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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Theory"
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Search: subject_exact:"Credit spread"
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CAPM
Theory
Yield curve
208
Zinsstruktur
208
Theorie
105
Estimation
42
Schätzung
42
Option pricing theory
39
Optionspreistheorie
39
Risikoprämie
33
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33
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32
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32
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23
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108
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Filipović, Damir
4
Eberlein, Ernst
3
Monfort, Alain
3
Rutkowski, Marek
3
Björk, Tomas
2
Brace, Alan
2
Christensen, Jens H. E.
2
Diebold, Francis X.
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Levendorskij, Sergej Z.
2
Musiela, Marek
2
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2
Rudebusch, Glenn D.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Schotman, Peter C.
2
Teichmann, Josef
2
Yang, Jinqiang
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Andreasen, Martin Møller
1
Aquilina, J.
1
Arakelyan, Armen
1
Aït-Sahalia, Yacine
1
Bagchi, Arunabha
1
Baghestani, Hamid
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Bams, Dennis
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1
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1
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1
Cairns, Andrew
1
Caldeira, João F.
1
Cao, Shijiao
1
Carriero, Andrea
1
Carverhill, Andrew
1
Chan, Jiun Hong
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International review of economics & finance : IREF
Journal of econometrics
NBER working paper series
107
Working paper / National Bureau of Economic Research, Inc.
95
NBER Working Paper
89
Journal of banking & finance
79
The journal of fixed income
69
Journal of financial economics
63
International journal of theoretical and applied finance
57
The review of financial studies
46
Working paper
44
The journal of finance : the journal of the American Finance Association
43
Discussion paper / Centre for Economic Policy Research
42
Finance and stochastics
41
Journal of economic dynamics & control
41
Economics letters
40
Journal of money, credit and banking : JMCB
37
Finance and economics discussion series
34
Journal of financial and quantitative analysis : JFQA
33
Journal of international money and finance
32
Applied mathematical finance
31
Journal of empirical finance
31
Working paper series / European Central Bank
31
Working papers series / Federal Reserve Bank of San Francisco
30
Journal of monetary economics
28
Finance research letters
27
Staff reports / Federal Reserve Bank of New York
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Discussion papers / CEPR
25
The European journal of finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Discussion paper
22
IMF working papers
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
CESifo working papers
21
International review of financial analysis
20
Applied economics
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ECB Working Paper
18
Review of derivatives research
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ECONIS (ZBW)
108
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108
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1
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
2
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
3
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Saved in:
4
Management efficiency uncertainty and its implications for bondholders
Chen, Tsung-Kang
;
Tseng, Yijie
;
Hung, Yu-Shun
;
Huang, …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 73-92
Persistent link: https://www.econbiz.de/10014424049
Saved in:
5
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
6
Pricing like things alike : the role of financial statement comparability in bond pricing
Cao, Shijiao
;
Wang, Jianqiong
;
Zhou, Jianan
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 428-447
Persistent link: https://www.econbiz.de/10013345727
Saved in:
7
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
8
Forecasting bond returns in a macro model
Hou, Keqiang
;
Li, Xing
;
Li, Zeguang
;
Wu, Ting
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 524-545
Persistent link: https://www.econbiz.de/10012671988
Saved in:
9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
10
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
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