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type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~isPartOf:"The American economic review"
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Search: subject_exact:"Term structure theory"
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Yield curve
147
Zinsstruktur
147
Theorie
62
Theory
62
Risikoprämie
47
Risk premium
47
Estimation
33
Schätzung
33
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30
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30
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28
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27
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27
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23
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16
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Option pricing theory
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Optionspreistheorie
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Article in journal
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147
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English
147
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Longstaff, Francis A.
4
Lustig, Hanno
4
Rudebusch, Glenn D.
4
Verdelhan, Adrien
4
Bai, Jennie
3
Bauer, Michael D.
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
3
Goldstein, Robert S.
3
Koijen, Ralph S. J.
3
Kurmann, André
3
Le, Anh
3
Otrok, Christopher M.
3
Singleton, Kenneth J.
3
Wright, Jonathan H.
3
Wu, Jing Cynthia
3
Yang, Fan
3
Bacchetta, Philippe
2
Bakshi, Gurdip S.
2
Boyarchenko, Nina
2
Burnside, Craig
2
Campbell, John Y.
2
Cascaldi-Garcia, Danilo
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Engstrom, Eric
2
Feldhütter, Peter
2
Jacobs, Kris
2
Joslin, Scott
2
Kimmel, Robert
2
King, Thomas B.
2
Krishnamurthy, Arvind
2
Piazzesi, Monika
2
Ross, Stephen A.
2
Sarno, Lucio
2
Song, Dongho
2
Song, Zhaogang
2
Swanson, Eric T.
2
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Journal of financial economics
The American economic review
Journal of banking & finance
221
The journal of fixed income
140
Journal of international money and finance
117
International journal of theoretical and applied finance
111
Journal of money, credit and banking : JMCB
88
International review of economics & finance : IREF
85
The review of financial studies
84
Applied economics
83
Economics letters
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
74
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
67
Journal of economic dynamics & control
67
International review of financial analysis
64
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Journal of international financial markets, institutions & money
58
The journal of futures markets
57
The North American journal of economics and finance : a journal of financial economics studies
56
Finance and stochastics
51
Journal of econometrics
51
Applied mathematical finance
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The European journal of finance
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
International journal of finance & economics : IJFE
42
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Asia-Pacific financial markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Review of finance : journal of the European Finance Association
36
Journal of international economics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Journal of macroeconomics
33
Review of quantitative finance and accounting
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ECONIS (ZBW)
147
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1
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10
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147
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date (oldest first)
1
Partisanship in loan pricing
Dagostino, Ramona
;
Gao, Janet
;
Ma, Pengfei
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462638
Saved in:
2
Intermediary balance sheets and the treasury yield curve
Du, Wenxin
;
Hébert, Benjamin
;
Li, Wenhao
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462645
Saved in:
3
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
4
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
5
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
6
The secured credit premium and the issuance of secured debt
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 143-171
Persistent link: https://www.econbiz.de/10013482169
Saved in:
7
It's what you say and what you buy : a holistic evaluation of the corporate credit facilities
Boyarchenko, Nina
;
Kovner, Anna
;
Shachar, Or
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 695-731
Persistent link: https://www.econbiz.de/10013413170
Saved in:
8
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013350614
Saved in:
9
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10013350623
Saved in:
10
Why are commercial loan rates so sticky? : the effect of private information on loan spreads
Demiroglu, Cem
;
James, Christopher M.
;
Velioglu, Guner
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 959-972
Persistent link: https://www.econbiz.de/10013401739
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