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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"CESifo working papers"
~isPartOf:"Review of finance : journal of the European Finance Association"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Credit spread"
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Yield curve
105
Zinsstruktur
105
Theorie
71
Theory
71
Option pricing theory
34
Optionspreistheorie
34
Risikoprämie
18
Risk premium
18
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15
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Aufsatz in Zeitschrift
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106
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106
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Eberlein, Ernst
4
Filipović, Damir
4
Wu, Liuren
4
Jarrow, Robert A.
3
Levendorskij, Sergej Z.
3
Monfort, Alain
3
Rutkowski, Marek
3
Teichmann, Josef
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Björk, Tomas
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Brace, Alan
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Christensen, Jens H. E.
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Gouriéroux, Christian
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Kennedy, D. P.
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Kou, Steven
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Leippold, Markus
2
Musiela, Marek
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2
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Runggaldier, Wolfgang J.
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Scaillet, Olivier
2
Aihara, Shin Ichi
1
Ajevskis, Viktors
1
Akahori, Jirô
1
Andreasen, Martin Møller
1
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Aquilina, J.
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Bagchi, Arunabha
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Bauer, Michael D.
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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
Review of finance : journal of the European Finance Association
Journal of banking & finance
220
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
62
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
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Asia-Pacific financial markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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)
106
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1
Macroeconomic news and stock-bond comovement
Duffee, Greg
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
5
,
pp. 1859-1882
Persistent link: https://www.econbiz.de/10014391611
Saved in:
2
Liquidity risk and funding cost
Bechtel, Alexander
;
Ranaldo, Angelo
;
Wrampelmeyer, Jan
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10014317804
Saved in:
3
Determinants of short-term corporate yield spreads : evidence from the commercial paper market
Huang, Jing-Zhi
;
Liu, Bibo
;
Shi, Zhan
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 539-579
Persistent link: https://www.econbiz.de/10014317896
Saved in:
4
The term structure of equity risk premia : levered noise and new estimates
Boguth, Oliver
;
Carlson, Murray
;
Fisher, Adlai
; …
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
4
,
pp. 1155-1182
Persistent link: https://www.econbiz.de/10014318125
Saved in:
5
Economic policy uncertainty and the yield curve
Leippold, Markus
;
Matthys, Felix
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
4
,
pp. 751-797
Persistent link: https://www.econbiz.de/10013349374
Saved in:
6
The term structure of equity yields : a bottom-up approach
Schröder, David
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
2
,
pp. 661-697
Persistent link: https://www.econbiz.de/10014527221
Saved in:
7
The term structure of short selling costs
Weitzner, Gregory
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 2125-2161
Persistent link: https://www.econbiz.de/10014445766
Saved in:
8
Decomposing long bond returns : a decentralized theory
Carr, Peter
;
Wu, Liuren
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
3
,
pp. 997-1026
Persistent link: https://www.econbiz.de/10014318020
Saved in:
9
Special repo rates and the cross-section of bond prices : the role of the special collateral risk premium*
D'Amico, Stefania
;
Pancost, N. Aaron
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
1
,
pp. 117-162
Persistent link: https://www.econbiz.de/10012878874
Saved in:
10
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1639-1675
Persistent link: https://www.econbiz.de/10012694409
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