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type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Term structure theory"
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Yield curve
172
Zinsstruktur
172
Theorie
62
Theory
62
Risikoprämie
43
Risk premium
43
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40
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40
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38
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30
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Article in journal
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172
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English
172
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Longstaff, Francis A.
4
Zhang, Jin E.
4
Bai, Jennie
3
Bali, Turan G.
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chen, Son-nan
3
Chernov, Mikhail
3
Filipović, Damir
3
Goldstein, Robert S.
3
Koijen, Ralph S. J.
3
Wu, Ting-pin
3
Yang, Fan
3
Bakshi, Gurdip S.
2
Boyarchenko, Nina
2
Chen, Ren-Raw
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Engstrom, Eric
2
Fan, Longzhen
2
Feldhütter, Peter
2
Jacobs, Kris
2
Joslin, Scott
2
Kimmel, Robert
2
King, Thomas B.
2
Kryzanowski, Lawrence
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Le, Anh
2
Lekkos, Ilias
2
Luo, Xingguo
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Milas, Costas
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Ross, Stephen A.
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Sarno, Lucio
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Singleton, Kenneth J.
2
Song, Dongho
2
Song, Zhaogang
2
Vasicek, Oldrich Alfons
2
Wachter, Jessica
2
Wu, Tao L.
2
Yu, Fan
2
Acharya, Viral V.
1
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Journal of financial economics
The journal of futures markets
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 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
33
The American economic review
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ECONIS (ZBW)
172
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172
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
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:
3
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:
4
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:
5
Harvesting the volatility smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
6
A monetary policy-based explanation of swap spreads in China
Fan, Longzhen
;
Hou, Xin
;
Sun, Qian
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1645-1667
Persistent link: https://www.econbiz.de/10014432922
Saved in:
7
EPU spillovers and sovereign CDS spreads : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1770-1806
Persistent link: https://www.econbiz.de/10014433010
Saved in:
8
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
9
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
10
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
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