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subject:"Risk premium"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Option pricing theory"
~type:"article"
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Search: subject_exact:"Term structure theory"
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Risk premium
Option pricing theory
Yield curve
85
Zinsstruktur
85
Estimation
29
Schätzung
29
Risikoprämie
23
Credit risk
21
Kreditrisiko
21
Theorie
21
Theory
21
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18
Öffentliche Anleihe
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Corporate bond
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Credit spread
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Liquidity
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Liquidität
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Arakelyan, Armen
1
Ballester, Laura
1
Bazzana, Flavio
1
Binici, Mahir
1
Bouwman, Kees
1
Buis, Boyd
1
Chatterjee, Ujjal Kanti
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International review of economics & finance : IREF
Journal of banking & finance
68
International journal of theoretical and applied finance
47
Journal of financial economics
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
The journal of fixed income
34
Journal of international money and finance
30
Finance research letters
27
Applied mathematical finance
24
Journal of empirical finance
24
The journal of computational finance
23
The review of financial studies
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
International review of financial analysis
20
The journal of finance : the journal of the American Finance Association
20
Finance and stochastics
18
Journal of economic dynamics & control
18
Journal of international financial markets, institutions & money
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Review of derivatives research
17
The North American journal of economics and finance : a journal of financial economics studies
17
Quantitative finance
16
Review of finance : journal of the European Finance Association
15
The journal of futures markets
15
International journal of financial engineering
14
Journal of money, credit and banking : JMCB
14
Applied economics
13
Risks : open access journal
13
Journal of financial and quantitative analysis : JFQA
12
The quarterly journal of finance
12
Applied financial economics
11
Asia-Pacific financial markets
11
Economic modelling
11
Economics letters
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The European journal of finance
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Journal of international economics
10
Journal of monetary economics
10
Research in international business and finance
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of econometrics
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ECONIS (ZBW)
26
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1
Do corporate credit spreads predict the real economy?
Chatterjee, Ujjal Kanti
;
Bazzana, Flavio
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 272-286
Persistent link: https://www.econbiz.de/10014492144
Saved in:
2
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
3
The effect of economic and political uncertainty on sovereign CDS spreads
Pan, Wei-Fong
;
Wang, Xinjie
;
Xiao, Yaqing
;
Xu, Weike
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10014446419
Saved in:
4
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
5
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
6
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
7
The liquidity impact of Chinese green bonds spreads
Su, Tong
;
Lin, Boqiang
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 318-334
Persistent link: https://www.econbiz.de/10013543137
Saved in:
8
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
9
Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura
;
González-Urteaga, Ana
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 643-663
Persistent link: https://www.econbiz.de/10012672072
Saved in:
10
Do bond markets find inflation targets credible? : evidence from five inflation-targeting countries
Kim, Young Min
;
Kang, Kyu Ho
;
Ka, Kook
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 66-84
Persistent link: https://www.econbiz.de/10012485697
Saved in:
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