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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"CESifo working papers"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Credit spread"
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Yield curve
144
Zinsstruktur
144
Theorie
96
Theory
96
Option pricing theory
38
Optionspreistheorie
38
Risikoprämie
25
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25
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Eberlein, Ernst
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
221
The journal of fixed income
140
Journal of international money and finance
117
Journal of financial economics
115
International journal of theoretical and applied finance
111
Journal of money, credit and banking : JMCB
88
International review of economics & finance : IREF
87
Applied economics
84
The review of financial studies
84
Economics letters
83
Finance research letters
82
The journal of finance : the journal of the American Finance Association
74
Economic modelling
73
Journal of monetary economics
72
Journal of empirical finance
71
Journal of economic dynamics & control
69
Applied financial economics
67
International review of financial analysis
65
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Journal of international financial markets, institutions & money
58
The North American journal of economics and finance : a journal of financial economics studies
57
The journal of futures markets
57
Finance and stochastics
51
Journal of econometrics
51
Applied mathematical finance
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The European journal of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
International journal of finance & economics : IJFE
43
Asia-Pacific financial markets
37
Review of finance : journal of the European Finance Association
37
Journal of international economics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of macroeconomics
33
Review of quantitative finance and accounting
33
The American economic review
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ECONIS (ZBW)
144
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1
Fiscal limits and the pricing of Eurobonds
Pallara, Kevin
;
Renne, Jean-Paul
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1216-1237
Persistent link: https://www.econbiz.de/10014513919
Saved in:
2
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
3
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
Saved in:
4
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
5
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
6
Vanishing contagion spreads
Duarte, Diogo
;
Prieto, Rodolfo
;
Rindisbacher, Marcel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
Saved in:
7
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
8
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
9
Tractable term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8411-8429
Persistent link: https://www.econbiz.de/10014280217
Saved in:
10
Disappointment aversion, term structure, and predictability puzzles in bond markets
Augustin, Patrick
;
Tédongap, Roméo
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6266-6293
Persistent link: https://www.econbiz.de/10012666104
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