : JFQA
Economics letters
414
Journal of econometrics
387
Econometric theory
284
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Journal of applied econometrics
144
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Econometric reviews
132
The review of economics and statistics
129
Oxford bulletin of economics and statistics
103
Journal of banking & finance
89
Statistical papers
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
Journal of economic dynamics & control
74
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
Applied economics
64
International economic review
63
The review of economic studies
63
The journal of finance : the journal of the American Finance Association
62
The journal of fixed income
62
Annales d'économie et de statistique
61
Journal of forecasting
61
Journal of financial economics
58
Metrika : international journal for theoretical and applied statistics
57
The review of financial studies
57
International journal of theoretical and applied finance
56
Journal of international money and finance
52
American journal of agricultural economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of monetary economics
46
Journal of empirical finance
45
Journal of money, credit and banking : JMCB
41
Journal of the Royal Statistical Society
41
Finance and stochastics
40
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Management science : journal of the Institute for Operations Research and the Management Sciences
38
International economic journal
36
The Indian economic journal
35
The econometrics journal
34
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ECONIS (ZBW)
46
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
A shadow rate or a quadratic policy rule? : the best way to enforce the zero lower bound in the United States
Andreasen, Martin Møller
;
Meldrum, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2261-2292
Persistent link: https://www.econbiz.de/10012140079
Saved in:
3
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
Saved in:
4
Risk premium information from Treasury-bill yields
Lee, Jaehoon
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 437-454
Persistent link: https://www.econbiz.de/10011929458
Saved in:
5
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
Saved in:
6
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1667-1703
Persistent link: https://www.econbiz.de/10011928402
Saved in:
7
Leverage expectations and bond credit spreads
Flannery, Mark J.
;
Nikolova, Stanislava Stas
;
Öztekin, …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 689-714
Persistent link: https://www.econbiz.de/10009672483
Saved in:
8
Term structure estimation with survey data on interest rate forecasts
Kim, Don H.
;
Orphanides, Athanasios
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10009623133
Saved in:
9
An extended macro-finance model with financial factors
Dewachter, Hans
;
Iania, Leonardo
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
6
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10009623279
Saved in:
10
Predicting glocal stock returns
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003984411
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