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subject:"Bond market"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~subject:"Capital income"
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Bond market
Capital income
Government securities
48
Staatspapier
48
USA
30
United States
30
Yield curve
22
Zinsstruktur
22
Kapitaleinkommen
11
Theorie
11
Theory
11
Estimation
8
Schätzung
8
Public bond
5
Risikoprämie
5
Risk premium
5
Öffentliche Anleihe
5
Volatility
4
Volatilität
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Ankündigungseffekt
3
Announcement effect
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Börsenkurs
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Credit risk
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Derivat
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Derivative
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Forecasting model
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Hedging
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Impact assessment
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Interest rate
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Kreditrisiko
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Prognoseverfahren
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Securities trading
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Share price
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Swap
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Wertpapierhandel
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Wirkungsanalyse
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Zins
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ARCH model
2
ARCH-Modell
2
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Asset-Backed Securities
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Davies, Andrew
2
Abramov, Andrei
1
Bomfim, Antúlio N.
1
Brown, David P.
1
Byrne, Joseph P.
1
Cao, Shuo
1
Chen, Andrew H.
1
Fridson, Martin S.
1
Garman, M. Christopher
1
Han, Seung-Oh
1
Huh, Sahn-Wook
1
Jankowitsch, Rainer
1
Kang, Joseph C.
1
Korobilis, Dimitris
1
Nielsen, Youngju
1
Park, Jeayoung
1
Pichler, Stefan
1
Prendergast, Joseph R.
1
Pungaliya, Raunaq S.
1
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Journal of empirical finance
The journal of fixed income
Finance and economics discussion series
11
Working paper / National Bureau of Economic Research, Inc.
8
FEDS Working Paper
6
Finance research letters
6
Journal of money, credit and banking : JMCB
6
Journal of financial and quantitative analysis : JFQA
5
Applied financial economics
4
International review of financial analysis
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4
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NBER Working Paper
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NBER working paper series
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The review of financial studies
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FRB of New York Staff Report
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International review of economics & finance : IREF
2
Journal of financial economics
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Journal of financial markets
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Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The international journal of business and finance research : IJBFR
2
The journal of business : B
2
The journal of finance : the journal of the American Finance Association
2
The journal of futures markets
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The journal of portfolio management : a publication of Institutional Investor
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
2007 Business & Economics Society International Conference ; Vol. 1
1
Acta Universitatis Danubius / Oeconomica
1
Advances in Pacific Basin financial markets
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ECONIS (ZBW)
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1
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
Saved in:
2
Idiosyncratic returns and relative value in the US Treasury market
Nielsen, Youngju
;
Pungaliya, Raunaq S.
- In:
Journal of empirical finance
44
(
2017
),
pp. 125-144
Persistent link: https://www.econbiz.de/10011818003
Saved in:
3
Forecasting the term structure of government bond yields in unstable environments
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of empirical finance
44
(
2017
),
pp. 209-225
Persistent link: https://www.econbiz.de/10011818024
Saved in:
4
International bond market cointegration using regime switching techniques
Davies, Andrew
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 69-80
Persistent link: https://www.econbiz.de/10003457029
Saved in:
5
Credit spread modeling with regime-switching techniques
Davies, Andrew
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 36-48
Persistent link: https://www.econbiz.de/10002682341
Saved in:
6
Parsimonious estimation of credit spreads
Jankowitsch, Rainer
;
Pichler, Stefan
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 49-63
Persistent link: https://www.econbiz.de/10002682747
Saved in:
7
Evidence on theta and convexity in treasury returns
Kang, Joseph C.
;
Chen, Andrew H.
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10001725703
Saved in:
8
Measuring equilibrium real interest rates : what can we learn form yields on indexed bonds?
Bomfim, Antúlio N.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 61-69
Persistent link: https://www.econbiz.de/10001706067
Saved in:
9
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
Saved in:
10
Information transmission and causality in the Italian treasury bond market
Scalia, Antonio
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 361-384
Persistent link: https://www.econbiz.de/10001375193
Saved in:
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