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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"International review of economics & finance : IREF"
~subject:"CAPM"
~subject:"Theory"
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CAPM
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Yield curve
154
Zinsstruktur
154
Theorie
82
Option pricing theory
36
Optionspreistheorie
36
Estimation
29
Schätzung
29
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28
Kreditrisiko
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Filipović, Damir
4
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3
Rutkowski, Marek
3
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2
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2
Gouriéroux, Christian
2
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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
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
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The European journal of finance
23
Discussion paper
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
CESifo working papers
20
Applied economics
18
ECB Working Paper
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International review of financial analysis
18
Review of derivatives research
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ECONIS (ZBW)
85
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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
Pricing like things alike : the role of financial statement comparability in bond pricing
Cao, Shijiao
;
Wang, Jianqiong
;
Zhou, Jia'nan
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 428-447
Persistent link: https://www.econbiz.de/10013345727
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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