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type_genre:"Article in journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Fallstudie"
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Search: subject_exact:"Term structure theory"
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Yield curve
74
Zinsstruktur
74
USA
42
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39
Theory
39
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18
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18
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14
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Collin-Dufresne, Pierre
7
Goldstein, Robert S.
5
Longstaff, Francis A.
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Singleton, Kenneth J.
4
Duffee, Greg
3
Ang, Andrew
2
Bekaert, Geert
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Hardouvelis, Gikas A.
2
Johannes, Michael
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Li, Haitao
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1
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1
Auh, Jun Kyung
1
Aït-Sahalia, Yacine
1
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1
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Belo, Frederico
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Cieślak, Anna
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Dai, Qiang
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1
Duffie, Darrell
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1
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The journal of finance : the journal of the American Finance Association
Journal of banking & finance
221
The journal of fixed income
140
Journal of international money and finance
117
Journal of financial economics
115
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
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Finance research letters
80
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
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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
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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)
74
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74
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1
Loan terms and collateral : evidence from the bilateral repo market
Auh, Jun Kyung
;
Landoni, Mattia
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 2997-3036
Persistent link: https://www.econbiz.de/10013464246
Saved in:
2
Risk-sharing and the term structure of interest rates
Schneider, Andrés
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2331-2374
Persistent link: https://www.econbiz.de/10013279830
Saved in:
3
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:
4
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:
5
Income insurance and the equilibrium term structure of equity
Marfè, Roberto
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
Saved in:
6
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:
7
Term structure of consumption risk premia in the cross section of currency returns
Zviadadze, Irina
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1529-1566
Persistent link: https://www.econbiz.de/10011738906
Saved in:
8
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:
9
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:
10
Anchoring on credit spreads
Dougal, Casey
;
Engelberg, Joseph
;
Parsons, Christopher A.
; …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
3
,
pp. 1039-1080
Persistent link: https://www.econbiz.de/10011317861
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