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subject:"Erwartungsbildung"
~isPartOf:"CREATES research paper"
~subject:"Zins"
~type_genre:"Working Paper"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Erwartungsbildung
Zins
Yield curve
29
Zinsstruktur
29
Theorie
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Theory
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Estimation
8
Forecasting model
8
Prognoseverfahren
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Schätzung
8
Capital income
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Kapitaleinkommen
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Risikoprämie
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Risk premium
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Anleihe
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Bond
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Time series analysis
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Zeitreihenanalyse
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CAPM
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State space model
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Zustandsraummodell
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Expectation formation
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Forecast
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Prognose
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Factor analysis
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Inflation
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Andreasen, Martin Møller
1
Dick, Christian D.
1
Eriksen, Jonas Nygaard
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Osterrieder, Daniela
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Schmeling, Maik
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
36
Working papers / The Levy Economics Institute
27
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20
Working paper series / European Central Bank
20
Working papers / Bank for International Settlements
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Discussion papers of interdisciplinary research project 373
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Notes d'études et de recherche : NER
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Temi di discussione / Banca d'Italia
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Working papers / Bank of England
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Working papers series / Federal Reserve Bank of San Francisco
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Bank of Finland research discussion papers
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ECONIS (ZBW)
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The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
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2
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
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3
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
4
Macro expectations, aggregate uncertainty, and expected term premia
Dick, Christian D.
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2010
Persistent link: https://www.econbiz.de/10008651662
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