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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"
~type_genre:"Aufsatz in Zeitschrift"
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Yield curve
106
Zinsstruktur
106
Theorie
75
Theory
75
Option pricing theory
34
Optionspreistheorie
34
Volatility
13
Volatilität
13
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Eberlein, Ernst
4
Filipović, Damir
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Levendorskij, Sergej Z.
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Rutkowski, Marek
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Teichmann, Josef
3
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Carverhill, Andrew
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1
Chan, Jiun Hong
1
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1
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1
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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
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
86
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
Applied financial economics
67
Journal of economic dynamics & control
67
International review of financial analysis
64
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
42
Management science : journal of the Institute for Operations Research and the Management Sciences
38
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
32
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106
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1
Forecasting output growth using a DSGE-based decomposition of the South African yield curve
Gupta, Rangan
;
Hollander, Hylton
;
Steinbach, Rudi
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 351-378
Persistent link: https://www.econbiz.de/10012219000
Saved in:
2
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
3
Intertemporal diversification of sub-sovereign debt
Knezevic, David
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 453-487
Persistent link: https://www.econbiz.de/10012219025
Saved in:
4
Term structure and interest rate stabilization policies in the Greenspan era
Florio, Anna
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 345-355
Persistent link: https://www.econbiz.de/10012253218
Saved in:
5
Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
Saved in:
6
A time-frequency analysis of the Canadian macroeconomy and the yield curve
Ojo, Mustapha Olalekan
;
Aguiar-Conraria, Luís
;
Soares, …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2333-2351
Persistent link: https://www.econbiz.de/10012255868
Saved in:
7
The role of ECB monetary policy and financial stress on Eurozone sovereign yields
Blot, Christophe
;
Creel, Jérôme
;
Hubert, Paul
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10012284979
Saved in:
8
The arbitrage-free generalized Nelson-Siegel term structure model : does a good in-sample fit imply better out-of-sample forecasts?
Ullah, Wali
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1243-1284
Persistent link: https://www.econbiz.de/10012285551
Saved in:
9
On the pricing of overnight market risk
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1307-1327
Persistent link: https://www.econbiz.de/10012285567
Saved in:
10
On the link between the exchange rates and interest rate differentials in China : evidence from an asymmetric wavelet analysis
Si, Dengkui
;
Li, Xiao-Lin
;
Ge, Xinyu
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2925-2946
Persistent link: https://www.econbiz.de/10012500877
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