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~isPartOf:"Applied financial economics"
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Search: subject:"Yield curve"
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Estimation
Yield curve
140
Zinsstruktur
140
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39
Theorie
31
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31
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30
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30
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27
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39
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Nowman, Kalid Ben
2
Alles, Lakshman
1
Aysun, Uluc
1
Babbs, Simon H.
1
Beyaert, Arielle
1
Bhar, Ramaprasad
1
Bu, Ruijun
1
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1
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1
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1
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Applied financial economics
Economic modelling
Working paper / National Bureau of Economic Research, Inc.
38
Journal of banking & finance
36
NBER working paper series
34
Journal of financial economics
30
International review of economics & finance : IREF
29
Journal of international money and finance
29
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29
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27
Discussion paper / Centre for Economic Policy Research
25
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24
Journal of empirical finance
23
Applied economics letters
22
International journal of finance & economics : IJFE
21
Working paper
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Finance research letters
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The journal of finance : the journal of the American Finance Association
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Research paper series / Swiss Finance Institute
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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15
Discussion papers / CEPR
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Journal of economic dynamics & control
15
Journal of international financial markets, institutions & money
15
Working paper series / European Central Bank
14
BIS working papers
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International review of financial analysis
12
Journal of econometrics
12
The review of financial studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Banque de France Working Paper
10
Economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
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ECONIS (ZBW)
39
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1
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
2
Fiscal stimulus in a high-debt economy? : a DSGE analysis
Wang, Shu-Ling
- In:
Economic modelling
98
(
2021
),
pp. 118-135
Persistent link: https://www.econbiz.de/10012793641
Saved in:
3
Does high external debt predict lower economic growth? : role of sovereign spreads and institutional quality
Wang, Ruohan
;
Xue, Yi
;
Zheng, Wenping
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163900
Saved in:
4
A new test for fiscal sustainability with endogenous sovereign bond yields : evidence for EU economies
Mackiewicz-Łyziak, Joanna
;
Łyziak, Tomasz
- In:
Economic modelling
82
(
2019
),
pp. 136-151
Persistent link: https://www.econbiz.de/10012202846
Saved in:
5
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the
yield
curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
6
A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel
;
Novales, Alfonso
;
Platania, Federico
- In:
Economic modelling
72
(
2018
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
Saved in:
7
Is the credit channel alive? : firm-level evidence on the sensitivity of borrowing spreads to monetary policy
Aysun, Uluc
;
Jeon, Kiyoung
;
Kabukcuoglu, Zeynep
- In:
Economic modelling
75
(
2018
),
pp. 305-319
Persistent link: https://www.econbiz.de/10012101534
Saved in:
8
Factors causing movements of
yield
curve
in India
Kanjilal, Kakali
- In:
Economic modelling
31
(
2013
),
pp. 739-751
Persistent link: https://www.econbiz.de/10009731392
Saved in:
9
The macroeconomic determinants of the US term structure during the Great Moderation
Paccagnini, Alessia
- In:
Economic modelling
52
(
2016
),
pp. 216-225
Persistent link: https://www.econbiz.de/10011645630
Saved in:
10
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
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