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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Estimation"
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Search: subject_exact:"Zinsdifferenz"
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Estimation
Yield curve
236
Zinsstruktur
236
Theorie
97
Theory
97
Option pricing theory
45
Optionspreistheorie
45
Risikoprämie
44
Risk premium
44
Schätzung
39
Stochastic process
35
Stochastischer Prozess
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Interest rate derivative
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Zinsderivat
33
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31
Kreditrisiko
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Zins
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Derivat
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Derivative
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Geldpolitik
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Forecasting model
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Almeida, Caio
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Abad, Pilar
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Afonso, António
1
Antonakakis, Nikolaos
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Aydemir, Resul
1
Benito, Sonia
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1
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1
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1
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1
De Marco, Stefano
1
Elliott, Robert J.
1
Eo, Yunjong
1
Fan, Xiaoyun
1
Faria, Adriano
1
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1
Ge, Futing
1
Goda, Thomas
1
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1
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1
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1
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International journal of theoretical and applied finance
Journal of economic dynamics & control
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
37
Journal of banking & finance
36
NBER working paper series
34
Journal of financial economics
30
International review of economics & finance : IREF
29
NBER Working Paper
29
Journal of international money and finance
28
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
Applied financial economics
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
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
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ECONIS (ZBW)
39
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
4
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
5
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
6
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:
7
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:
8
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:
9
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
10
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
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