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~isPartOf:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Schätzung"
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Search: subject_exact:"Credit spread"
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Schätzung
Yield curve
130
Zinsstruktur
130
Public bond
36
Öffentliche Anleihe
36
Estimation
33
Risikoprämie
26
Risk premium
26
Geldpolitik
25
Monetary policy
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Theorie
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Theory
25
Welt
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World
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Interest rate
23
Zins
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Kreditrisiko
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Bond
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Unternehmensanleihe
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Credit derivative
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Forecasting model
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Kreditderivat
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Afonso, António
1
Antonakakis, Nikolaos
1
Aydemir, Resul
1
Aysun, Uluc
1
Bu, Ruijun
1
Chang, Hsu-Ling
1
Chatterjee, Ujjal K.
1
Chatziantoniou, Ioannis
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Cheng, Jie
1
Chevallier, Julien
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Chiang, Thomas C.
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Cho, Sungjun
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Duran, Murat
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Feng, Yun
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Gabauer, David
1
Ge, Futing
1
Goda, Thomas
1
Güloğlu, Bülent
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Gülşen, Eda
1
Hadri, Kaddour
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Hainaut, Donatien
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Hambuckers, J.
1
Hyde, Stuart
1
Jalles, João Tovar
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Jeon, Kiyoung
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Jiang, Chun
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Kabukcuoglu, Zeynep
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Kagraoka, Yusho
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Kanas, Angelos
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Kanjilal, Kakali
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Kaya, Huseyin
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Li, Matthew C.
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Li, Xiao-Lin
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Li, Xiao-ping
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Lin, Bing-huei
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Liu, Liu
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Lysandrou, Photis
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Economic modelling
Journal of international financial markets, institutions & money
Journal of banking & finance
36
Journal of financial economics
30
International review of economics & finance : IREF
29
Journal of international money and finance
28
Applied economics
24
Journal of empirical finance
23
Applied economics letters
22
Applied financial economics
22
International journal of finance & economics : IJFE
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
Journal of financial and quantitative analysis : JFQA
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of economic dynamics & control
16
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
Economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
International journal of forecasting
9
International journal of theoretical and applied finance
9
Journal of forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Journal of applied econometrics
8
The journal of futures markets
8
Journal of monetary economics
7
Review of finance : journal of the European Finance Association
7
Review of quantitative finance and accounting
7
The European journal of finance
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of economics and finance
6
Journal of macroeconomics
6
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
33
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1
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
2
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
3
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
4
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
5
Fiscal stimulus in a high-debt economy? : a DSGE analysis
Wang, Shu-Ling
- In:
Economic modelling
98
(
2021
),
pp. 118-135
Persistent link: https://www.econbiz.de/10012793641
Saved in:
6
Does high external debt predict lower economic growth? : role of sovereign spreads and institutional quality
Wang, Ruohan
;
Xue, Yi
;
Zheng, Wenping
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163900
Saved in:
7
Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Afonso, António
;
Jalles, João Tovar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 208-224
Persistent link: https://www.econbiz.de/10012127849
Saved in:
8
A new test for fiscal sustainability with endogenous sovereign bond yields : evidence for EU economies
Mackiewicz-Łyziak, Joanna
;
Łyziak, Tomasz
- In:
Economic modelling
82
(
2019
),
pp. 136-151
Persistent link: https://www.econbiz.de/10012202846
Saved in:
9
A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel
;
Novales, Alfonso
;
Platania, Federico
- In:
Economic modelling
72
(
2018
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
Saved in:
10
Is the credit channel alive? : firm-level evidence on the sensitivity of borrowing spreads to monetary policy
Aysun, Uluc
;
Jeon, Kiyoung
;
Kabukcuoglu, Zeynep
- In:
Economic modelling
75
(
2018
),
pp. 305-319
Persistent link: https://www.econbiz.de/10012101534
Saved in:
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