//--> //--> //-->
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
~institution:"Rodney L. White Center for Financial Research"
~institution:"School of Finance and Business Economics <Perth, Western Australia>"
~institution:"University of York / Department of Economics and Related Studies"
~type_genre:"Non-commercial literature"
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:"Interest rate spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
10
Zinsstruktur
10
USA
6
United States
6
Theorie
4
Theory
4
Government securities
3
Staatspapier
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
1961-1999
1
1974-1997
1
1985-2000
1
1995-1996
1
Anleihe
1
Bond
1
Bond market
1
Business cycle
1
CAPM
1
Credit risk
1
Decision under uncertainty
1
Deutschland
1
Discounting
1
Diskontierung
1
Entscheidung unter Unsicherheit
1
Financial analysis
1
Finanzanalyse
1
Forecast
1
GARCH
1
Germany
1
Großbritannien
1
Impact assessment
1
India
1
Indien
1
Inflation expectations
1
Inflationserwartung
1
Japan
1
Kaufkraftparität
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
10
Graue Literatur
10
Working Paper
10
Language
All
English
10
Author
All
Allen, David E.
2
Diebold, Francis X.
2
Morkel-Kingsbury, Nigel
2
Spencer, Peter D.
2
Aruoba, S. Borağan
1
Brandt, Michael W.
1
Darbha, Gangadhar
1
Li, Canlin
1
Manzur, Meher
1
Rudebusch, Glenn D.
1
Smith, Peter N.
1
Thomas, Lyn C.
1
Wachter, Jessica
1
Wickens, Michael R.
1
Yaron, Amir
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
School of Finance and Business Economics <Perth, Western Australia>
University of York / Department of Economics and Related Studies
National Bureau of Economic Research
19
Centre for Analytical Finance <Århus>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
11
Ekonomiska forskningsinstitutet <Stockholm>
7
Federal Reserve Bank of St. Louis
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Banco Central do Brasil
4
Federal Reserve Bank of Cleveland
4
University of Exeter / Department of Economics
4
Federal Reserve Bank of New York
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
Internationaler Währungsfonds
3
Reserve Bank of New Zealand
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Erasmus Research Institute of Management
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Europäische Zentralbank
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / European Department <1>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
The Wharton Financial Institutions Center
2
University of Western Sydney, Macarthur / Department of Economics and Finance
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Waikato Management School / Department of Economics
2
William Davidson Institute <Ann Arbor, Mich.>
2
Association Luxembourgeoise des Juristes de Banque
1
Banco Central de Costa Rica
1
Banco Central del Ecuador / Dirección de Investigaciones Económicas
1
Banco de Portugal / Departamento de Estatística e Estudos Económicos
1
more ...
less ...
Published in...
All
Working papers / Rodney L. White Center for Financial Research
5
Discussion papers in economics
3
School of Accounting, Finance and Economics & FEMARC working paper series
2
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine macroeconomic models of the term structure of interest rates : the US Treasury market 1961 - 99
Spencer, Peter D.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365079
Saved in:
2
The macroeconomy and the yield curve : a dynamic latent factor approach
Diebold, Francis X.
(
contributor
); …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229558
Saved in:
3
A consumption-based model of the term structure of interest rates
Wachter, Jessica
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003229591
Saved in:
4
Coupon bond valuation with a non-affine discount yield model
Spencer, Peter D.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837674
Saved in:
5
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
6
Asset pricing with observable stochastic discount factors
Smith, Peter N.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001653785
Saved in:
7
Estimaging the benchmark yield curve : a new approach using stochastic frontier functions
Darbha, Gangadhar
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024649
Saved in:
8
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
9
A hidden Markov chain model for the term structure of bond credit risk spreads
Thomas, Lyn C.
(
contributor
);
Allen, David E.
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455847
Saved in:
10
Interest rate term premia and purchasing power parity deviations : the missing link?
Allen, David E.
(
contributor
);
Manzur, Meher
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001455883
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->