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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:"Stochastic process"
~subject:"Theory"
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Stochastic process
Theory
Yield curve
133
Zinsstruktur
133
Theorie
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Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
24
Monetary policy
24
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term structure modeling
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Indexanleihe
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Rudebusch, Glenn D.
14
Christensen, Jens H. E.
10
Eberlein, Ernst
4
Filipović, Damir
4
Levendorskij, Sergej Z.
3
López, José A.
3
Rutkowski, Marek
3
Swanson, Eric T.
3
Teichmann, Josef
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
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Aquilina, J.
1
Bacchetta, Philippe
1
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1
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Boyarchenko, Nina
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Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
Chen, Li
1
Chen, Nan
1
Cheng, Peng
1
Cheridito, Patrick
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
NBER working paper series
102
Working paper / National Bureau of Economic Research, Inc.
93
NBER Working Paper
86
Journal of banking & finance
85
International journal of theoretical and applied finance
71
The journal of fixed income
63
Journal of financial economics
53
Finance and stochastics
45
The review of financial studies
44
Working paper
44
Discussion paper / Centre for Economic Policy Research
41
Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
41
Economics letters
39
Journal of money, credit and banking : JMCB
37
Applied mathematical finance
33
Finance and economics discussion series
33
Journal of empirical finance
31
Working paper series / European Central Bank
31
Journal of financial and quantitative analysis : JFQA
30
Journal of international money and finance
29
Journal of monetary economics
27
Journal of econometrics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Discussion papers / CEPR
23
Finance research letters
23
International review of economics & finance : IREF
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Staff reports / Federal Reserve Bank of New York
22
Discussion paper
21
The European journal of finance
21
Economic modelling
20
CESifo working papers
19
CREATES research paper
19
European journal of operational research : EJOR
19
Insurance / Mathematics & economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Asia-Pacific financial markets
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ECONIS (ZBW)
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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
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
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
Saved in:
9
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:
10
A regime-switching model of the yield curve at the zero bound
Christensen, Jens H. E.
-
2013
Persistent link: https://www.econbiz.de/10010200902
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