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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Forecasting model"
~subject:"Theory"
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Forecasting model
Theory
Yield curve
175
Zinsstruktur
175
Theorie
73
Option pricing theory
40
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40
Stochastic process
27
Stochastischer Prozess
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Rudebusch, Glenn D.
14
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3
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3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Federal Reserve Bank of San Francisco
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International journal of theoretical and applied finance
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
108
Working paper / National Bureau of Economic Research, Inc.
97
NBER Working Paper
90
Journal of banking & finance
81
The journal of fixed income
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
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48
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31
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
2
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
3
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
4
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
Saved in:
5
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:
6
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
7
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
8
Interbank credit risk modeling with self-exciting jump processes
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496770
Saved in:
9
Linear stochastic dividend model
Willems, Sander
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012496908
Saved in:
10
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2016
-
Revised: January 20, 2016
Persistent link: https://www.econbiz.de/10011529375
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