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subject:"CAPM"
~isPartOf:"Discussion paper / B"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Niedrigzinspolitik"
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Search: subject_exact:"Zinsstruktur"
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CAPM
Niedrigzinspolitik
Yield curve
84
Zinsstruktur
84
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38
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38
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24
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24
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affine arbitrage-free term structure model
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Christensen, Jens H. E.
7
Sandmann, Klaus
6
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3
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3
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2
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis
;
Christensen, Jens H. E.
;
Romero, Damian
-
2024
Persistent link: https://www.econbiz.de/10014467441
Saved in:
2
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
3
Inflation expectations and risk premia in emerging bond markets : evidence from Mexico
Beauregard, Remy
;
Christensen, Jens H. E.
;
Fischer, Eric
; …
-
2021
Persistent link: https://www.econbiz.de/10012548541
Saved in:
4
Accounting for low long-term interest rates : evidence from Canada
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
;
Shultz, …
-
2020
Persistent link: https://www.econbiz.de/10012391368
Saved in:
5
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
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6
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:
7
Measuring the effect of the zero lower bound on yields and exchange rates in the U.K. and Germany
Swanson, Eric T.
;
Williams, John C.
-
2013
Persistent link: https://www.econbiz.de/10009791698
Saved in:
8
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/10010223575
Saved in:
9
Measuring the effect of the zero lower bound on medium- and longer-term interest rates
Swanson, Eric T.
;
Williams, John C.
-
2012
Persistent link: https://www.econbiz.de/10009503252
Saved in:
10
Log-normal interest rate models : stability and methodology
Sandmann, Klaus
;
Sondermann, Dieter
-
1997
Persistent link: https://www.econbiz.de/10000954624
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