//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit spread"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
Yield curve
337
Zinsstruktur
337
Theorie
141
USA
79
United States
79
Geldpolitik
75
Monetary policy
74
Estimation
52
Schätzung
52
Public bond
45
Öffentliche Anleihe
45
Option pricing theory
38
Optionspreistheorie
38
Risikoprämie
38
Risk premium
38
Interest rate
27
Zins
27
Euro area
26
Eurozone
26
Volatility
26
Anleihe
25
Bond
25
Volatilität
25
Welt
24
World
24
EU countries
23
EU-Staaten
23
Forecasting model
23
Prognoseverfahren
23
Stochastic process
22
Stochastischer Prozess
22
Credit risk
19
Exchange rate
19
Financial crisis
19
Finanzkrise
19
Kreditrisiko
19
Wechselkurs
19
Capital income
18
Kapitaleinkommen
18
more ...
less ...
Online availability
All
Undetermined
40
Free
22
Type of publication
All
Article
78
Book / Working Paper
63
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Arbeitspapier
63
Working Paper
63
Graue Literatur
55
Non-commercial literature
55
Language
All
English
141
Author
All
Rudebusch, Glenn D.
13
Christensen, Jens H. E.
9
Filipović, Damir
4
Bacchetta, Philippe
3
Eberlein, Ernst
3
López, José A.
3
Rutkowski, Marek
3
Smets, Frank
3
Svensson, Lars E. O.
3
Swanson, Eric T.
3
Van Wincoop, Eric
3
Wu, Tao
3
Bauer, Michael D.
2
Bekaert, Geert
2
Björk, Tomas
2
Boyarchenko, Nina
2
Brace, Alan
2
Clarida, Richard H.
2
Correia, Isabel Horta
2
Cúrdia, Vasco
2
Diebold, Francis X.
2
Eijffinger, Sylvester C. W.
2
Favero, Carlo A.
2
Gerlach, Stefan
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Levendorskij, Sergej Z.
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Nieuwerburgh, Stijn van
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Schaling, Eric
2
Taylor, Mark P.
2
Teichmann, Josef
2
Teles, Pedro
2
Woodford, Michael
2
more ...
less ...
Institution
All
Federal Reserve Bank of San Francisco
4
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / Centre for Economic Policy Research
Economic modelling
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
93
NBER Working Paper
83
Journal of banking & finance
78
The journal of fixed income
61
International journal of theoretical and applied finance
51
Journal of financial economics
50
Working paper
42
The review of financial studies
41
The journal of finance : the journal of the American Finance Association
40
Economics letters
38
Finance and stochastics
38
Journal of economic dynamics & control
38
Journal of money, credit and banking : JMCB
35
Finance and economics discussion series
31
Journal of empirical finance
30
Journal of financial and quantitative analysis : JFQA
30
Working paper series / European Central Bank
30
Journal of international money and finance
29
Applied mathematical finance
27
Journal of monetary economics
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Discussion papers / CEPR
23
Journal of econometrics
23
Staff reports / Federal Reserve Bank of New York
22
Discussion paper
21
Finance research letters
21
International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The European journal of finance
20
CESifo working papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
CREATES research paper
17
ECB Working Paper
17
Review of derivatives research
17
SpringerLink / Bücher
17
more ...
less ...
Source
All
ECONIS (ZBW)
141
Showing
1
-
10
of
141
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
2
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
3
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
The excess sensitivity of long-term interest rates and central bank credibility
Park, Kwangyong
- In:
Economic modelling
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013347661
Saved in:
6
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
Saved in:
7
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
8
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
9
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
10
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->