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~isPartOf:"Applied economics letters"
~subject:"Anleihe"
~subject:"Geldpolitik"
~subject:"Optionspreistheorie"
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Anleihe
Geldpolitik
Optionspreistheorie
Yield curve
61
Zinsstruktur
61
Estimation
22
Schätzung
22
Public bond
16
Öffentliche Anleihe
16
Interest rate
15
Monetary policy
15
Zins
15
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12
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21
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Fendel, Ralf
3
Afonso, António
1
Akram, Tanweer
1
Beckworth, David
1
Cebula, Richard J.
1
Chan, Kam C.
1
End, Jan-Willem van den
1
Frenkel, Michael
1
Gadanecz, Blaise
1
Haan, Jakob de
1
Hamori, Naoko
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Hamori, Shigeyuki
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Huang, Wei-Qiang
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Ishii, Hokuto
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Jalles, João Tovar
1
Jang, Woon Wook
1
Kaya, Hüseyin
1
Kilinc, Mustafa
1
Liu, Peipei
1
Matthews, Kent
1
Miyajima, Ken
1
Moon, Kenneth P.
1
Neugebauer, Frederik
1
Payá, Ivan
1
Pham, Thi Hong Hanh
1
Sousa, Ricardo M.
1
Toles, J. Holland
1
Umino, Shingo
1
Urban, Jörg
1
Vries, Tim de
1
Wang, Xin
1
Weber, Enzo
1
Wolters, Jürgen
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1
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Applied economics letters
Journal of banking & finance
60
NBER working paper series
59
Working paper / National Bureau of Economic Research, Inc.
55
International journal of theoretical and applied finance
49
Working paper series / European Central Bank
47
NBER Working Paper
41
Discussion paper / Centre for Economic Policy Research
40
Journal of international money and finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
ECB Working Paper
34
Finance and economics discussion series
33
The journal of fixed income
33
Working papers series / Federal Reserve Bank of San Francisco
33
Journal of monetary economics
31
Finance research letters
30
Discussion papers / CEPR
29
Economic modelling
27
Applied economics
26
Journal of economic dynamics & control
26
Journal of financial economics
26
Journal of money, credit and banking : JMCB
26
Working paper
26
Staff reports / Federal Reserve Bank of New York
25
Working papers / Bank for International Settlements
25
The journal of computational finance
24
Applied mathematical finance
23
Working papers / The Levy Economics Institute
23
The North American journal of economics and finance : a journal of financial economics studies
22
Discussion paper
21
Economics letters
21
International review of economics & finance : IREF
21
Review of derivatives research
21
Finance and stochastics
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Quantitative finance
18
The journal of futures markets
18
Staff working paper / Bank of Canada
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CESifo working papers
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ECONIS (ZBW)
21
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1
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:
2
Multifactor Keynesian models of the long-term interest rate
Akram, Tanweer
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1222-1227
Persistent link: https://www.econbiz.de/10014303847
Saved in:
3
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:
4
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:
5
Monetary policy shocks identified using the entire yield curve : an alternative approach
Jang, Woon Wook
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2020-2031
Persistent link: https://www.econbiz.de/10013552915
Saved in:
6
ECB's communication and the yield curve : core versus periphery effects
Fendel, Ralf
;
Neugebauer, Frederik
;
Kilinc, Mustafa
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 630-634
Persistent link: https://www.econbiz.de/10012501561
Saved in:
7
Credit ratings and bond spreads of the GIIPS
Vries, Tim de
;
Haan, Jakob de
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 107-111
Persistent link: https://www.econbiz.de/10011414439
Saved in:
8
Quantitative easing tilts the balance between monetary and macroprudential policy
End, Jan-Willem van den
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 743-746
Persistent link: https://www.econbiz.de/10011628488
Saved in:
9
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
Saved in:
10
Optimized Taylor rules with domestic bond yields in emerging market economies
Gadanecz, Blaise
;
Miyajima, Ken
;
Urban, Jörg
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 688-692
Persistent link: https://www.econbiz.de/10010530105
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