//--> //--> //-->
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:"Risk premium"
~person:"Argyropoulos, Efthymios"
~person:"Wickens, Michael R."
~type:"article"
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:"Term structure theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Yield curve
13
Zinsstruktur
13
Theorie
10
Theory
10
Estimation
8
Schätzung
8
Risikoprämie
7
Forecasting model
5
Prognoseverfahren
5
USA
4
United States
4
CAPM
3
Rational expectations
3
Rationale Erwartung
3
ARCH model
2
ARCH-Modell
2
Discounting
2
Diskontierung
2
GARCH
2
Inflation
2
Inflation expectations
2
Inflationserwartung
2
Interest rate
2
Real interest rate
2
Realzins
2
Zins
2
1946-1991
1
1970-1991
1
Consumption forecasts
1
Currency derivative
1
Deutschland
1
Economic forecast
1
Exchange rate
1
Exchange rate forecasting
1
Expectations hypothesis
1
Factor analysis
1
Faktorenanalyse
1
Financial crisis
1
Finanzkrise
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Argyropoulos, Efthymios
Wickens, Michael R.
Hördahl, Peter
7
Tzavalis, Elias
6
Wohar, Mark E.
6
Wu, Chunchi
6
Goldstein, Robert S.
5
Gupta, Rangan
5
Lustig, Hanno
5
Singleton, Kenneth J.
5
Verdelhan, Adrien
5
Wang, Junbo
5
Zhou, Hao
5
Afonso, António
4
Bansal, Ravi
4
Berardi, Andrea
4
Christensen, Jens H. E.
4
Collin-Dufresne, Pierre
4
D'Amico, Stefania
4
Dai, Qiang
4
Guidolin, Massimo
4
Guo, Bin
4
Huang, Jing-Zhi
4
Iania, Leonardo
4
Jarrow, Robert A.
4
Monfort, Alain
4
Moreno, Antonio
4
Rebonato, Riccardo
4
Rudebusch, Glenn D.
4
Taboga, Marco
4
Tristani, Oreste
4
Zinna, Gabriele
4
Abbritti, Mirko
3
Almeida, Caio
3
Andreasen, Martin Møller
3
Augustin, Patrick
3
Avino, Davide
3
Azad, A. S. M. Sohel
3
Bai, Jennie
3
Balcilar, Mehmet
3
more ...
less ...
Published in...
All
International journal of finance & economics : IJFE
2
Journal of money, credit and banking : JMCB
2
Journal of economics and finance : JEF
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
2
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
3
Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10011311197
Saved in:
4
Macroeconomic sources of risk in the term structure
Balfoussia, Hiona
;
Wickens, Michael R.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
1
,
pp. 205-236
Persistent link: https://www.econbiz.de/10003429978
Saved in:
5
Extracting inflation expectations from the term structure : the fisher equation in a multivariate SDF framework
Balfoussia, Hiona
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
11
(
2006
)
3
,
pp. 261-277
Persistent link: https://www.econbiz.de/10003369868
Saved in:
6
A re-examination of the regional expectations hypothesis of the term structure : reconciling the evidence from long-run and short-run tests
Tzavalis, Elias
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
3
(
1998
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10001434205
Saved in:
7
Explaining the failures of the term spread models of the rational expectations hypothesis of the term structure
Tzavalis, Elias
- In:
Journal of money, credit and banking : JMCB
29
(
1997
)
3
,
pp. 364-380
Persistent link: https://www.econbiz.de/10001226631
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->