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type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~subject:"Theorie"
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Search: subject_exact:"Term structure theory"
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Theorie
Yield curve
115
Zinsstruktur
115
Theory
49
Risikoprämie
40
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40
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30
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30
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26
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Bekaert, Geert
3
Longstaff, Francis A.
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2
D'Amico, Stefania
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Engstrom, Eric
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Joslin, Scott
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Le, Anh
2
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Journal of financial economics
Journal of banking & finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The journal of fixed income
61
International journal of theoretical and applied finance
51
The review of financial studies
41
The journal of finance : the journal of the American Finance Association
39
Finance and stochastics
38
Journal of economic dynamics & control
38
Economics letters
36
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34
Journal of empirical finance
30
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Journal of international money and finance
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Applied mathematical finance
27
Journal of monetary economics
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
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International review of economics & finance : IREF
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Asia-Pacific financial markets
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European journal of operational research : EJOR
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Journal of forecasting
16
International review of financial analysis
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Insurance / Mathematics & economics
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Journal of macroeconomics
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Review of quantitative finance and accounting
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The American economic review
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ECONIS (ZBW)
49
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49
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1
Systematic risk, debt maturity, and the term structure of credit spreads
Chen, Hui
;
Xu, Yu
;
Yang, Jun
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 770-799
Persistent link: https://www.econbiz.de/10012693781
Saved in:
2
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
3
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
4
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
5
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
6
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
7
Benchmark interest rates when the government is risky
Augustin, P.
;
Chernov, Mikhail
;
Schmid, L.
;
Song, Dongho
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10013188604
Saved in:
8
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
9
Private money creation with safe assets and term premia
Infante, Sebastian
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 828-856
Persistent link: https://www.econbiz.de/10012545736
Saved in:
10
The term structure and inflation uncertainty
Breach, Tomas
;
D'Amico, Stefania
;
Orphanides, Athanasios
- In:
Journal of financial economics
138
(
2020
)
2
,
pp. 388-414
Persistent link: https://www.econbiz.de/10012653048
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