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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:"Kreditrisiko"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
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Kreditrisiko
Niedrigzinspolitik
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
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Stochastischer Prozess
13
CAPM
11
Volatility
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Volatilität
11
Public bond
10
Öffentliche Anleihe
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Estimation
9
Interest rate derivative
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Schätzung
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Zinsderivat
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Credit risk
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Swap
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Impact assessment
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Wirkungsanalyse
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term structure modeling
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Financial market
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Finanzmarkt
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Index-linked bond
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Indexanleihe
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Low-interest-rate policy
6
Portfolio selection
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Portfolio-Management
6
Zero-Bond
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Article
63
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Aufsatz in Zeitschrift
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28
Graue Literatur
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English
91
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Rudebusch, Glenn D.
14
Christensen, Jens H. E.
12
Swanson, Eric T.
5
Eberlein, Ernst
4
Filipović, Damir
4
López, José A.
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Williams, John C.
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
Mirkov, Nikola
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
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Federal Reserve Bank of San Francisco
4
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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
114
Working paper / National Bureau of Economic Research, Inc.
102
NBER Working Paper
93
The journal of fixed income
71
Journal of financial economics
68
International journal of theoretical and applied finance
57
Working paper
49
The review of financial studies
48
Journal of international money and finance
44
The journal of finance : the journal of the American Finance Association
44
Discussion paper / Centre for Economic Policy Research
42
Economics letters
42
Finance and economics discussion series
41
Journal of economic dynamics & control
40
Finance and stochastics
39
Journal of money, credit and banking : JMCB
37
Finance research letters
36
International review of economics & finance : IREF
36
Working paper series / European Central Bank
36
Journal of empirical finance
35
Discussion papers / CEPR
31
Journal of financial and quantitative analysis : JFQA
31
Journal of monetary economics
31
Applied mathematical finance
29
International review of financial analysis
29
Discussion paper
27
Journal of econometrics
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The European journal of finance
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Economic modelling
25
Staff reports / Federal Reserve Bank of New York
24
CESifo working papers
23
ECB Working Paper
23
FEDS Working Paper
21
Journal of international financial markets, institutions & money
21
Applied economics
20
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ECONIS (ZBW)
91
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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
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
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
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
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
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
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