//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Journal of 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_exact:"Term+structure+of+interest+rates"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Yield curve
227
Zinsstruktur
227
Theorie
101
Theory
101
Risikoprämie
52
Risk premium
52
Option pricing theory
48
Optionspreistheorie
48
Credit risk
41
Kreditrisiko
41
Schätzung
39
CAPM
37
Derivat
34
Derivative
34
Interest rate derivative
34
Zinsderivat
34
Volatility
32
Volatilität
32
Stochastic process
30
Stochastischer Prozess
30
Capital income
26
Interest rate
26
Kapitaleinkommen
26
Zins
26
USA
23
United States
23
Bond
19
Anleihe
18
Swap
17
Term structure
17
Corporate bond
15
Public bond
15
Unternehmensanleihe
15
Öffentliche Anleihe
15
Geldpolitik
13
Markov chain
13
Markov-Kette
13
Monetary policy
13
Portfolio selection
12
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Conference paper
1
Konferenzbeitrag
1
Language
All
English
39
Author
All
Chernov, Mikhail
2
D'Amico, Stefania
2
Joslin, Scott
2
Le, Anh
2
Abad, Pilar
1
Acharya, Viral V.
1
Almeida, Caio
1
Amihud, Yakov
1
Audrino, Francesco
1
Backus, David
1
Bai, Jennie
1
Bakshi, Gurdip S.
1
Bansal, Ravi
1
Bekaert, Geert
1
Benito, Sonia
1
Bharath, Sreedhar T.
1
Bouchaud, Jean-Philippe
1
Boyarchenko, Nina
1
Breach, Tomas
1
Brigo, Damiano
1
Brody, Dorje C.
1
Cheridito, Patrick
1
Christensen, Bent Jesper
1
Chung, Kee H.
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Crosby, John
1
De Giorgi, Enrico
1
De Marco, Stefano
1
Della Corte, Pasquale
1
Downing, Chris
1
Ehling, Paul
1
Elliott, Robert J.
1
Engstrom, Eric
1
Ermolov, Andrey
1
Filipova, Kameliya
1
Filipović, Damir
1
Fleckenstein, Matthias
1
Fracassi, Cesare
1
Gallmeyer, Michael F.
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
37
Journal of banking & finance
36
NBER working paper series
34
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
Journal of economic dynamics & control
15
Journal of international financial markets, institutions & money
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
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
3
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:
4
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
5
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
6
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
7
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
8
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
9
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
10
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->