//--> //--> //-->
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:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~institution:"Banque de France / Direction des Etudes Economiques et de la Recherche"
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:"Interest rate spread"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
10
Zinsstruktur
10
Theorie
6
Theory
6
Erwartungsbildung
4
Expectation formation
4
France
4
Frankreich
4
Deutschland
3
Germany
3
USA
3
United States
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
EU countries
2
EU-Staaten
2
Estimation
2
Schätzung
2
1919-1937
1
1960-1996
1
1975-1996
1
Abwertung
1
Asia
1
Asien
1
Capital levy
1
Causality analysis
1
Cointegration
1
Currency devaluation
1
Estimation theory
1
Euromarkets
1
Euromarkt
1
Forecasting model
1
Kausalanalyse
1
Kointegration
1
Norway
1
Norwegen
1
Prognoseverfahren
1
Public bond
1
more ...
less ...
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
7
French
3
Author
All
Jondeau, Eric
5
Lardic, Sandrine
3
Mignon, Valérie
3
Ricart, Roland
2
Bruneau, Catherine
1
Cheng, Peng
1
Hautcoeur, Pierre-Cyrille
1
Scaillet, Olivier
1
Sicsic, Pierre
1
Sédillot, Franck
1
more ...
less ...
Institution
All
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Banque de France / Direction des Etudes Economiques et de la Recherche
National Bureau of Economic Research
269
Centre for Analytical Finance <Århus>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
8
International Monetary Fund
8
University of Exeter / Department of Economics
7
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
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
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
CESifo
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
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve System / Board of Governors
2
Goethe-Universität Frankfurt am Main
2
more ...
less ...
Published in...
All
Notes d'études et de recherche : NER
6
Documents de travail / THEMA
4
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
2
Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
Saved in:
3
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
Saved in:
4
Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
5
Threat of a capital levy, expected devaluation and interest rates in France during the interwar period
Hautcoeur, Pierre-Cyrille
;
Sicsic, Pierre
-
1998
Persistent link: https://www.econbiz.de/10000980485
Saved in:
6
Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine
;
Jondeau, Eric
-
1998
Persistent link: https://www.econbiz.de/10000989563
Saved in:
7
La prévision des taux longs français et allemands à partir d'un modèle à anticipations rationnelles
Jondeau, Eric
;
Sédillot, Franck
-
1998
Persistent link: https://www.econbiz.de/10000989567
Saved in:
8
La théorie des anticipations de la structure par terme : test à partir des titres publics franca̧is
Jondeau, Eric
;
Ricart, Roland
-
1997
Persistent link: https://www.econbiz.de/10000968629
Saved in:
9
Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric
-
1997
Persistent link: https://www.econbiz.de/10000968630
Saved in:
10
The expectation theory : tests on French, German, and American Euro-rates
Jondeau, Eric
;
Ricart, Roland
-
1996
Persistent link: https://www.econbiz.de/10000937563
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->