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subject:"Volatility"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"CAPM"
~subject:"Schätzung"
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Volatility
CAPM
Schätzung
Yield curve
46
Zinsstruktur
46
Theorie
15
Theory
15
Interest rate
12
Zins
12
USA
11
United States
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Estimation
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Risikoprämie
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Öffentliche Anleihe
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EU countries
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Estimation theory
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Argyropoulos, Efthymios
1
Barbachan, José Santiago Fajardo
1
Batabyal, Sourav
1
Botshekan, Mahmoud
1
Cendejas Bueno, José Luis
1
Eckwert, Bernhard
1
Egly, Peter V.
1
Galindo Andrade, Arturo José
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Gilkeson, James H.
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Golbabaei, Ali
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Güler, Mustafa Haluk
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Halberstadt, Arne
1
Hasse, Jean-Baptiste
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Hyde, Stuart
1
Keleş, Gürsu
1
Killins, Robert N.
1
Kuosmanen, Petri
1
Lajaunie, Quentin
1
Li, Shaoyu
1
Markellos, Raphaēl N.
1
McMillan, David G.
1
Nagy, Krisztina
1
Polat, Tandoğan
1
Porter, Gary E.
1
Psychoyios, Dimitris
1
Shang, Yuhuang
1
Sherif, Mohamed
1
Smith, Stanley D.
1
Su, Xuan-Qi
1
Tzavalis, Elias
1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
NBER working paper series
61
Journal of banking & finance
56
Working paper / National Bureau of Economic Research, Inc.
54
Journal of financial economics
52
NBER Working Paper
51
Journal of international money and finance
37
The journal of fixed income
36
The review of financial studies
36
Finance and economics discussion series
33
International journal of theoretical and applied finance
33
International review of economics & finance : IREF
33
Discussion paper / Centre for Economic Policy Research
32
Finance research letters
30
The journal of finance : the journal of the American Finance Association
29
Applied economics
28
Applied financial economics
28
Journal of empirical finance
28
Journal of financial and quantitative analysis : JFQA
28
The journal of futures markets
26
Working paper
26
Journal of economic dynamics & control
25
Applied economics letters
23
Economic modelling
23
International journal of finance & economics : IJFE
23
Journal of money, credit and banking : JMCB
23
The North American journal of economics and finance : a journal of financial economics studies
23
CESifo working papers
20
Economics letters
20
International review of financial analysis
20
Journal of international financial markets, institutions & money
20
Research paper series / Swiss Finance Institute
20
Working paper series / European Central Bank
19
Discussion paper
18
Discussion papers / CEPR
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
Applied mathematical finance
16
Journal of econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Decomposing the yield curve with linear regressions and survey information
Halberstadt, Arne
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 25-39
Persistent link: https://www.econbiz.de/10014461532
Saved in:
2
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
3
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
4
Does the yield curve signal recessions? : new evidence from an international panel data analysis
Hasse, Jean-Baptiste
;
Lajaunie, Quentin
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 9-22
Persistent link: https://www.econbiz.de/10013334685
Saved in:
5
The capital ratio and the interest rate spread : a panel threshold regression approach
Golbabaei, Ali
;
Botshekan, Mahmoud
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 289-302
Persistent link: https://www.econbiz.de/10013336287
Saved in:
6
The impact of the yield curve on bank equity returns : evidence from Canada
Killins, Robert N.
;
Egly, Peter V.
;
Batabyal, Sourav
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012656308
Saved in:
7
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
8
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:
9
Term structure estimation with missing data : application for emerging markets
Nagy, Krisztina
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 347-360
Persistent link: https://www.econbiz.de/10012416976
Saved in:
10
Interest rate volatility and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
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