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subject:"Optionspreistheorie"
~isPartOf:"Applied economics letters"
~subject:"Capital income"
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Search: subject_exact:"Interest rate spread"
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Optionspreistheorie
Capital income
Yield curve
61
Zinsstruktur
61
Estimation
22
Schätzung
22
Public bond
16
Öffentliche Anleihe
16
Geldpolitik
15
Interest rate
15
Monetary policy
15
Zins
15
Theorie
12
Theory
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10
Prognoseverfahren
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9
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9
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9
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Afonso, António
1
Caporale, Guglielmo Maria
1
Chan, Kam C.
1
Chang, Kai
1
Evgenidis, Anastasios
1
Feng, Yan Ling
1
Gil-Alaña, Luis A.
1
Grazzini, Caterina Forti
1
Guidolin, Massimo
1
Huang, Wei-Qiang
1
Ishii, Hokuto
1
Jalles, João Tovar
1
Li, Sheng Ze
1
Liu, Peipei
1
Liu, Wang
1
Lu, Ning
1
Martin-Valmayor, Miguel Ángel
1
Siriopoulos, Costas
1
Sousa, Ricardo M.
1
Wang, Xin
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Xie, Yan
1
Zhang, Jing
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Applied economics letters
International journal of theoretical and applied finance
44
Journal of banking & finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of financial economics
27
The journal of fixed income
25
The journal of computational finance
23
Applied mathematical finance
21
Finance research letters
21
Finance and stochastics
19
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of futures markets
17
Quantitative finance
16
International review of economics & finance : IREF
14
Journal of international money and finance
14
International journal of financial engineering
13
Journal of empirical finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
The review of financial studies
13
Journal of economic dynamics & control
12
Journal of financial and quantitative analysis : JFQA
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Risks : open access journal
11
The European journal of finance
11
Journal of forecasting
10
Economic modelling
9
Economics letters
9
The journal of finance : the journal of the American Finance Association
9
Applied financial economics
8
Asia-Pacific financial markets
8
International journal of finance & economics : IJFE
8
International review of financial analysis
8
Journal of econometrics
8
Journal of monetary economics
8
Journal of risk and financial management : JRFM
8
The quarterly journal of finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Asia-Pacific journal of financial studies
7
European journal of operational research : EJOR
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
3
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
4
Extraction of proxy relative sovereign bond yield curve factors
Ishii, Hokuto
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1927-1930
Persistent link: https://www.econbiz.de/10013412335
Saved in:
5
The impacts of liquidity measures and credit rating on corporate bond yield spreads : evidence from China's green bond market
Chang, Kai
;
Feng, Yan Ling
;
Liu, Wang
;
Lu, Ning
;
Li, …
- In:
Applied economics letters
28
(
2021
)
17
,
pp. 1446-1457
Persistent link: https://www.econbiz.de/10012626592
Saved in:
6
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
Saved in:
7
Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios
;
Siriopoulos, Costas
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
Saved in:
8
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
Saved in:
9
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1085-1088
Persistent link: https://www.econbiz.de/10009655655
Saved in:
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