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isPartOf:"Journal of monetary economics"
~isPartOf:"Journal of economics & business"
~isPartOf:"The review of financial studies"
~subject:"USA"
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Search: subject_exact:"LIBOR market model"
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Yield curve
187
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United States
94
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76
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32
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Singleton, Kenneth J.
3
Ahn, Dong-Hyun
2
Angelini, Paolo
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Backus, David
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2
Collin-Dufresne, Pierre
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1
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1
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1
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1
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Journal of monetary economics
Journal of economics & business
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
92
Discussion paper / Centre for Economic Policy Research
48
The journal of finance : the journal of the American Finance Association
43
Finance and economics discussion series
42
Journal of banking & finance
41
The journal of fixed income
40
Journal of money, credit and banking : JMCB
39
Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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Economics letters
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International review of financial analysis
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Staff reports / Federal Reserve Bank of New York
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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ECONIS (ZBW)
94
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1
High inflation : low default risk and low equity valuations
Bhamra, Harjoat Singh
;
Dorion, Christian
;
Jeanneret, …
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1192-1252
Persistent link: https://www.econbiz.de/10014228801
Saved in:
2
Man versus machine learning : the term structure of earnings expectations and conditional biases
Binsbergen, Jules H. van
;
Han, Xiao
;
Lopez-Lira, Alejandro
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2361-2396
Persistent link: https://www.econbiz.de/10014320668
Saved in:
3
Sea-level rise exposure and municipal bond yields
Goldsmith-Pinkham, Paul
;
Gustafson, Matthew T.
;
Lewis, Ryan
- In:
The review of financial studies
36
(
2023
)
11
,
pp. 4588-4635
Persistent link: https://www.econbiz.de/10014392060
Saved in:
4
A model-free term structure of U.S. dividend premiums
Ulrich, Maxim
;
Florig, Stephan
;
Seehuber, Ralph
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
Saved in:
5
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
6
The unintended consequences of corporate bond ETFs : evidence from the Taper Tantrum
Dannhauser, Caitlin D.
;
Hoseinzade, Saeid
- In:
The review of financial studies
35
(
2022
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10012799348
Saved in:
7
Monetary policy risk : rules versus discretion
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2308-2344
Persistent link: https://www.econbiz.de/10013188961
Saved in:
8
Subjective bond returns and belief aggregation
Buraschi, Andrea
;
Piatti, Ilaria
;
Whelan, Paul
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
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9
Public debt, consumption growth, and the slope of the term structure
Nguyen, Thien T.
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3742-3776
Persistent link: https://www.econbiz.de/10013350122
Saved in:
10
Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo
;
Khorrami, Paymon
;
Song, Zhaogang
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4630-4673
Persistent link: https://www.econbiz.de/10013400131
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