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~accessRights:"restricted"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Yield curve
Theory
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269
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Backwell, Alex
2
Bianchi, Robert
2
Fan, John Hua
2
Meldrum, Andrew
2
Zhou, Lei
2
Abbritti, Mirko
1
Akram, Qaisar Farooq
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Aramonte, Sirio
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Journal of banking & finance
Finance research letters
63
International review of economics & finance : IREF
63
Journal of international money and finance
57
Journal of financial economics
50
Economic modelling
41
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of empirical finance
38
Applied economics
37
The review of financial studies
31
International journal of theoretical and applied finance
29
Journal of international financial markets, institutions & money
29
Journal of economic dynamics & control
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
International review of financial analysis
26
Economics letters
25
Quantitative finance
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Research in international business and finance
20
Applied economics letters
19
Emerging markets, finance and trade : EMFT
19
Energy economics
19
International journal of financial engineering
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Journal of international economics
17
Journal of monetary economics
17
Pacific-Basin finance journal
17
Review of finance : journal of the European Finance Association
17
The European journal of finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of macroeconomics
15
European journal of operational research : EJOR
14
Journal of financial and quantitative analysis : JFQA
14
Journal of mathematical finance
14
Review of quantitative finance and accounting
14
The journal of corporate finance : contracting, governance and organization
14
The journal of futures markets
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of finance & economics : IJFE
13
International journal of forecasting
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ECONIS (ZBW)
66
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1
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
3
Information acquisition costs and credit spreads
Jaskowski, Marcin
;
Rettl, Daniel A.
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462460
Saved in:
4
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
5
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
6
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
7
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
8
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
9
Individual investment bankers' reputation concerns and bond yield spreads : evidence from China
Lyu, Huaili
;
Wang, Wenming
;
Xu, Si
;
Zhou, Jingting
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463085
Saved in:
10
Risk taking and low longer-term interest rates : evidence from the U.S. syndicated term loan market
Aramonte, Sirio
;
Lee, Seung Jung
;
Stebunovs, Viktors
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013461931
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