//--> //--> //--> //-->
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
isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Yield curve
206
Zinsstruktur
206
Theorie
56
Theory
56
Estimation
53
Schätzung
53
Interest rate
45
Zins
45
Public bond
44
Öffentliche Anleihe
44
Geldpolitik
42
Monetary policy
42
USA
34
United States
34
Forecasting model
26
Risikoprämie
25
Risk premium
25
Euro area
22
Eurozone
22
EU countries
21
EU-Staaten
21
Volatility
20
Volatilität
19
Public debt
16
Öffentliche Schulden
16
Anleihe
15
Bond
15
Credit risk
15
Kreditrisiko
15
Capital income
14
Financial crisis
14
Finanzkrise
14
Kapitaleinkommen
14
Stochastic process
14
Stochastischer Prozess
14
Time series analysis
14
Welt
14
World
14
Zeitreihenanalyse
14
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Baghestani, Hamid
1
Breitung, Jörg
1
Brunetti, Marianna
1
Candelon, Bertrand
1
Carriero, Andrea
1
Chatterjee, Ujjal K.
1
Chen, Ying
1
Eaves, James
1
Egorov, Alexej V.
1
Engle, Robert F.
1
Fan, Jianqing
1
Favero, Carlo A.
1
Fullerton, Thomas M.
1
Fulop, Andras
1
Ge̜bka, Bartosz
1
Giacomini, Raffaella
1
Hejazi, Walid
1
Hewarathna, Ramya
1
Hong, Yongmiao
1
Hördahl, Peter
1
Kaya, Huseyin
1
Kaya, Ilker
1
Ke, Yuan
1
Lange, Ronald H.
1
Levant, Jared
1
Li, Haitao
1
Li, Junye
1
Liao, Yuan
1
Luo, Deqing
1
Ma, Jun
1
Mönch, Emanuel
1
Niu, Linlin
1
Pang, Tao
1
Power, Gabriel J.
1
Roussellet, Guillaume
1
Saar, Dan
1
Saenz-Rojo, Elías D.
1
Shang, Yuhuang
1
Silvapulle, Paramsothy
1
Siriwardane, Emil N.
1
more ...
less ...
Published in...
All
Applied economics
Economic modelling
Journal of econometrics
Journal of forecasting
23
International journal of forecasting
21
Journal of empirical finance
15
Economics letters
14
Finance and economics discussion series
14
NBER working paper series
14
NBER Working Paper
12
Discussion paper / Centre for Economic Policy Research
11
Journal of international money and finance
11
Applied economics letters
10
International review of economics & finance : IREF
10
Journal of economic dynamics & control
10
Staff reports / Federal Reserve Bank of New York
10
Applied financial economics
9
Journal of money, credit and banking : JMCB
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
CREATES research paper
8
Discussion paper / Tinbergen Institute
8
Federal Reserve Bank of Cleveland working paper series
8
Finance research letters
8
The journal of futures markets
8
Working paper
8
International review of financial analysis
7
Journal of applied econometrics
7
Journal of financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The journal of fixed income
6
The review of economics and statistics
6
Tinbergen Institute research series
6
Working paper series / European Central Bank
6
CESifo working papers
5
ECB Working Paper
5
Energy economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A non-knotty inflation risk premium model
Vicente, José Valentim Machado
- In:
Applied economics
55
(
2023
)
28
,
pp. 3271-3278
Persistent link: https://www.econbiz.de/10014299150
Saved in:
2
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
3
Forecasting US yield curve using the dynamic Nelson-Siegel model with random level shift parameters
Luo, Deqing
;
Pang, Tao
;
Xu, Jiawen
- In:
Economic modelling
94
(
2021
),
pp. 340-350
Persistent link: https://www.econbiz.de/10012695028
Saved in:
4
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
5
The predictive power of the yield spread for future economic expansions : evidence from a new approach
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
Economic modelling
75
(
2018
),
pp. 181-195
Persistent link: https://www.econbiz.de/10012101473
Saved in:
6
Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
68
(
2018
),
pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
Saved in:
7
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.
;
Eaves, James
;
Turvey, Calum Greig
; …
- In:
Economic modelling
64
(
2017
),
pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Saved in:
8
Yield spreads, currency movements, and recession predictability for southern border economies in the United States
Fullerton, Thomas M.
;
Saenz-Rojo, Elías D.
;
Walke, Adam G.
- In:
Applied economics
49
(
2017
)
30
,
pp. 2910-2921
Persistent link: https://www.econbiz.de/10011819773
Saved in:
9
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
10
Scenario generation for long run interest rate risk assessment
Engle, Robert F.
;
Roussellet, Guillaume
;
Siriwardane, …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->