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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:"Theory"
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Estimation
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Yield curve
133
Zinsstruktur
133
Theorie
83
Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
24
Monetary policy
24
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Rudebusch, Glenn D.
17
Christensen, Jens H. E.
11
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
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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
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1
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1
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1
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1
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1
Chan, Jiun Hong
1
Chen, Li
1
Chen, Nan
1
Cheng, Peng
1
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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
124
Working paper / National Bureau of Economic Research, Inc.
118
Journal of banking & finance
104
NBER Working Paper
104
The journal of fixed income
72
Journal of financial economics
62
International journal of theoretical and applied finance
57
Discussion paper / Centre for Economic Policy Research
54
Working paper
52
Finance and economics discussion series
51
Journal of international money and finance
50
The journal of finance : the journal of the American Finance Association
49
Journal of economic dynamics & control
48
Journal of money, credit and banking : JMCB
48
The review of financial studies
45
Economics letters
43
Journal of empirical finance
42
International review of economics & finance : IREF
41
Working paper series / European Central Bank
39
Finance and stochastics
38
Finance research letters
38
Journal of financial and quantitative analysis : JFQA
38
Applied economics
32
Economic modelling
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CESifo working papers
30
Discussion paper
30
Journal of econometrics
30
Journal of monetary economics
30
Applied economics letters
29
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Discussion papers / CEPR
29
Applied mathematical finance
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Staff reports / Federal Reserve Bank of New York
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
International review of financial analysis
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The European journal of finance
23
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ECONIS (ZBW)
89
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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
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:
3
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
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
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:
6
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
7
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2016
-
Revised: January 20, 2016
Persistent link: https://www.econbiz.de/10011529375
Saved in:
8
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
Saved in:
9
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:
10
Can spanned term structure factors drive stochastic yield volatility?
Christensen, Jens H. E.
;
Lopez, Jose A.
;
Rudebusch, Glenn D.
-
2014
Persistent link: https://www.econbiz.de/10010256285
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