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subject:"Theory"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Zinsstruktur"
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Theory
Zinsstruktur
Anleihe
38
Bond
38
Theorie
21
Yield curve
18
Capital income
8
Credit risk
8
Estimation
8
Kapitaleinkommen
8
Kreditrisiko
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Public bond
8
Schätzung
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Öffentliche Anleihe
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bond risk premia
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29
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Au, Kelly T.
1
Bacinello, Anna Rita
1
Baldeaux, Jan
1
Bartov, Eli
1
Berardi, Andrea
1
Bermin, Hans-Peter
1
Borup, Daniel
1
Buraschi, Andrea
1
Chen, Xinfu
1
Choong, Lilly
1
Christensen, Jens H. E.
1
Chun, Albert Lee
1
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1
Dubiel-Teleszynski, Tomasz
1
Elkamhi, Redouane
1
Elliott, Robert J.
1
Eriksen, Jonas Nygaard
1
Faurel, Lucile
1
Feunou, Bruno
1
Fontaine, Jean-Sébastien
1
Fung, Man Chung
1
Gargano, Antonio
1
Goard, Joanna
1
Hsu, Alex
1
Huang, Ting Ting
1
Hughston, Lane P.
1
Ignatieva, Ekaterina
1
Illeditsch, Philipp Karl
1
Joslin, Scott
1
Kalogeropoulos, Konstantinos
1
Karouzakis, Nikolaos
1
Kjær, Mads Markvart
1
Li, Erica X. N.
1
Lou, Yun
1
López, José A.
1
Macrina, Andrea
1
Markovich, Michael
1
McKenzie, George
1
Mohanram, Partha
1
Morellec, Erwan
1
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Applied mathematical finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
39
The journal of fixed income
36
Finance research letters
26
NBER working paper series
25
Working paper / National Bureau of Economic Research, Inc.
22
Journal of financial economics
17
The review of financial studies
16
International review of economics & finance : IREF
14
International journal of theoretical and applied finance
13
Journal of international money and finance
13
NBER Working Paper
13
Discussion paper
12
Discussion papers / CEPR
12
Working papers series / Federal Reserve Bank of San Francisco
12
Discussion paper / Centre for Economic Policy Research
11
Insurance / Mathematics & economics
10
Journal of financial and quantitative analysis : JFQA
10
Risks : open access journal
10
The journal of finance : the journal of the American Finance Association
10
Working paper
10
Applied economics letters
9
Economic modelling
9
Economics letters
9
The handbook of fixed income securities
9
The journal of corporate finance : contracting, governance and organization
9
Wiley finance series
9
CREATES research paper
8
Finance and economics discussion series
8
Gabler Edition Wissenschaft
8
International review of financial analysis
8
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
Advances in futures and options research : a research annual
7
Emerging markets, finance and trade : EMFT
7
Journal of international financial markets, institutions & money
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Research in international business and finance
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ECONIS (ZBW)
29
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1
Predicting bond return predictability
Borup, Daniel
;
Eriksen, Jonas Nygaard
;
Kjær, Mads Markvart
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 931-951
Persistent link: https://www.econbiz.de/10014513793
Saved in:
2
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
3
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
4
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
5
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
6
The optimality of call provision terms
Powers, Eric
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6581-6601
Persistent link: https://www.econbiz.de/10012666730
Saved in:
7
Real and nominal equilibrium yield curves
Hsu, Alex
;
Li, Erica X. N.
;
Palomino, Francisco
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
Saved in:
8
Unspanned global macro risks in bond returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
Saved in:
9
Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea
;
Markovich, Michael
;
Plazzi, Alberto
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
Saved in:
10
Regulation and market liquidity
Trebbi, Francesco
;
Xiao, Kairong
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 1949-1968
Persistent link: https://www.econbiz.de/10012039714
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