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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"Theory"
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CAPM
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Yield curve
192
Zinsstruktur
192
Theorie
103
Risikoprämie
44
Risk premium
44
Option pricing theory
40
Optionspreistheorie
40
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38
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38
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Filipović, Damir
4
Eberlein, Ernst
3
Monfort, Alain
3
Rutkowski, Marek
3
Björk, Tomas
2
Brace, Alan
2
Buraschi, Andrea
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Le, Anh
2
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Musiela, Marek
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Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Teichmann, Josef
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Yang, Jinqiang
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
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1
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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
International review of economics & finance : IREF
Management science : journal of the Institute for Operations Research and the Management Sciences
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
45
The journal of finance : the journal of the American Finance Association
43
Discussion paper / Centre for Economic Policy Research
42
Working paper
42
Finance and stochastics
41
Journal of economic dynamics & control
40
Economics letters
38
Journal of money, credit and banking : JMCB
36
Finance and economics discussion series
33
Journal of financial and quantitative analysis : JFQA
32
Journal of international money and finance
32
Applied mathematical finance
31
Journal of empirical finance
31
Working paper series / European Central Bank
31
Journal of monetary economics
28
Staff reports / Federal Reserve Bank of New York
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Working papers series / Federal Reserve Bank of San Francisco
26
Discussion papers / CEPR
24
Finance research letters
23
Journal of econometrics
23
The European journal of finance
23
Discussion paper
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo working papers
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Applied economics
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ECB Working Paper
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International review of financial analysis
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Review of derivatives research
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ECONIS (ZBW)
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
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
5
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
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6
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:
7
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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8
Vanishing contagion spreads
Duarte, Diogo
;
Prieto, Rodolfo
;
Rindisbacher, Marcel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
Saved in:
9
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
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10
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
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