//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Yield curve
250
Zinsstruktur
250
Theorie
112
Public bond
55
Öffentliche Anleihe
55
Geldpolitik
51
Monetary policy
51
USA
45
United States
45
Risikoprämie
42
Risk premium
42
Estimation
37
Schätzung
37
Option pricing theory
36
Optionspreistheorie
36
Euro area
28
Eurozone
28
Anleihe
26
Bond
26
EU countries
25
EU-Staaten
25
Credit risk
24
Kreditrisiko
24
Volatility
22
Volatilität
22
Emerging economies
18
Interest rate
18
Schwellenländer
18
Zins
18
Exchange rate
17
Public debt
17
Wechselkurs
17
Welt
17
World
17
Öffentliche Schulden
17
Financial crisis
16
Finanzkrise
16
Forecasting model
16
Prognoseverfahren
16
more ...
less ...
Online availability
All
Free
22
Undetermined
9
Type of publication
All
Article
90
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
112
Author
All
Rudebusch, Glenn D.
13
Christensen, Jens H. E.
10
Filipović, Damir
4
Bauer, Michael D.
3
Eberlein, Ernst
3
López, José A.
3
Rutkowski, Marek
3
Swanson, Eric T.
3
Wu, Tao
3
Björk, Tomas
2
Brace, Alan
2
Diebold, Francis X.
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Levendorskij, Sergej Z.
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Teichmann, Josef
2
Ahrens, Ralf
1
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Ambler, Steve
1
Aquilina, J.
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Balvers, Ronald J.
1
Becker, Kent Gregory
1
Bernhardsen, Tom
1
Bielecki, Tomasz R.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Cao, Shuo
1
Carverhill, Andrew
1
Chalamandaris, Georgios
1
more ...
less ...
Institution
All
Federal Reserve Bank of San Francisco
4
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of international money and finance
Working papers series / Federal Reserve Bank of San Francisco
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
Working paper series / European Central Bank
30
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
Discussion paper
21
Finance research letters
21
International review of economics & finance : IREF
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
17
Review of derivatives research
17
SpringerLink / Bücher
17
more ...
less ...
Source
All
ECONIS (ZBW)
112
Showing
61
-
70
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
61
A note on nonaffine solutions of the term structure equations with applications to power exchanges
Teichmann, Josef
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 191-201
Persistent link: https://www.econbiz.de/10002583086
Saved in:
62
The credit-spread puzzle
Tsuji, Chikashi
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1073-1089
Persistent link: https://www.econbiz.de/10003210009
Saved in:
63
Pseudodiffusions and quadratic term structure models
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 393-424
Persistent link: https://www.econbiz.de/10002983089
Saved in:
64
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
65
Multifactor valuation of floating range notes
Nunes, João Pedro Vidal
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 79-97
Persistent link: https://www.econbiz.de/10001917735
Saved in:
66
Pricing in an incomplete market with an affine term structure
Young, Virginia R.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 359-381
Persistent link: https://www.econbiz.de/10002125530
Saved in:
67
A family of term-structure models for long-term risk management and derivative pricing
Cairns, Andrew
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 415-444
Persistent link: https://www.econbiz.de/10002125567
Saved in:
68
The squared Ornstein-Uhlenbeck market
Aquilina, J.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 487-513
Persistent link: https://www.econbiz.de/10002396340
Saved in:
69
Quadratic term structure models for risk-free and defaultable rates
Chen, Li
;
Filipović, Damir
;
Poor, H. Vincent
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 515-536
Persistent link: https://www.econbiz.de/10002396345
Saved in:
70
Vasiček beyond the normal
Norberg, Ragnar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 585-604
Persistent link: https://www.econbiz.de/10002396399
Saved in:
First
Prev
3
4
5
6
7
8
9
10
11
12
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->