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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:"Financial market"
~subject:"Theory"
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Financial market
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Yield curve
133
Zinsstruktur
133
Theorie
83
Option pricing theory
33
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33
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24
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Rudebusch, Glenn D.
14
Christensen, Jens H. E.
13
Filipović, Damir
4
Swanson, Eric T.
4
Eberlein, Ernst
3
López, José A.
3
Rutkowski, Marek
3
Wu, Tao
3
Bauer, Michael D.
2
Björk, Tomas
2
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2
Diebold, Francis X.
2
Fischer, Eric
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
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1
Chan, Jiun Hong
1
Chen, Li
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1
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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
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
108
Working paper / National Bureau of Economic Research, Inc.
100
NBER Working Paper
88
Journal of banking & finance
82
The journal of fixed income
61
International journal of theoretical and applied finance
53
Journal of financial economics
52
Discussion paper / Centre for Economic Policy Research
44
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43
The review of financial studies
41
Journal of economic dynamics & control
40
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40
Economics letters
39
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38
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37
Finance and economics discussion series
34
Working paper series / European Central Bank
34
Journal of empirical finance
31
Journal of financial and quantitative analysis : JFQA
30
Journal of international money and finance
29
Journal of monetary economics
28
Applied mathematical finance
27
Journal of econometrics
25
Discussion papers / CEPR
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Finance research letters
23
International review of economics & finance : IREF
23
Staff reports / Federal Reserve Bank of New York
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22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
CESifo working papers
20
The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics
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ECB Working Paper
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Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
2
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:
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
Inflation expectations and risk premia in emerging bond markets : evidence from Mexico
Beauregard, Remy
;
Christensen, Jens H. E.
;
Fischer, Eric
; …
-
2021
Persistent link: https://www.econbiz.de/10012548541
Saved in:
6
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:
7
Accounting for low long-term interest rates : evidence from Canada
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
;
Shultz, …
-
2020
Persistent link: https://www.econbiz.de/10012391368
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8
Bond flows and liquidity : do foreigners matter?
Christensen, Jens H. E.
;
Fischer, Eric
;
Shultz, Patrick
-
2019
-
This version: March 1, 2019
Persistent link: https://www.econbiz.de/10011980536
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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