//--> //--> //--> //-->
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:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Credit risk"
~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
Credit risk
Theory
Yield curve
133
Zinsstruktur
133
Theorie
83
Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
24
Monetary policy
24
USA
21
United States
21
Risikoprämie
14
Risk premium
14
Anleihe
13
Bond
13
Stochastic process
13
Stochastischer Prozess
13
CAPM
11
Volatility
11
Volatilität
11
Public bond
10
Öffentliche Anleihe
10
Estimation
9
Interest rate derivative
9
Schätzung
9
Zinsderivat
9
Kreditrisiko
8
Swap
8
Impact assessment
7
Wirkungsanalyse
7
term structure modeling
7
Financial market
6
Finanzmarkt
6
Index-linked bond
6
Indexanleihe
6
Low-interest-rate policy
6
Niedrigzinspolitik
6
Portfolio selection
6
Portfolio-Management
6
Zero-Bond
6
more ...
less ...
Online availability
All
Free
24
Undetermined
2
Type of publication
All
Article
63
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
63
Aufsatz in Zeitschrift
63
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
All
English
87
Author
All
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
3
Swanson, Eric T.
3
Wu, Tao
3
Bauer, Michael D.
2
Björk, Tomas
2
Brace, Alan
2
Diebold, Francis X.
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Teichmann, Josef
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Aquilina, J.
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Bielecki, Tomasz R.
1
Bojarčenko, Svetlana I.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
Chen, Li
1
Chen, Nan
1
Cheng, Peng
1
Cheridito, Patrick
1
Cotton, Peter
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
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
International journal of theoretical and applied finance
57
The review of financial studies
48
Working paper
48
The journal of finance : the journal of the American Finance Association
43
Journal of international money and finance
42
Discussion paper / Centre for Economic Policy Research
41
Economics letters
41
Finance and stochastics
39
Journal of economic dynamics & control
38
Finance and economics discussion series
37
Journal of money, credit and banking : JMCB
37
International review of economics & finance : IREF
36
Finance research letters
35
Working paper series / European Central Bank
35
Journal of empirical finance
34
Discussion papers / CEPR
31
Journal of financial and quantitative analysis : JFQA
31
Applied mathematical finance
29
International review of financial analysis
29
Journal of monetary economics
29
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The European journal of finance
27
Journal of econometrics
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Discussion paper
25
Staff reports / Federal Reserve Bank of New York
24
CESifo working papers
23
Economic modelling
23
Asia-Pacific financial markets
20
ECB Working Paper
20
Journal of international financial markets, institutions & money
20
Review of derivatives research
20
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
4
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:
5
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
6
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
7
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
Saved in:
8
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010233356
Saved in:
9
A regime-switching model of the yield curve at the zero bound
Christensen, Jens H. E.
-
2013
Persistent link: https://www.econbiz.de/10010200902
Saved in:
10
Modeling yields at the zero lower bound : are shadow rates the solution?
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
-
2013
Persistent link: https://www.econbiz.de/10010223575
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->