//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~subject:"Forecasting model"
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_exact:"Credit spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Yield curve
130
Zinsstruktur
130
Public bond
36
Öffentliche Anleihe
36
Estimation
33
Schätzung
33
Risikoprämie
26
Risk premium
26
Geldpolitik
25
Monetary policy
25
Theorie
25
Theory
25
Welt
25
World
25
Interest rate
23
Zins
23
Credit risk
20
Kreditrisiko
20
EU countries
19
EU-Staaten
19
Volatility
17
Volatilität
16
Euro area
15
Eurozone
15
Financial crisis
15
USA
15
United States
15
Anleihe
14
Bond
14
Finanzkrise
14
Capital income
12
Corporate bond
12
Kapitaleinkommen
12
Unternehmensanleihe
12
Credit derivative
11
Kreditderivat
11
Prognoseverfahren
11
Public debt
11
Öffentliche Schulden
11
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
Author
All
Boonlert Jitmaneeroj
1
Chatterjee, Ujjal K.
1
Eaves, James
1
Georgios Chortareas, Georgios
1
Ge̜bka, Bartosz
1
Kaya, Huseyin
1
Levant, Jared
1
Luo, Deqing
1
Ma, Jun
1
Narayan, Paresh Kumar
1
Pang, Tao
1
Power, Gabriel J.
1
Saar, Dan
1
Shang, Yuhuang
1
Stillwagon, Josh R.
1
Turvey, Calum Greig
1
Vedenov, Dmitrij V.
1
Wohar, Mark E.
1
Wood, Andrew
1
Xu, Jiawen
1
Yagil, Yossi
1
Zheng, Tingguo
1
more ...
less ...
Published in...
All
Economic modelling
Journal of international financial markets, institutions & money
Journal of forecasting
23
International journal of forecasting
21
Journal of empirical finance
15
Economics letters
14
Finance and economics discussion series
14
NBER working paper series
14
NBER Working Paper
12
Discussion paper / Centre for Economic Policy Research
11
Journal of econometrics
11
Journal of international money and finance
11
Applied economics letters
10
International review of economics & finance : IREF
10
Journal of economic dynamics & control
10
Staff reports / Federal Reserve Bank of New York
10
Applied financial economics
9
Journal of money, credit and banking : JMCB
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied economics
8
CREATES research paper
8
Discussion paper / Tinbergen Institute
8
Federal Reserve Bank of Cleveland working paper series
8
Finance research letters
8
The journal of futures markets
8
Working paper
8
International review of financial analysis
7
Journal of applied econometrics
7
Journal of financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The journal of fixed income
6
The review of economics and statistics
6
Tinbergen Institute research series
6
Working paper series / European Central Bank
6
CESifo working papers
5
ECB Working Paper
5
Energy economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting US yield curve using the dynamic Nelson-Siegel model with random level shift parameters
Luo, Deqing
;
Pang, Tao
;
Xu, Jiawen
- In:
Economic modelling
94
(
2021
),
pp. 340-350
Persistent link: https://www.econbiz.de/10012695028
Saved in:
2
The predictive power of the yield spread for future economic expansions : evidence from a new approach
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
Economic modelling
75
(
2018
),
pp. 181-195
Persistent link: https://www.econbiz.de/10012101473
Saved in:
3
Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
68
(
2018
),
pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
Saved in:
4
Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.
;
Eaves, James
;
Turvey, Calum Greig
; …
- In:
Economic modelling
64
(
2017
),
pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
Saved in:
5
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
6
Do stock market trading activities forecast recessions?
Chatterjee, Ujjal K.
- In:
Economic modelling
59
(
2016
),
pp. 370-386
Persistent link: https://www.econbiz.de/10011647870
Saved in:
7
An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
Saved in:
8
Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Stillwagon, Josh R.
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 85-101
Persistent link: https://www.econbiz.de/10011474715
Saved in:
9
Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan
;
Yagil, Yossi
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
Saved in:
10
Forecasting the yield curve and the role of macroeconomic information in Turkey
Kaya, Huseyin
- In:
Economic modelling
33
(
2013
),
pp. 1-7
Persistent link: https://www.econbiz.de/10010192070
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->