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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Interest rate derivative"
~subject:"USA"
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Search: subject_exact:"Yield curve"
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Interest rate derivative
USA
Yield curve
135
Zinsstruktur
135
Theorie
52
Theory
52
Estimation
37
Schätzung
37
United States
32
Risikoprämie
23
Risk premium
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Geldpolitik
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Monetary policy
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Forecasting model
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Prognoseverfahren
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Interest rate
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Großbritannien
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Driffill, John
2
Grasselli, Martino
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Kozicki, Sharon
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Novales, Alfonso
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Abad, Pilar
1
Alfeus, Mesias
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Ang, Andrew
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Applied financial economics
Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
94
The review of financial studies
59
Journal of banking & finance
52
The journal of fixed income
51
The journal of finance : the journal of the American Finance Association
50
Discussion paper / Centre for Economic Policy Research
49
Finance and economics discussion series
42
Journal of money, credit and banking : JMCB
39
International journal of theoretical and applied finance
30
The journal of futures markets
30
Journal of financial and quantitative analysis : JFQA
27
Economics letters
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Journal of international money and finance
26
Journal of financial economics
25
Journal of monetary economics
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NBER working paper series
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Working paper
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Working papers series / Federal Reserve Bank of San Francisco
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International review of financial analysis
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BIS working papers
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Journal of economics & business
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Applied economics
16
The journal of computational finance
15
Working paper series / European Central Bank
15
Review / Federal Reserve Bank of St. Louis
14
Staff reports / Federal Reserve Bank of New York
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IMF working papers
13
International finance discussion papers
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NBER Working Paper
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The review of economics and statistics
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Economic review
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied mathematical finance
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CESifo working papers
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
3
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
4
How does government spending news affect interest rates? : evidence from the United States
Chen, Yong
;
Liu, Dingming
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
Saved in:
5
New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 291-317
Persistent link: https://www.econbiz.de/10010399449
Saved in:
6
Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US
Moessner, Richhild
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 739-751
Persistent link: https://www.econbiz.de/10010402588
Saved in:
7
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:
8
On the informational role of term structure in the US monetary policy rule
Vázquez, Jesús
;
María-Dolores, Ramón
;
Londoño, …
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1852-1871
Persistent link: https://www.econbiz.de/10009786066
Saved in:
9
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
10
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
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