//--> //--> //--> //-->
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:"Theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Germany"
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:"Interest rate spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Germany
Yield curve
96
Zinsstruktur
96
Theorie
47
Option pricing theory
21
Optionspreistheorie
21
USA
17
United States
17
Estimation
16
Schätzung
16
Interest rate derivative
14
Zinsderivat
14
Volatility
13
Volatilität
13
Forecasting model
11
Prognoseverfahren
11
CAPM
7
Derivat
7
Derivative
7
Estimation theory
7
Schätztheorie
7
Swap
7
Credit risk
6
Kreditrisiko
6
Risikoprämie
6
Risk premium
6
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
Hedging
5
Kapitaleinkommen
5
Anleihe
4
Bond
4
Deutschland
4
Financial analysis
4
Financial crisis
4
Finanzanalyse
4
Finanzkrise
4
Forecast
4
Geldmarkt
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
48
Type of publication (narrower categories)
All
Article in journal
48
Aufsatz in Zeitschrift
48
Systematic review
1
Übersichtsarbeit
1
Language
All
English
48
Author
All
Diebold, Francis X.
3
Christensen, Jens H. E.
2
Hull, John
2
Li, Canlin
2
Rudebusch, Glenn D.
2
Schotman, Peter C.
2
White, Alan
2
Andreasen, Martin Møller
1
Arvanitis, Angelo
1
Aït-Sahalia, Yacine
1
Bams, Dennis
1
Bec, Frédérique
1
Bessembinder, Hendrik
1
Bikbov, Ruslan
1
Bjerregaard Pedersen, Morten
1
Brigo, Damiano
1
Cadle, John
1
Carriero, Andrea
1
Chan, Kung-sik
1
Chen, Ren-Raw
1
Chen, Ying
1
Chernov, Mikhail
1
Chu, Chi Chiu
1
Collin-Dufresne, Pierre
1
Coughenour, Jay F.
1
Crouhy, Michel
1
Dravid, Ajay R.
1
Driessen, Joost
1
Engle, Robert F.
1
Fan, Jianqing
1
Fulop, Andras
1
Galai, Dan
1
Giacomini, Raffaella
1
Goldstein, Robert S.
1
Goliński, Adam
1
Granger, C. W. J.
1
Gregory, Jonathon
1
Guay, Alain
1
Guerre, Emmanuel
1
Hansen, Bruce E.
1
more ...
less ...
Published in...
All
Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
NBER working paper series
104
Working paper / National Bureau of Economic Research, Inc.
100
NBER Working Paper
87
Journal of banking & finance
84
The journal of fixed income
63
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International journal of theoretical and applied finance
53
Journal of financial economics
51
Discussion paper / Centre for Economic Policy Research
50
Working paper
43
Journal of economic dynamics & control
42
The journal of finance : the journal of the American Finance Association
41
The review of financial studies
41
Economics letters
39
Finance and stochastics
38
Journal of money, credit and banking : JMCB
37
Working paper series / European Central Bank
37
Journal of international money and finance
36
Journal of financial and quantitative analysis : JFQA
33
Finance and economics discussion series
31
Journal of empirical finance
31
Journal of monetary economics
29
Applied mathematical finance
27
Discussion paper
25
International review of economics & finance : IREF
24
Discussion papers / CEPR
23
Working papers series / Federal Reserve Bank of San Francisco
23
ECB Working Paper
22
Staff reports / Federal Reserve Bank of New York
22
The European journal of finance
22
Management science : journal of the Institute for Operations Research and the Management Sciences
21
CESifo working papers
20
Discussion paper / Tinbergen Institute
20
Finance research letters
20
Applied financial economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
IMF working papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
2
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
3
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
4
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
5
A unified Willow tree framework for one-factor short-rate models
Wang, Guangguang
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 33-54
Persistent link: https://www.econbiz.de/10011941393
Saved in:
6
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
Saved in:
7
Long memory affine term structure models
Goliński, Adam
;
Zaffaroni, Paolo
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10011594312
Saved in:
8
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
9
Adaptive dynamic Nelson–Siegel term structure model with applications
Chen, Ying
;
Niu, Linlin
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10010379478
Saved in:
10
Monetary policy regimes and the term structure of interest rates
Bikbov, Ruslan
;
Chernov, Mikhail
- In:
Journal of econometrics
174
(
2013
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10009737236
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->