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~isPartOf:"Finance and economics discussion series"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Yield curve"
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Yield curve
Theorie
442
Theory
442
Zinsstruktur
221
Option pricing theory
217
Optionspreistheorie
217
Volatility
173
Volatilität
173
USA
168
United States
168
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155
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155
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131
Estimation
130
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130
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129
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129
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99
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99
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87
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87
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81
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80
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Risk premium
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60
Börsenkurs
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49
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English
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Kim, Don H.
10
Wei, Min
8
Wright, Jonathan H.
8
Zhou, Hao
7
Kiley, Michael T.
5
Rebonato, Riccardo
5
D'Amico, Stefania
4
Durham, J. Benson
4
Engstrom, Eric
4
Gilchrist, Simon
4
Zakrajšek, Egon
4
Almeida, Caio
3
Beechey, Meredith Jane
3
Bekaert, Geert
3
Biagini, Francesca
3
Bomfim, Antúlio N.
3
Demiralp, Selva
3
Downing, Chris
3
Gnoatto, Alessandro
3
Li, Canlin
3
López-Salido, José David
3
Meldrum, Andrew
3
Schmidt, Thorsten
3
Tauchen, George Eugene
3
Andreasen, Martin Møller
2
Bansal, Ravi
2
Baviera, Roberto
2
Bermin, Hans-Peter
2
Bernanke, Ben
2
Bouchaud, Jean-Philippe
2
Brigo, Damiano
2
Brody, Dorje C.
2
Chiarella, Carl
2
Clouse, James A.
2
Covitz, Daniel M.
2
Elliott, Robert J.
2
Fisher, Mark
2
Giannone, Domenico
2
Härtel, Maximilian
2
Johannsen, Benjamin K.
2
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Federal Reserve System / Division of Research and Statistics
4
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Finance and economics discussion series
International journal of theoretical and applied finance
NBER working paper series
269
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
Working paper series / European Central Bank
109
IMF working papers
104
Finance research letters
103
Working paper
96
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
89
Economics letters
87
The review of financial studies
85
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of monetary economics
73
Journal of empirical finance
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
68
Working papers series / Federal Reserve Bank of San Francisco
68
Applied economics letters
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
61
Discussion paper
60
Journal of international financial markets, institutions & money
59
The journal of futures markets
59
CESifo working papers
58
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
Finance and stochastics
51
IMF working paper
51
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ECONIS (ZBW)
221
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1
Why have long-term treasury yields fallen since the 1980s? : expected short rates and term premiums in (quasi-) real time
Kiley, Michael T.
-
2024
-
Final version
Persistent link: https://www.econbiz.de/10015056293
Saved in:
2
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
3
Financial and macroeconomic data through the lens of a nonlinear dynamic factor
model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
4
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
5
Better the devil you know : improved forecasts from imperfect models
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: October 2021
Persistent link: https://www.econbiz.de/10012704988
Saved in:
6
Government debt, limited foresight, and longer-term interest rates
Gust, Christopher J.
;
Skaperdas, Arsenios
-
2024
Persistent link: https://www.econbiz.de/10015054042
Saved in:
7
One month longer, one month later? : prepayments in the auto loan market
Katcher, Bradley
;
Li, Geng
;
Mezza, Alvaro
;
Ramos, Steve
-
2024
Persistent link: https://www.econbiz.de/10015056327
Saved in:
8
The 2023 banking turmoil and the Bank Term Funding Program
Glancy, David
;
Ionescu, Felicia
;
Klee, Elizabeth
; …
-
2024
Persistent link: https://www.econbiz.de/10015055867
Saved in:
9
High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex
;
Meldrum, Andrew
-
2021
Persistent link: https://www.econbiz.de/10012609199
Saved in:
10
Firm financial conditions and the transmission of monetary policy
Ferreira, Thiago R. T.
;
Ostry, Daniel A.
;
Rogers, John A.
-
2023
Persistent link: https://www.econbiz.de/10014384484
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