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subject:"Theory"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Volatilität"
~subject:"Zinsderivat"
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Theory
Volatilität
Zinsderivat
Yield curve
132
Zinsstruktur
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48
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41
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34
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Smets, Frank
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Discussion paper / Centre for Economic Policy Research
NBER working paper series
110
Working paper / National Bureau of Economic Research, Inc.
102
Journal of banking & finance
96
NBER Working Paper
93
International journal of theoretical and applied finance
75
The journal of fixed income
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
63
The review of financial studies
49
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48
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32
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26
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International review of financial analysis
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ECONIS (ZBW)
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1
Debt sustainability and the terms of official support
Corsetti, Giancarlo
;
Erce, Aitor
;
Uy, Timothy
-
2018
Persistent link: https://www.econbiz.de/10012037784
Saved in:
2
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
-
2018
Persistent link: https://www.econbiz.de/10011861957
Saved in:
3
The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh
;
Kuehn, Lars-Alexander
; …
-
2018
Persistent link: https://www.econbiz.de/10011900163
Saved in:
4
A macroeconomic model with financially constrained producers and intermediaries
Elenev, Vadim
;
Landvoigt, Tim
;
Nieuwerburgh, Stijn van
-
2017
Persistent link: https://www.econbiz.de/10011739872
Saved in:
5
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
-
2016
Persistent link: https://www.econbiz.de/10011609220
Saved in:
6
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
Persistent link: https://www.econbiz.de/10011494133
Saved in:
7
Search for yield
Martinez-Miera, David
;
Repullo, Rafael
-
2015
Persistent link: https://www.econbiz.de/10011392173
Saved in:
8
Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo
;
Zhang, Lei
-
2015
Persistent link: https://www.econbiz.de/10010533079
Saved in:
9
Credit friction and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011442830
Saved in:
10
Option-based credit spreads
Culp, Christopher L.
;
Nozawa, Yoshio
;
Veronesi, Pietro
-
2014
Persistent link: https://www.econbiz.de/10010465600
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