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subject:"Erwartungsbildung"
~isPartOf:"Applied financial economics"
~subject:"Schätzung"
~subject:"Zinsderivat"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Erwartungsbildung
Schätzung
Zinsderivat
Yield curve
68
Zinsstruktur
68
Estimation
22
USA
16
United States
16
Theorie
14
Theory
14
Interest rate
11
Zins
11
Forecasting model
9
Großbritannien
9
Prognoseverfahren
9
Risikoprämie
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Risk premium
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United Kingdom
9
Volatility
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Volatilität
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Interest rate derivative
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Australien
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Kapitaleinkommen
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ARCH model
5
ARCH-Modell
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Expectation formation
5
Geldmarkt
5
Japan
5
Money market
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Anleihe
4
Bond
4
Government securities
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Article
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29
Aufsatz in Zeitschrift
29
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English
30
Author
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Hamori, Shigeyuki
2
Novales, Alfonso
2
Nowman, Kalid Ben
2
Abad, Pilar
1
Alles, Lakshman
1
Attaoui, Sami
1
Babbs, Simon H.
1
Beyaert, Arielle
1
Bhar, Ramaprasad
1
Craigwell, Roland C.
1
Domínguez, Emilio
1
Doyle-Lowe, Michelle
1
Felmingham, Bruce S.
1
Fisher, Chay
1
Flores de Frutos, Rafael
1
Giles, David E. A.
1
Guest, Ross
1
Guo, Chen
1
Henry, Ólan Thomas John
1
Ioannides, Michalis
1
Ito, Takayasu
1
Iyer, Sridhar
1
Jackman, Mahalia
1
Jakobsen, Jan Bo
1
Jumah, Adusei
1
Karbuz, Sohbet
1
Kishor, N. Kundan
1
Li, Matthew C.
1
Lin, Bing-huei
1
MacLean, Alan
1
Maisondieu Laforge, Olivier J. P.
1
Mandeno, Robert J.
1
Marfatia, H. A.
1
McDermott, C. John
1
Mili, Medhi
1
Nyholm, Ken
1
Prats Albentosa, María Asuncíon
1
Rebonato, Riccardo
1
Robles Fernández, M. Dolores
1
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Applied financial economics
Journal of banking & finance
51
Working paper / National Bureau of Economic Research, Inc.
46
NBER working paper series
45
Journal of financial economics
42
NBER Working Paper
37
Discussion paper / Centre for Economic Policy Research
34
International journal of theoretical and applied finance
33
Journal of international money and finance
33
The journal of fixed income
33
International review of economics & finance : IREF
31
Working paper
30
Applied economics
29
Finance and economics discussion series
29
Journal of empirical finance
28
The journal of finance : the journal of the American Finance Association
27
Journal of money, credit and banking : JMCB
23
Applied economics letters
22
International journal of finance & economics : IJFE
22
Journal of financial and quantitative analysis : JFQA
22
Finance research letters
21
Journal of economic dynamics & control
21
Economic modelling
20
The review of financial studies
20
Discussion paper
19
The journal of futures markets
19
Discussion papers / CEPR
18
Journal of international financial markets, institutions & money
18
Research paper series / Swiss Finance Institute
18
The North American journal of economics and finance : a journal of financial economics studies
18
Working paper series / European Central Bank
18
CESifo working papers
17
Economics letters
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International review of financial analysis
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
The journal of computational finance
15
BIS working papers
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Journal of econometrics
14
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ECONIS (ZBW)
30
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1
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
2
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
3
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
4
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
5
Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia
;
Craigwell, Roland C.
;
Doyle-Lowe, Michelle
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
Saved in:
6
New evidence of the expectation hypothesis of interest rates : a flexible nonlinear approach
Mili, Medhi
;
Sahut, Jean-Michel
;
Teulon, Fredéric
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009419561
Saved in:
7
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
8
Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.
;
Maisondieu Laforge, Olivier J. P.
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
Saved in:
9
Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
Nowman, Kalid Ben
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1069-1078
Persistent link: https://www.econbiz.de/10009317436
Saved in:
10
Hedging performance of the Libor market model : the cap market case
Attaoui, Sami
- In:
Applied financial economics
21
(
2011
)
16/18
,
pp. 1215-1223
Persistent link: https://www.econbiz.de/10009348308
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