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subject:"Anleihe"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~type_genre:"Article in journal"
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Search: subject_exact:"Yield spread"
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Anleihe
Yield curve
69
Zinsstruktur
69
Theorie
29
Theory
29
Option pricing theory
23
Optionspreistheorie
23
Volatility
12
Volatilität
12
Bond
11
Interest rate
11
Stochastic process
11
Stochastischer Prozess
11
Zins
11
Derivat
10
Derivative
10
Interest rate derivative
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Risikoprämie
10
Risk premium
10
Zinsderivat
10
Credit risk
9
Kreditrisiko
9
China
8
Corporate bond
8
Estimation
8
Schätzung
8
Unternehmensanleihe
8
CAPM
7
Emerging economies
6
Schwellenländer
6
Bond market
5
Credit rating
5
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5
Rentenmarkt
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4
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Öffentliche Anleihe
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11
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Article in journal
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11
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English
11
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An, Yunbi
1
Bacinello, Anna Rita
1
Baldeaux, Jan
1
Bermin, Hans-Peter
1
Chen, Xinfu
1
Cortazar, Gonzalo
1
Fung, Man Chung
1
Gao, Haoyu
1
Gubareva, Mariya
1
Huang, Ting Ting
1
Ignatieva, Ekaterina
1
Kim, Minki
1
Lee, Kiryoung
1
Li, Jingsi
1
Li, Xinting
1
Lin, Yimin
1
Ortega, Hector
1
Ortu, Fulvio
1
Ouyang, Yiling
1
Platen, Eckhard
1
Qi, Yawei
1
Romero, Rodrigo
1
Stucchi, Patrizia
1
Su, Yunpeng
1
Sun, Bruce Qiang
1
Teplova, Tamara V.
1
Umar, Zaghum
1
Wen, Huiyu
1
Xiao, Xiaoyi
1
Xu, Xinkuo
1
Xuan Vinh Vo
1
Yang, Baochen
1
Yin, Danyang
1
Yu, Qianlong
1
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Applied mathematical finance
Emerging markets, finance and trade : EMFT
Journal of banking & finance
17
The journal of fixed income
16
Finance research letters
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of international money and finance
13
International journal of theoretical and applied finance
10
International review of economics & finance : IREF
10
Economic modelling
8
Journal of financial economics
8
Applied economics letters
7
The review of financial studies
7
International review of financial analysis
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Journal of monetary economics
6
Research in international business and finance
6
Journal of financial and quantitative analysis : JFQA
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Pacific-Basin finance journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of corporate finance : contracting, governance and organization
5
Applied economics
4
Applied financial economics
4
Credit and capital markets : Kredit und Kapital
4
Economics letters
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Insurance / Mathematics & economics
4
International journal of bonds and derivatives
4
International journal of forecasting
4
Journal of emerging market finance
4
Journal of empirical finance
4
Quantitative finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of wealth management
4
European journal of operational research : EJOR
3
Finance and stochastics
3
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ECONIS (ZBW)
11
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1
Pricing the pandemic : evidence from the bond market in China
Gao, Haoyu
;
Ouyang, Yiling
;
Wen, Huiyu
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10014444336
Saved in:
2
How and why does green bond have lower issuance interest rate? : evidence from China
Xu, Xinkuo
;
Li, Jingsi
;
Yin, Danyang
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 138-148
Persistent link: https://www.econbiz.de/10014444355
Saved in:
3
Research on corporate bond risk premium and default based on voluntary dual ratings selection
Yu, Qianlong
;
Xiao, Xiaoyi
;
Lin, Yimin
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
6
,
pp. 1690-1706
Persistent link: https://www.econbiz.de/10014289783
Saved in:
4
Flights-to-quality from em bonds to safe-haven us treasury securities : a time-frequency analysis
Gubareva, Mariya
;
Umar, Zaghum
;
Teplova, Tamara V.
; …
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
2
,
pp. 338-362
Persistent link: https://www.econbiz.de/10013548031
Saved in:
5
How valuable is market-and firm-specific information for calculating bond spreads in an emerging market?
Cortazar, Gonzalo
;
Ortega, Hector
;
Romero, Rodrigo
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
1
,
pp. 164-179
Persistent link: https://www.econbiz.de/10012802061
Saved in:
6
Macro factors and bond returns in China
Li, Xinting
;
Yang, Baochen
;
Su, Yunpeng
;
Qi, Yawei
;
An, …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
7
,
pp. 1871-1882
Persistent link: https://www.econbiz.de/10013190219
Saved in:
7
Investor sentiment and bond risk premia : evidence from China
Lee, Kiryoung
;
Kim, Minki
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
4
,
pp. 915-933
Persistent link: https://www.econbiz.de/10012210629
Saved in:
8
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
Saved in:
9
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
10
Bonds and options in exponentially affine bond models
Bermin, Hans-Peter
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 513-534
Persistent link: https://www.econbiz.de/10009710929
Saved in:
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