//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Li, Haitao"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Term structure theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
23
Zinsstruktur
23
Theorie
9
Theory
9
Estimation
7
Schätzung
7
Geldpolitik
6
Monetary policy
6
Risikoprämie
6
Risk premium
6
USA
5
United States
5
Estimation theory
4
Schätztheorie
4
Anleihe
3
Bond
3
Forecasting model
3
Government securities
3
Interest rate derivative
3
Prognoseverfahren
3
Staatspapier
3
Volatility
3
Volatilität
3
Zinsderivat
3
Arbitrage
2
CAPM
2
Capital market returns
2
Corporate bond
2
Credit default swaps
2
Credit derivative
2
Derivat
2
Derivative
2
Geldpolitische Transmission
2
Großbritannien
2
Interest rate
2
Kapitalmarktrendite
2
Kreditderivat
2
Low-interest-rate policy
2
Markov chain
2
Markov-Kette
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
23
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
23
Author
All
Bauer, Michael D.
Li, Haitao
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
18
Akram, Tanweer
17
Monfort, Alain
16
Wu, Liuren
16
Gupta, Rangan
15
Singleton, Kenneth J.
15
Umar, Zaghum
15
Wohar, Mark E.
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Gouriéroux, Christian
14
Thornton, Daniel L.
14
Almeida, Caio
13
Fabozzi, Frank J.
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Rebonato, Riccardo
13
Schwartz, Eduardo S.
13
Artus, Patrick
12
Cebula, Richard J.
12
Chen, Son-nan
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Sarno, Lucio
12
Spencer, Peter D.
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Kugler, Peter
11
Longstaff, Francis A.
11
Realdon, Marco
11
Subrahmanyam, Marti G.
11
Tzavalis, Elias
11
more ...
less ...
Published in...
All
The American economic review
3
International journal of central banking : IJCB
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of money, credit and banking : JMCB
2
Review of finance : journal of the European Finance Association
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
China finance review international
1
European journal of operational research : EJOR
1
International review of finance
1
Journal of empirical finance
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
The American economic review
110
(
2020
)
5
,
pp. 1316-1354
Persistent link: https://www.econbiz.de/10012391812
Saved in:
2
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective
Li, Haitao
;
Ye, Xiaoxia
;
Yu, Fan
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10012291633
Saved in:
3
Exploring mispricing in the term structure of CDS spreads
Jarrow, Robert A.
;
Li, Haitao
;
Ye, Xiaoxia
;
Hu, May
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
1
,
pp. 161-198
Persistent link: https://www.econbiz.de/10012035080
Saved in:
4
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
5
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
Saved in:
6
Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
Li, Haitao
;
Wu, Chunchi
;
Shi, Jian
- In:
China finance review international
7
(
2017
)
2
,
pp. 134-162
Persistent link: https://www.econbiz.de/10011797776
Saved in:
7
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
Saved in:
8
CDS-bond basis and bond return predictability
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
Journal of empirical finance
38
(
2016
),
pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Saved in:
9
Monetary policy expectations at the zero lower bound
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
7
,
pp. 1439-1465
Persistent link: https://www.econbiz.de/10011707930
Saved in:
10
Inflation expectations and the news
Bauer, Michael D.
- In:
International journal of central banking : IJCB
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10010512518
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->