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institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
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Search: subject_exact:"Term structure theory"
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Yield curve
37
Zinsstruktur
37
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23
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Thornton, Daniel L.
6
Mikkelsen, Peter
3
Riedel, Frank
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Jaschke, Stefan R.
2
Sarno, Lucio
2
Scaillet, Olivier
2
Shin Jensen, Malene
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1
Bacchetta, Philippe
1
Breitung, Jörg
1
Candelon, Bertrand
1
Cheng, Peng
1
Daniels, Kenneth N.
1
Dankenbring, Henning
1
Dittmar, Robert F.
1
Galluccio, Stefano
1
Gapeev, P. V.
1
Gavin, William T.
1
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Huang, Zhijhang
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Li, Haitao
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Linton, Oliver
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Ly, Jean-Michel
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López-Salido, José David
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Mammen, Enno
1
Nautz, Dieter
1
Nelson, Edward
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Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Stehle, Richard
1
Svenstrup, Mikkel
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
1
Valente, Giorgio
1
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Centre for Analytical Finance <Århus>
Federal Reserve Bank of St. Louis
International Center for Financial Asset Management and Engineering
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
269
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
International Monetary Fund
8
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7
Banque de France / Direction des Etudes Economiques et de la Recherche
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5
Rodney L. White Center for Financial Research
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4
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4
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4
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Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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3
Erasmus Research Institute of Management
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Europäische Zentralbank
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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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
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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
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Discussion papers of interdisciplinary research project 373
13
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Working paper
7
FAME research paper series
3
Review / Federal Reserve Bank of St. Louis
1
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ECONIS (ZBW)
37
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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
On Markovian short rates in term structure models driven by jump-diffusion processes
Gapeev, P. V.
(
contributor
);
Küchler, U.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917033
Saved in:
6
Markovian short rates in a forward rate model with a general class of Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919022
Saved in:
7
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:
8
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
9
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:
10
Federal funds rate prediction
Sarno, Lucio
(
contributor
);
Thornton, Daniel L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971188
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