//--> //--> //-->
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
~accessRights:"restricted"
~person:"Hördahl, Peter"
~person:"Jarrow, Robert A."
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:"Expectations hypothesis of the term structure"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
7
Zinsstruktur
7
Risikoprämie
5
Risk premium
5
Bond market
3
Public bond
3
Rentenmarkt
3
Theorie
3
Theory
3
Öffentliche Anleihe
3
Anleihe
2
Asia-Pacific region
2
Asiatisch-pazifischer Raum
2
Bond
2
Credit risk
2
Emerging economies
2
Erwartungsbildung
2
Exchange rate
2
Exchange rate risk
2
Expectation formation
2
Kreditrisiko
2
Public debt
2
Schwellenländer
2
Swap
2
Twin Ds
2
Wechselkurs
2
Welt
2
World
2
Währungsrisiko
2
term structure of interest rates
2
Öffentliche Schulden
2
Affine model
1
Affine models
1
Affine models
1
Ankündigungseffekt
1
Announcement effect
1
Arbitrage
1
Bond excess returns
1
CAPM
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
Free
28
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
7
Author
All
Hördahl, Peter
Jarrow, Robert A.
Chernov, Mikhail
16
Gupta, Rangan
14
Umar, Zaghum
14
Akram, Tanweer
13
Favero, Carlo A.
12
Sarno, Lucio
11
Christensen, Jens H. E.
10
Koijen, Ralph S. J.
10
Rebonato, Riccardo
9
Binsbergen, Jules H. van
8
Creal, Drew
8
Kang, Kyu Ho
8
Lustig, Hanno
8
Rudebusch, Glenn D.
8
Vayanos, Dimitri
8
Wu, Jing Cynthia
8
Bekaert, Geert
7
Caldeira, João F.
7
Eijffinger, Sylvester C. W.
7
Filipović, Damir
7
Guidolin, Massimo
7
Jalles, João Tovar
7
Jong, Frank de
7
Nieuwerburgh, Stijn van
7
Okimoto, Tatsuyoshi
7
Wright, Jonathan H.
7
Wu, Chunchi
7
Afonso, António
6
Andreasen, Martin Møller
6
Bauer, Michael D.
6
Boyarchenko, Nina
6
Giglio, Stefano
6
Gubareva, Mariya
6
Ito, Takayasu
6
Kaminska, Iryna
6
Mönch, Emanuel
6
Realdon, Marco
6
Renne, Jean-Paul
6
Tzavalis, Elias
6
Wohar, Mark E.
6
more ...
less ...
Published in...
All
Annual review of financial economics
1
Discussion papers / CEPR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international economics
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inflation-adjusted bonds, swaps, and derivatives
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Annual review of financial economics
15
(
2023
),
pp. 449-471
Persistent link: https://www.econbiz.de/10014426345
Saved in:
2
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
Saved in:
3
Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1321-1341
Persistent link: https://www.econbiz.de/10013367902
Saved in:
4
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
5
The effects of yield control monetary policy : a helicopter money drop to financial institutions
Jarrow, Robert A.
;
Lamichhane, Sujan
- In:
The quarterly journal of finance
10
(
2020
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012423551
Saved in:
6
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
-
2020
Persistent link: https://www.econbiz.de/10012243589
Saved in:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->