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~isPartOf:"Applied financial economics"
~subject:"Anleihe"
~subject:"Schätzung"
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Search: subject:"Yield curve"
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Anleihe
Schätzung
Yield curve
68
Zinsstruktur
68
Estimation
22
USA
16
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16
Theorie
14
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14
Interest rate
11
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11
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English
25
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Nowman, Kalid Ben
2
Alles, Lakshman
1
Babbs, Simon H.
1
Beyaert, Arielle
1
Bhar, Ramaprasad
1
Boroumand, Raphaël Homayoun
1
Craigwell, Roland C.
1
Doyle-Lowe, Michelle
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
Lee, Hei Wei
1
Li, Matthew C.
1
Lin, Bing-huei
1
MacLean, Alan
1
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Mili, Medhi
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1
Prats Albentosa, María Asuncíon
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1
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1
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1
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1
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Applied financial economics
Journal of banking & finance
51
NBER working paper series
47
Working paper / National Bureau of Economic Research, Inc.
45
Journal of international money and finance
40
International review of economics & finance : IREF
37
Journal of financial economics
35
NBER Working Paper
35
Finance research letters
33
The journal of fixed income
31
Applied economics
28
Discussion paper / Centre for Economic Policy Research
28
Finance and economics discussion series
28
Applied economics letters
27
Working paper
26
Journal of empirical finance
25
Economic modelling
23
Journal of money, credit and banking : JMCB
23
Discussion papers / CEPR
22
International journal of finance & economics : IJFE
22
Journal of financial and quantitative analysis : JFQA
21
Discussion paper
20
Journal of economic dynamics & control
19
Research paper series / Swiss Finance Institute
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of finance : the journal of the American Finance Association
19
International review of financial analysis
18
Journal of international financial markets, institutions & money
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working papers series / Federal Reserve Bank of San Francisco
18
CESifo working papers
17
International journal of theoretical and applied finance
17
The review of financial studies
17
BIS working papers
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Working paper series / European Central Bank
15
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
International journal of forecasting
13
Journal of econometrics
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ECONIS (ZBW)
25
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1
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:
2
Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei
;
Xie, Yan Alice
;
Yau, Jot
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096
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
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:
5
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:
6
Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia
;
Craigwell, Roland C.
;
Doyle-Lowe, Michelle
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
Saved in:
7
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:
8
Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
Nowman, Kalid Ben
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1069-1078
Persistent link: https://www.econbiz.de/10009317436
Saved in:
9
Long-horizon
yield
curve
projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
10
Binominal pricing of fixed-income securities for increasing and decreasing interest rate cases
Johnson, Robert S.
;
Zuber, Richard A.
;
Gandar, John M.
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1029-1046
Persistent link: https://www.econbiz.de/10003377862
Saved in:
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