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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Credit risk"
~subject:"Theory"
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Credit risk
Theory
Yield curve
200
Zinsstruktur
200
Theorie
121
Geldpolitik
42
Monetary policy
42
Option pricing theory
37
Optionspreistheorie
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Rudebusch, Glenn D.
14
Christensen, Jens H. E.
10
Eberlein, Ernst
4
Filipović, Damir
4
López, José A.
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
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3
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2
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Diebold, Francis X.
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2
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2
Guo, Bin
2
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2
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2
Kennedy, D. P.
2
Kou, Steven
2
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2
Monfort, Alain
2
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Federal Reserve Bank of San Francisco
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
Working papers series / Federal Reserve Bank of San Francisco
Journal of banking & finance
116
NBER working paper series
109
Working paper / National Bureau of Economic Research, Inc.
98
NBER Working Paper
88
The journal of fixed income
71
Journal of financial economics
67
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57
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48
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42
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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International review of financial analysis
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Journal of monetary economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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CESifo working papers
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Economic modelling
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Asia-Pacific financial markets
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ECB Working Paper
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
126
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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
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
4
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:
5
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
6
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
7
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
Shang, Fei
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013464713
Saved in:
8
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
9
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:
10
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
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