//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Erwartungsbildung"
~isPartOf:"CREATES research paper"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Erwartungsbildung
Time series analysis
Yield curve
44
Zinsstruktur
44
Theorie
22
Theory
22
Estimation
12
Schätzung
12
Forecasting model
10
Prognoseverfahren
10
USA
9
United States
9
Risikoprämie
8
Risk premium
8
Volatility
8
Volatilität
8
Capital income
7
Kapitaleinkommen
7
Anleihe
6
Bond
6
Expectation formation
6
Zeitreihenanalyse
6
CAPM
5
Public bond
5
State space model
5
Stochastic process
5
Stochastischer Prozess
5
Zustandsraummodell
5
Öffentliche Anleihe
5
Geldpolitik
4
Großbritannien
4
Monetary policy
4
Schock
4
Shock
4
United Kingdom
4
EU countries
3
EU-Staaten
3
Estimation theory
3
Forecast
3
Prognose
3
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
12
Author
All
Andreasen, Martin Møller
1
Bohn Nielsen, Heino
1
Campbell, Bryan
1
Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Dick, Christian D.
1
Dorion, Christian
1
Eriksen, Jonas Nygaard
1
Frömmel, Michael
1
Galbraith, John W.
1
Harris, Richard D. F.
1
Huseynov, Salman
1
Iacone, Fabrizio
1
Jacobs, Kris
1
Karoui, Lotfi
1
Kruse, Robinson
1
Rahbek, Anders
1
Rasmussen, Torben B
1
Schmeling, Maik
1
Schrimpf, Andreas
1
Wel, Michael van der
1
more ...
less ...
Published in...
All
CREATES research paper
Oxford bulletin of economics and statistics
NBER working paper series
16
Discussion paper / Centre for Economic Policy Research
15
Journal of banking & finance
14
Journal of money, credit and banking : JMCB
12
Journal of empirical finance
11
NBER Working Paper
11
Working paper / National Bureau of Economic Research, Inc.
11
Working paper
10
Journal of financial economics
9
Journal of international money and finance
9
Journal of monetary economics
9
Applied economics
8
Economic modelling
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
The journal of fixed income
8
Working paper series / European Central Bank
8
International journal of forecasting
7
Journal of econometrics
7
Applied financial economics
6
Discussion papers / CEPR
6
Economics letters
6
Europäische Hochschulschriften / 5
6
International review of financial analysis
6
Journal of economic dynamics & control
6
Bank of Finland research discussion papers
5
Banque de France Working Paper
5
CESifo working papers
5
Discussion paper
5
Documents de travail / Banque de France
5
Finance and economics discussion series
5
Finance research letters
5
Journal of applied econometrics
5
Journal of international financial markets, institutions & money
5
Staff reports / Federal Reserve Bank of New York
5
Staff working papers / Bank of England
5
Applied economics letters
4
Discussion paper series
4
European economic review : EER
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
2
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
3
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
Saved in:
4
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
5
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
6
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
Saved in:
7
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
8
Macro expectations, aggregate uncertainty, and expected term premia
Dick, Christian D.
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2010
Persistent link: https://www.econbiz.de/10008651662
Saved in:
9
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
Saved in:
10
A semiparametric analysis of the term structure of the US interest rates
Iacone, Fabrizio
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
4
,
pp. 475-490
Persistent link: https://www.econbiz.de/10003856339
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->