//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Centre for Analytical Finance <Århus>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"International Center for Financial Asset Management and Engineering"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Term structure theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
26
Zinsstruktur
26
Theorie
14
Theory
14
USA
6
United States
6
Estimation
5
Schätzung
5
CAPM
3
Geldpolitik
3
Interest rate derivative
3
Markov chain
3
Markov-Kette
3
Monetary policy
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Stochastic process
3
Stochastischer Prozess
3
Zinsderivat
3
Brasilien
2
Brazil
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Erwartungsbildung
2
Expectation formation
2
Forecasting model
2
Geldmarkt
2
Money market
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Statistical test
2
Statistischer Test
2
Swap
2
Volatility
2
Volatilität
2
1993-2002
1
Arbitrage
1
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Article in journal
1
Aufsatz in Zeitschrift
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
25
Portuguese
1
Author
All
Thornton, Daniel L.
6
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Sarno, Lucio
2
Scaillet, Olivier
2
Shin Jensen, Malene
2
Andrés, Javier
1
Araújo, Carlos Hamilton V.
1
Bacchetta, Philippe
1
Cheng, Peng
1
Daniels, Kenneth N.
1
Dittmar, Robert F.
1
Flôres Jr., Renato G.
1
Galluccio, Stefano
1
Gavin, William T.
1
Huang, Zhijhang
1
Issler, João Victor
1
Lima, Alexandre Maia Correira
1
Ly, Jean-Michel
1
López-Salido, José David
1
Nelson, Edward
1
Schmid, Wolfgang
1
Svenstrup, Mikkel
1
Tzotchev, Dobromir
1
Valente, Giorgio
1
Van Wincoop, Eric
1
Wen, Yi
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Escola de Pós-Graduação em Economia <Rio de Janeiro>
Federal Reserve Bank of St. Louis
International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
269
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
International Monetary Fund
8
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
Rodney L. White Center for Financial Research
5
World Bank
5
Banco Central do Brasil
4
Federal Reserve Bank of New York
4
Federal Reserve System / Division of Research and Statistics
4
Internationaler Währungsfonds / European Department <1>
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
OECD
3
Reserve Bank of New Zealand
3
University of York / Department of Economics and Related Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of Canada
2
Bank of England / Economics Division
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Federal Reserve System / Board of Governors
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Working paper
7
FAME research paper series
3
Ensaios econômicos
2
Review / Federal Reserve Bank of St. Louis
1
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tobins̉ imperfect asset substitution in optimizing general equilibrium
Andrés, Javier
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987130
Saved in:
2
Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
Saved in:
3
Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
Saved in:
4
Higher order expectations in asset pricing
Bacchetta, Philippe
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240454
Saved in:
5
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986701
Saved in:
6
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
7
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982928
Saved in:
8
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
Saved in:
9
Whatś unique about the federal funds rate? : Evidence from a spectral perspective
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974839
Saved in:
10
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->