//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Yield curve"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Yield curve
68
Zinsstruktur
68
Schätzung
22
USA
16
United States
16
Theorie
14
Theory
14
Interest rate
11
Zins
11
Forecasting model
9
Großbritannien
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
United Kingdom
9
Volatility
8
Volatilität
8
Interest rate derivative
7
Public bond
7
Zinsderivat
7
Öffentliche Anleihe
7
Australia
6
Australien
6
Capital income
6
Deutschland
6
EU countries
6
EU-Staaten
6
Germany
6
Kapitaleinkommen
6
ARCH model
5
ARCH-Modell
5
Erwartungsbildung
5
Expectation formation
5
Geldmarkt
5
Japan
5
Money market
5
Anleihe
4
Bond
4
Government securities
4
more ...
less ...
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
22
Author
All
Nowman, Kalid Ben
2
Alles, Lakshman
1
Babbs, Simon H.
1
Beyaert, Arielle
1
Bhar, Ramaprasad
1
Craigwell, Roland C.
1
Doyle-Lowe, Michelle
1
Felmingham, Bruce S.
1
Fisher, Chay
1
Flores de Frutos, Rafael
1
Guest, Ross
1
Guo, Chen
1
Hamori, Shigeyuki
1
Henry, Ólan Thomas John
1
Ioannides, Michalis
1
Iyer, Sridhar
1
Jackman, Mahalia
1
Jakobsen, Jan Bo
1
Jumah, Adusei
1
Karbuz, Sohbet
1
Li, Matthew C.
1
Lin, Bing-huei
1
MacLean, Alan
1
McDermott, C. John
1
Mili, Medhi
1
Nyholm, Ken
1
Prats Albentosa, María Asuncíon
1
Rebonato, Riccardo
1
Robles Fernández, M. Dolores
1
Rünstler, Gerhard
1
Sahut, Jean-Michel
1
Schich, Sebastian T.
1
Skinner, Frank S.
1
Steeley, James M.
1
Sørensen, Carsten
1
Tamakoshi, Go
1
Teulon, Fredéric
1
more ...
less ...
Published in...
All
Applied financial economics
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
NBER Working Paper
29
Finance and economics discussion series
27
Discussion paper / Centre for Economic Policy Research
25
Applied economics
24
Journal of empirical finance
23
Applied economics letters
22
International journal of finance & economics : IJFE
21
Working paper
21
Journal of money, credit and banking : JMCB
19
Finance research letters
18
The journal of finance : the journal of the American Finance Association
18
The journal of fixed income
18
Economic modelling
17
Journal of financial and quantitative analysis : JFQA
17
Research paper series / Swiss Finance Institute
16
The North American journal of economics and finance : a journal of financial economics studies
16
CESifo working papers
15
Discussion paper
15
Discussion papers / CEPR
15
Journal of international financial markets, institutions & money
15
Journal of economic dynamics & control
14
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
CAMA working paper series
9
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo
;
Sørensen, Carsten
- In:
Applied financial economics
13
(
2003
)
5
,
pp. 387-399
Persistent link: https://www.econbiz.de/10001760630
Saved in:
9
Parametric estimation of different interest rate processes
Ioannides, Michalis
;
Skinner, Frank S.
- In:
Applied financial economics
13
(
2003
)
6
,
pp. 431-446
Persistent link: https://www.econbiz.de/10001770760
Saved in:
10
Fitting term structure of interest rates using B-splines : the case of Taiwanese Government bonds
Lin, Bing-huei
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10001646097
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->