//--> //--> //-->
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:"Journal of financial economics"
~person:"Goldstein, Robert S."
~person:"Jacobs, Kris"
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:"Expectations hypothesis of the term structure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
5
Zinsstruktur
5
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Capital income
2
Credit risk
2
Kapitaleinkommen
2
Kreditrisiko
2
Option pricing theory
2
Optionspreistheorie
2
Risikoprämie
2
Risk premium
2
1970-2003
1
1991-2005
1
Anleihe
1
Bond
1
Capital structure
1
Corporate bond
1
Credit spread
1
Credit spread puzzle
1
Derivat
1
Derivative
1
Estimation
1
Government securities
1
Interest rate derivative
1
Kapitalstruktur
1
Leverage effect
1
Option price
1
Option trading
1
Optionsgeschäft
1
Schätzung
1
Staatspapier
1
Structural models
1
Tail risk
1
Theorie
1
Theory
1
Time series analysis
1
USA
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Goldstein, Robert S.
Jacobs, Kris
Longstaff, Francis A.
4
Bai, Jennie
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
3
Koijen, Ralph S. J.
3
Yang, Fan
3
Bakshi, Gurdip S.
2
Boyarchenko, Nina
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Engstrom, Eric
2
Feldhütter, Peter
2
Joslin, Scott
2
Kimmel, Robert
2
King, Thomas B.
2
Le, Anh
2
Ross, Stephen A.
2
Sarno, Lucio
2
Singleton, Kenneth J.
2
Song, Dongho
2
Song, Zhaogang
2
Vasicek, Oldrich Alfons
2
Wachter, Jessica
2
Yu, Fan
2
Acharya, Viral V.
1
Adrian, Tobias
1
Albagli, Elias
1
Amihud, Yakov
1
Amin, Kaushik I.
1
Andrade, Sandro C.
1
Arnold, Marc
1
Audrino, Francesco
1
Augustin, P.
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bai, Hang
1
more ...
less ...
Published in...
All
Journal of financial economics
The journal of finance : the journal of the American Finance Association
5
The review of financial studies
5
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Working paper / National Bureau of Economic Research, Inc.
3
CREATES research paper
2
FRB of Chicago Working Paper
2
Journal of empirical finance
2
NBER Working Paper
2
NBER working paper series
2
Rotman School of Management Working Paper
2
Working papers / Federal Reserve Bank of Chicago
2
AFA 2013 San Diego Meetings Paper
1
Economics letters
1
Fisher College of Business working paper series
1
Georgetown McDonough School of Business Research Paper
1
Netspar Discussion Paper
1
Staff reports / Federal Reserve Bank of New York
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
2
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
3
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
4
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
5
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->