//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatilität"
~subject:"Zinsderivat"
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
Volatilität
Zinsderivat
Yield curve
76
Zinsstruktur
76
USA
43
United States
42
Theorie
40
Estimation
18
Schätzung
18
Risikoprämie
14
Risk premium
14
Interest rate derivative
10
CAPM
9
Government securities
9
Staatspapier
9
Corporate bond
7
Großbritannien
7
Interest rate
7
Option pricing theory
7
Optionspreistheorie
7
United Kingdom
7
Unternehmensanleihe
7
Volatility
7
Zins
7
Credit risk
6
Kreditrisiko
6
Börsenkurs
5
Portfolio selection
5
Portfolio-Management
5
Share price
5
Anleihe
4
Bond
4
Capital income
4
Kapitaleinkommen
4
Real interest rate
4
Realzins
4
Stochastic process
4
Stochastischer Prozess
4
Capital structure
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
47
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Konferenzschrift
1
more ...
less ...
Language
All
English
48
Author
All
Collin-Dufresne, Pierre
6
Goldstein, Robert S.
4
Longstaff, Francis A.
4
Ang, Andrew
2
Bekaert, Geert
2
Johannes, Michael
2
Li, Haitao
2
Pearson, Neil D.
2
Schwartz, Eduardo S.
2
Singleton, Kenneth J.
2
Sundaresan, Suresh M.
2
Zhao, Feng
2
Ahn, Chang-mo
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Belo, Frederico
1
Benzoni, Luca
1
Boenawan, Kiekie
1
Bosshardt, Donald I.
1
Buraschi, Andrea
1
Bühler, Wolfgang
1
Campbell, John Y.
1
Carlson, Murray
1
Casassus, Jaime
1
Chapman, David A.
1
Chen, Long
1
Cieślak, Anna
1
Dai, Qiang
1
Duffee, Greg
1
Duffie, Darrell
1
Feldman, David
1
Filipović, Damir
1
Fisher, Mark
1
Froot, Kenneth
1
Gilles, Christian
1
Ho, Thomas S. Y.
1
Hodrick, Robert J.
1
Jarrow, Robert A.
1
Jiltsov, Alexei
1
Jones, Christopher S.
1
more ...
less ...
Institution
All
American Finance Association
1
Published in...
All
The journal of finance : the journal of the American Finance Association
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
Working paper
46
Discussion paper / Centre for Economic Policy Research
45
Economics letters
43
Finance and stochastics
41
The journal of futures markets
41
Journal of economic dynamics & control
40
Journal of money, credit and banking : JMCB
40
Journal of international money and finance
37
Journal of empirical finance
36
Journal of financial and quantitative analysis : JFQA
36
Applied mathematical finance
35
Finance and economics discussion series
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
Working paper series / European Central Bank
32
Journal of econometrics
29
Finance research letters
27
Journal of monetary economics
27
Applied financial economics
26
Discussion papers / CEPR
26
International review of economics & finance : IREF
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Staff reports / Federal Reserve Bank of New York
26
The journal of computational finance
24
Discussion paper
23
Economic modelling
23
International review of financial analysis
23
Working papers series / Federal Reserve Bank of San Francisco
23
CESifo working papers
22
Review of derivatives research
22
The European journal of finance
22
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
2
What drives the cross-section of credit spreads? : a variance decomposition approach
Nozawa, Yoshio
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2045-2072
Persistent link: https://www.econbiz.de/10011764337
Saved in:
3
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
4
Information in the term structure of yield curve volatility
Cieślak, Anna
;
Povala, Pavol
- In:
The journal of finance : the journal of the American …
71
(
2016
)
3
,
pp. 1393-1436
Persistent link: https://www.econbiz.de/10011613566
Saved in:
5
Dividend dynamics and the term structure of dividend strips
Belo, Frederico
;
Collin-Dufresne, Pierre
;
Goldstein, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1115-1160
Persistent link: https://www.econbiz.de/10011317856
Saved in:
6
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
7
Leverage choice and credit spreads when managers risk shift
Carlson, Murray
;
Lazrak, Ali
- In:
The journal of finance : the journal of the American …
65
(
2010
)
6
,
pp. 2323-2362
Persistent link: https://www.econbiz.de/10008778255
Saved in:
8
Identification of maximal affine term structure models
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 743-795
Persistent link: https://www.econbiz.de/10003822769
Saved in:
9
The term structure of real rates and expected inflation
Ang, Andrew
;
Bekaert, Geert
;
Wei, Min
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 797-849
Persistent link: https://www.econbiz.de/10003822775
Saved in:
10
Corporate yield spreads and bond liquidity
Chen, Long
;
Lesmond, David A.
;
Wei, Jason
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10003425755
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->