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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Working paper series / European Central Bank"
~subject:"Theory"
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Search: subject_exact:"Credit spread"
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Theory
Yield curve
262
Zinsstruktur
262
Theorie
112
Risikoprämie
53
Risk premium
53
EU countries
51
EU-Staaten
51
Geldpolitik
50
Monetary policy
50
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Öffentliche Anleihe
49
Estimation
43
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40
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Option pricing theory
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Optionspreistheorie
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Filipović, Damir
4
Eberlein, Ernst
3
Jaccard, Ivan
3
Rutkowski, Marek
3
Björk, Tomas
2
Brace, Alan
2
Carboni, Giacomo
2
Ejsing, Jacob Wellendorph
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Lemke, Wolfgang
2
Levendorskij, Sergej Z.
2
Monfort, Alain
2
Musiela, Marek
2
Nyholm, Ken
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Schupp, Fabian
2
Teichmann, Josef
2
Tristani, Oreste
2
Yang, Jinqiang
2
Afonso, António
1
Aihara, Shin Ichi
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Akahori, Jirô
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Amisano, Gianni
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Aquilina, J.
1
Arakelyan, Armen
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Assenmacher-Wesche, Katrin
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1
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1
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Berg, Tobias
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Bielecki, Tomasz R.
1
Boyarchenko, Nina
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International review of economics & finance : IREF
Working paper series / European Central Bank
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
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
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
Working papers series / Federal Reserve Bank of San Francisco
22
Discussion paper
21
Finance research letters
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
Economic modelling
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Review of derivatives research
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SpringerLink / Bücher
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ECONIS (ZBW)
112
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21
US-euro area term structure spillovers, implications for central banks
Nyholm, Ken
-
2016
Persistent link: https://www.econbiz.de/10011619957
Saved in:
22
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
23
Carry trades, agent heterogeneity and the exchange rate
Li, Xiao-Ping
;
Zhou, Chun-Yang
;
Tong, Bin
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 343-358
Persistent link: https://www.econbiz.de/10012372800
Saved in:
24
A re-evaluation of the term spread as a leading indicator
Plakandaras, Vasilios
;
Gkonkas, Periklēs
; …
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 476-492
Persistent link: https://www.econbiz.de/10012372831
Saved in:
25
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
-
2014
Persistent link: https://www.econbiz.de/10010239892
Saved in:
26
Term premia implications of macroeconomic regime changes
Carboni, Giacomo
-
2014
Persistent link: https://www.econbiz.de/10010381950
Saved in:
27
The term structure of liquidity premia and the macroeconomy in Canada : a dynamic latent-factor approach
Lange, Ronald Henry
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 164-182
Persistent link: https://www.econbiz.de/10012033841
Saved in:
28
The term premium in a small open economy : a micro-founded approach
Ilek, Alex
;
Rozenshtrom, Irit
- In:
International review of economics & finance : IREF
57
(
2018
),
pp. 333-352
Persistent link: https://www.econbiz.de/10012033882
Saved in:
29
Liquidity and credit risk premia in government bond yields
Ejsing, Jacob Wellendorph
;
Grothe, Magdalena
;
Grothe, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009765202
Saved in:
30
Optimal capital structure with moral hazard
Mu, Congming
;
Wang, Anxing
;
Yang, Jinqiang
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 326-338
Persistent link: https://www.econbiz.de/10011747307
Saved in:
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