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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"LIBOR market model"
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Kapitaleinkommen
Yield curve
282
Zinsstruktur
282
Theorie
90
Theory
90
Credit risk
63
Kreditrisiko
63
Risikoprämie
59
Risk premium
59
Estimation
58
Schätzung
58
USA
47
United States
47
Public bond
45
Öffentliche Anleihe
45
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39
Interest rate
39
Unternehmensanleihe
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Zins
39
Geldpolitik
38
Monetary policy
38
Capital income
27
Volatility
25
Volatilität
25
Anleihe
24
Bond
24
Option pricing theory
23
Optionspreistheorie
23
Euro area
22
Eurozone
22
EU countries
19
EU-Staaten
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Liquidity
18
Derivat
17
Derivative
17
Liquidität
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Bond market
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Forecasting model
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English
27
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Gil-Alaña, Luis A.
2
Abbritti, Mirko
1
Afonso, António
1
Berardi, Andrea
1
Byrne, Joseph P.
1
Cao, Shuo
1
Capelle-Blancard, Gunther
1
Caporale, Guglielmo Maria
1
Carcel, Hector
1
Chan, Kam C.
1
Chang, Kai
1
Choi, Ahjin
1
Chou, Ting-kai
1
Christensen, Bent Jesper
1
Crifo, Patricia
1
Diaye, Marc-Arthur
1
Evgenidis, Anastasios
1
Feng, Yan Ling
1
Fricke, Christoph
1
Gozluklu, Arie
1
Grazzini, Caterina Forti
1
Groot, Wilma de
1
Guidolin, Massimo
1
Hautsch, Nikolaus
1
Henry, Ólan Thomas John
1
Huang, Wei-Qiang
1
Indriawan, Ivan
1
Ishii, Hokuto
1
Jalles, João Tovar
1
Jiao, Feng
1
Kaminska, Iryna
1
Kang, Kyu Ho
1
Karstanje, Dennis
1
Kjær, Mads Markvart
1
Kolokolova, Olga
1
Korobilis, Dimitris
1
Li, Sheng Ze
1
Lin, Ming-Tsung
1
Liu, Peipei
1
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Applied economics letters
Journal of banking & finance
NBER working paper series
33
NBER Working Paper
27
Finance and economics discussion series
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of financial economics
21
Finance research letters
14
International review of economics & finance : IREF
12
CESifo working papers
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
11
Working paper series / European Central Bank
11
Discussion papers / CEPR
10
FEDS Working Paper
10
Journal of empirical finance
10
The journal of fixed income
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Journal of forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper series / Swiss Finance Institute
9
Journal of economic dynamics & control
8
Journal of monetary economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly journal of finance
8
CREATES research paper
7
Discussion paper
7
International journal of finance & economics : IJFE
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
ECB Working Paper
6
Economic modelling
6
Journal of international financial markets, institutions & money
6
Review of finance : journal of the European Finance Association
6
Working paper in economics
6
Asia-Pacific journal of financial studies
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ECONIS (ZBW)
27
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
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:
3
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:
4
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:
5
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
6
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
7
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:
8
Extraction of proxy relative sovereign bond yield curve factors
Ishii, Hokuto
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1927-1930
Persistent link: https://www.econbiz.de/10013412335
Saved in:
9
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:
10
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
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