//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"International journal of theoretical and applied finance"
~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
316
Zinsstruktur
316
Theorie
151
Option pricing theory
76
Optionspreistheorie
76
Stochastic process
48
Stochastischer Prozess
48
Geldpolitik
43
Monetary policy
43
Volatility
39
Volatilität
38
Interest rate
37
Public bond
37
Zins
37
Öffentliche Anleihe
37
Estimation
36
Interest rate derivative
36
Schätzung
36
Zinsderivat
36
USA
35
United States
35
Risikoprämie
34
Risk premium
34
Anleihe
31
Bond
31
Credit risk
31
Derivat
31
Derivative
31
Kreditrisiko
31
Markov chain
24
Markov-Kette
24
CAPM
22
Swap
20
Portfolio selection
18
Portfolio-Management
18
Welt
17
World
17
Forecasting model
16
Prognoseverfahren
16
more ...
less ...
Online availability
All
Free
22
Undetermined
21
Type of publication
All
Article
129
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
129
Aufsatz in Zeitschrift
129
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
151
Author
All
Rudebusch, Glenn D.
13
Christensen, Jens H. E.
9
Filipović, Damir
4
Rutkowski, Marek
4
Eberlein, Ernst
3
Levendorskij, Sergej Z.
3
López, José A.
3
Rebonato, Riccardo
3
Swanson, Eric T.
3
Wu, Tao
3
Aihara, Shin Ichi
2
Bagchi, Arunabha
2
Bauer, Michael D.
2
Björk, Tomas
2
Boyarchenko, Nina
2
Brace, Alan
2
Diebold, Francis X.
2
Gouriéroux, Christian
2
Hainaut, Donatien
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Nishihara, Michi
2
Rogers, Leonard C. G.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Schmidt, Thorsten
2
Shibata, Takashi
2
Teichmann, Josef
2
Abad, Pilar
1
Abid, Ilyes
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Aquilina, J.
1
Baaquie, Belal E.
1
Bacchetta, Philippe
1
Balke, Nathan S.
1
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
Economic modelling
International journal of theoretical and applied finance
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
Journal of financial economics
50
Working paper
42
Discussion paper / Centre for Economic Policy Research
41
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)
151
Showing
1
-
10
of
151
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
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
8
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:
9
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
10
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
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...
//-->