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subject:"Anleihe"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~type_genre:"Article in journal"
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Search: subject_exact:"Yield spread"
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Anleihe
Yield curve
110
Zinsstruktur
110
Theorie
57
Theory
57
USA
27
United States
27
Option pricing theory
25
Optionspreistheorie
25
Estimation
20
Schätzung
20
Volatility
17
Volatilität
17
Derivat
16
Derivative
16
Interest rate derivative
13
Stochastic process
13
Stochastischer Prozess
13
Zinsderivat
13
CAPM
12
Risikoprämie
12
Risk premium
12
Bond
9
Capital income
9
Interest rate
9
Kapitaleinkommen
9
Zins
9
Swap
8
Credit risk
7
Kreditrisiko
7
Public bond
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Öffentliche Anleihe
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Credit derivative
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Forecasting model
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Government securities
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Portfolio selection
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Article in journal
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English
9
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Bacinello, Anna Rita
1
Baldeaux, Jan
1
Bansal, Naresh K.
1
Bermin, Hans-Peter
1
Chen, Xinfu
1
Connolly, Robert A.
1
Eriksen, Jonas Nygaard
1
Favero, Carlo A.
1
Flannery, Mark J.
1
Fung, Man Chung
1
Heath, David C.
1
Huang, Ting Ting
1
Ignatieva, Ekaterina
1
Jarrow, Robert A.
1
Melone, Alessandro
1
Morton, Andrew J.
1
Nikolova, Stanislava Stas
1
Ortu, Fulvio
1
Platen, Eckhard
1
Stivers, Christopher T.
1
Stucchi, Patrizia
1
Sun, Bruce Qiang
1
Tamoni, Andrea
1
Öztekin, Özde
1
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Applied mathematical finance
Journal of financial and quantitative analysis : JFQA
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
Emerging markets, finance and trade : EMFT
7
The review of financial studies
7
International review of financial analysis
6
Journal of international financial markets, institutions & money
6
Journal of monetary economics
6
Research in international business and finance
6
Journal of economic dynamics & control
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
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ECONIS (ZBW)
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1667-1703
Persistent link: https://www.econbiz.de/10011928402
Saved in:
3
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:
4
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:
5
The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
Saved in:
6
Leverage expectations and bond credit spreads
Flannery, Mark J.
;
Nikolova, Stanislava Stas
;
Öztekin, …
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
4
,
pp. 689-714
Persistent link: https://www.econbiz.de/10009672483
Saved in:
7
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:
8
Valuation of sinking-fund bonds in the Vasicek and CIR frameworks
Bacinello, Anna Rita
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 269-294
Persistent link: https://www.econbiz.de/10001217788
Saved in:
9
Bond pricing and the term structure of interest rates : a discrete time approximation
Heath, David C.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
4
,
pp. 419-440
Persistent link: https://www.econbiz.de/10001098665
Saved in:
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