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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Zinsstruktur
Yield curve
130
Theorie
92
Theory
92
Option pricing theory
37
Optionspreistheorie
37
USA
27
United States
27
Volatility
19
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Wu, Liuren
5
Eberlein, Ernst
4
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4
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3
Levendorskij, Sergej Z.
3
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2
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Madan, Dilip B.
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Musiela, Marek
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1
Andreasen, Martin Møller
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
CESifo working papers
Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
221
The journal of fixed income
140
Journal of international money and finance
119
Journal of financial economics
115
International journal of theoretical and applied finance
111
Finance research letters
103
Journal of money, credit and banking : JMCB
89
International review of economics & finance : IREF
88
The review of financial studies
85
Applied economics
83
Economics letters
83
The journal of finance : the journal of the American Finance Association
75
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Journal of economic dynamics & control
68
Applied financial economics
67
Applied economics letters
61
Journal of international financial markets, institutions & money
59
The journal of futures markets
58
The North American journal of economics and finance : a journal of financial economics studies
56
Finance and stochastics
51
Journal of econometrics
51
Applied mathematical finance
50
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
International journal of finance & economics : IJFE
43
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Review of finance : journal of the European Finance Association
38
Asia-Pacific financial markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Journal of international economics
34
Journal of macroeconomics
34
Review of quantitative finance and accounting
33
Journal of forecasting
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ECONIS (ZBW)
130
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
Generalized disappointment aversion and the variance term structure
Babiak, Mykola
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1796-1820
Persistent link: https://www.econbiz.de/10015055429
Saved in:
3
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
4
The dividend term structure
Kragt, Jac
;
Jong, Frank de
;
Driessen, Joost
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
Saved in:
5
A shadow rate or a quadratic policy rule? : the best way to enforce the zero lower bound in the United States
Andreasen, Martin Møller
;
Meldrum, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2261-2292
Persistent link: https://www.econbiz.de/10012140079
Saved in:
6
Investment commonality across insurance companies : fire sale risk and corporate yield spreads
Nanda, Vikram
;
Wu, Wei
;
Zhou, Xing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2543-2574
Persistent link: https://www.econbiz.de/10012165923
Saved in:
7
Tips from TIPS : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 395-436
Persistent link: https://www.econbiz.de/10011929450
Saved in:
8
Risk premium information from Treasury-bill yields
Lee, Jaehoon
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 437-454
Persistent link: https://www.econbiz.de/10011929458
Saved in:
9
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
Saved in:
10
The term structure of expected recovery rates
Doshi, Hitesh
;
Elkamhi, Redouane
;
Ornthanalai, Chayawat
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2619-2661
Persistent link: https://www.econbiz.de/10012128871
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