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subject:"Kapitaleinkommen"
~isPartOf:"Applied financial economics"
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Search: subject_exact:"Internationaler Zinszusammenhang"
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Kapitaleinkommen
Yield curve
68
Zinsstruktur
68
Estimation
22
Schätzung
22
USA
16
United States
16
Theorie
14
Theory
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Interest rate
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Zins
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Großbritannien
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Prognoseverfahren
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United Kingdom
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Interest rate derivative
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Public bond
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Zinsderivat
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Australien
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Erwartungsbildung
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Expectation formation
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Geldmarkt
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Japan
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Bond
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Government securities
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Ayling, David E.
1
Chua, Choong Tze
1
Hodgkinson, Lynn
1
Koh, Winston T. H.
1
Li, Matthew C.
1
Li, Ning
1
Maisondieu Laforge, Olivier J. P.
1
Nyholm, Ken
1
Ramaswamy, Krishna
1
Rebonato, Riccardo
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Steeley, James M.
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Wohar, Mark E.
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Applied financial economics
NBER working paper series
33
NBER Working Paper
27
Finance and economics discussion series
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of financial economics
21
Journal of banking & finance
18
Finance research letters
14
International review of economics & finance : IREF
12
CESifo working papers
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
11
Working paper series / European Central Bank
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Discussion papers / CEPR
10
FEDS Working Paper
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Journal of empirical finance
10
The journal of fixed income
10
Applied economics letters
9
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Journal of forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper series / Swiss Finance Institute
9
Journal of economic dynamics & control
8
Journal of monetary economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly journal of finance
8
CREATES research paper
7
Discussion paper
7
International journal of finance & economics : IJFE
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
ECB Working Paper
6
Economic modelling
6
Journal of international financial markets, institutions & money
6
Review of finance : journal of the European Finance Association
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Working paper in economics
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
5
Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
Saved in:
6
An examination of the information role of the yield spread and stock returns for predicting future GDP
Li, Ning
;
Ayling, David E.
;
Hodgkinson, Lynn
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 593-597
Persistent link: https://www.econbiz.de/10001770839
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