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~isPartOf:"Applied financial economics"
~isPartOf:"IMF working paper"
~subject:"Yield curve"
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Yield curve
Theorie
334
Theory
334
Estimation
170
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170
Forecasting model
164
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164
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141
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141
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Batten, Jonathan A.
3
Catão, Luis
3
Cañonero, Gustavo Enrique
2
Flores de Frutos, Rafael
2
Galai, Dan
2
Gelos, Gaston
2
Hamori, Shigeyuki
2
Hartelius, Kristian
2
Hogan, Warren Pat
2
Kashiwase, Kenichiro
2
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2
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2
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2
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2
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2
Valderrama, Laura
2
Wiener, Zvi
2
Abad, Pilar
1
Akdemir, A.
1
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1
Alper, C. Emre
1
Athanassakos, George
1
Attaoui, Sami
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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3
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1
Internationaler Währungsfonds / Office of Internal Audit and Inspection
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Applied financial economics
IMF working paper
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
117
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
108
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106
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105
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92
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91
International review of economics & finance : IREF
86
Economics letters
85
The review of financial studies
84
Applied economics
83
Finance research letters
80
The journal of finance : the journal of the American Finance Association
76
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Journal of economic dynamics & control
67
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
Discussion papers / CEPR
58
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
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51
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ECONIS (ZBW)
120
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1
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120
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1
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
A regime-switching
model
to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
Saved in:
4
Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki
- In:
Applied financial economics
16
(
2006
)
17
,
pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
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
New evidence of the expectation hypothesis of interest rates : a flexible nonlinear approach
Mili, Medhi
;
Sahut, Jean-Michel
;
Teulon, Fredéric
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009419561
Saved in:
7
Yield curve dynamics and spillovers in Central and Eastern European countries
Hoffmaister, Alexander W.
;
Roldós, Jorge E.
;
Tuladhar, …
-
2010
Persistent link: https://www.econbiz.de/10003963460
Saved in:
8
On the estimation of term structure models and an application to the United States
Gasha, Giancarlo
;
He, Ying
;
Medeiros, Carlos
; …
-
2010
Persistent link: https://www.econbiz.de/10009406531
Saved in:
9
Determinants of emerging market sovereign bond spreads : fundamentals vs financial stress
Bellas, Dimitri
;
Papaioannou, Michael G.
;
Petrova, Iva
-
2010
Persistent link: https://www.econbiz.de/10009406812
Saved in:
10
Sovereign spreads : global risk aversion, contagion or fundamentals?
Caceres, Carlos
;
Guzzo, Vincenzo
;
Segoviano, Miguel
-
2010
Persistent link: https://www.econbiz.de/10003989376
Saved in:
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