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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Estimation"
~subject:"Portfolio selection"
~subject:"Theory"
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Estimation
Portfolio selection
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
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13
Stochastic process
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11
Volatility
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10
Öffentliche Anleihe
10
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9
Schätzung
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9
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Swap
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term structure modeling
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Finanzmarkt
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Index-linked bond
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Indexanleihe
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Niedrigzinspolitik
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29
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English
90
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Rudebusch, Glenn D.
17
Christensen, Jens H. E.
12
Bauer, Michael D.
4
Filipović, Damir
4
Diebold, Francis X.
3
Eberlein, Ernst
3
López, José A.
3
Rutkowski, Marek
3
Swanson, Eric T.
3
Wu, Tao
3
Björk, Tomas
2
Brace, Alan
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
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Aquilina, J.
1
Aruoba, S. Borağan
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Bielecki, Tomasz R.
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
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Federal Reserve Bank of San Francisco
5
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
129
Working paper / National Bureau of Economic Research, Inc.
120
Journal of banking & finance
107
NBER Working Paper
105
The journal of fixed income
74
Journal of financial economics
65
International journal of theoretical and applied finance
58
Discussion paper / Centre for Economic Policy Research
54
Journal of international money and finance
52
Working paper
52
Finance and economics discussion series
51
The journal of finance : the journal of the American Finance Association
50
Journal of money, credit and banking : JMCB
49
Journal of economic dynamics & control
48
The review of financial studies
45
Economics letters
43
Journal of empirical finance
43
International review of economics & finance : IREF
42
Finance research letters
40
Working paper series / European Central Bank
40
Finance and stochastics
39
Journal of financial and quantitative analysis : JFQA
39
Economic modelling
33
Applied economics
32
Discussion paper
31
Journal of econometrics
31
Applied financial economics
30
CESifo working papers
30
Discussion papers / CEPR
30
Journal of monetary economics
30
Applied economics letters
29
Applied mathematical finance
29
International review of financial analysis
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Staff reports / Federal Reserve Bank of New York
26
The European journal of finance
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Research paper series / Swiss Finance Institute
25
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ECONIS (ZBW)
90
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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
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
3
The benefit of inflation-indexed debt : evidence from an mmerging bond market
Ruiz Cardozo, Cristhian Hernando
;
Eggert Christensen, …
-
2023
Persistent link: https://www.econbiz.de/10014287812
Saved in:
4
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
5
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:
6
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:
7
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
8
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2016
-
Revised: January 20, 2016
Persistent link: https://www.econbiz.de/10011529375
Saved in:
9
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
10
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Persistent link: https://www.econbiz.de/10010504116
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