//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Interest rate spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
241
Zinsstruktur
241
Theorie
113
Theory
113
Option pricing theory
58
Optionspreistheorie
58
Interest rate derivative
43
Zinsderivat
43
USA
32
United States
32
Volatility
32
Volatilität
32
Derivat
31
Derivative
31
Stochastic process
28
Stochastischer Prozess
28
Credit risk
24
Kreditrisiko
24
Estimation
23
Interest rate
23
Risikoprämie
23
Risk premium
23
Schätzung
23
Zins
23
Geldpolitik
20
Monetary policy
20
CAPM
19
Swap
19
Forecasting model
18
Prognoseverfahren
18
Anleihe
15
Bond
15
Capital income
14
Kapitaleinkommen
14
Credit derivative
11
Hedging
11
Kreditderivat
11
Markov chain
11
Markov-Kette
11
Geldmarkt
9
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
241
Type of publication (narrower categories)
All
Article in journal
239
Aufsatz in Zeitschrift
239
Conference paper
2
Konferenzbeitrag
2
Systematic review
1
Übersichtsarbeit
1
Language
All
English
Author
All
Chen, Son-nan
5
Rebonato, Riccardo
5
Wu, Ting-pin
5
Kugler, Peter
4
Almeida, Caio
3
Biagini, Francesca
3
Brigo, Damiano
3
Gnoatto, Alessandro
3
Schmidt, Thorsten
3
Baviera, Roberto
2
Benth, Fred Espen
2
Bermin, Hans-Peter
2
Bouchaud, Jean-Philippe
2
Brody, Dorje C.
2
Chiarella, Carl
2
Chu, Chi Chiu
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Hull, John
2
Härtel, Maximilian
2
Koekebakker, Steen
2
Kwok, Yue-Kuen
2
Macrina, Andrea
2
Matacz, Andrew
2
Mercurio, Fabio
2
Nikitopoulos, Christina Sklibosios
2
Nishihara, Michi
2
Peel, David
2
Ramponi, Alessandro
2
Schlögl, Erik
2
Schoenmakers, John
2
Shibata, Takashi
2
Sidenius, Jakob
2
Taylor, Mark P.
2
Weigel, Peter
2
White, Alan
2
Wu, Shu
2
Xu, Wei
2
Yasuoka, Takashi
2
Zeng, Yong
2
more ...
less ...
Published in...
All
The journal of derivatives : the official publication of the International Association of Financial Engineers
Economics letters
International journal of theoretical and applied finance
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
238
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
117
Journal of financial economics
116
Working paper series / European Central Bank
108
Finance and economics discussion series
106
IMF working papers
105
Journal of money, credit and banking : JMCB
92
Working paper
90
International review of economics & finance : IREF
85
The review of financial studies
84
Applied economics
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
76
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
67
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
58
Discussion papers / CEPR
58
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
CESifo working papers
57
ECB Working Paper
57
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
more ...
less ...
Source
All
ECONIS (ZBW)
241
Showing
1
-
10
of
241
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Shock and awe? : bond yield responses to domestic monetary policy in a small-open economy
Nitschka, Thomas
;
Ramelet, Marc-Antoine
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461260
Saved in:
2
Optimal capital structure and credit spreads under pandemic shocks
Yao, Yanming
;
Luo, Pengfei
- In:
Economics letters
224
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014307604
Saved in:
3
Numerical fiscal rules for economic unions : the role of sovereign spreads
Hatchondo, Juan Carlos
;
Martinez, Leonardo
;
Roch, Francisco
- In:
Economics letters
210
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013171264
Saved in:
4
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
5
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
6
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
7
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
8
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
9
Price discovery in US money market benchmarks : LIBOR vs. SOFR
Fassas, Athanasios P.
- In:
Economics letters
204
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012607568
Saved in:
10
Polynomial term structure models
Cheng, Si
;
Tehranchi, Michael R.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650336
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->