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~isPartOf:"International review of economics & finance : IREF"
~subject:"Schätzung"
~subject:"Öffentliche Anleihe"
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Search: subject_exact:"Interest rate spread"
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Schätzung
Öffentliche Anleihe
Yield curve
88
Zinsstruktur
88
Estimation
30
Risikoprämie
24
Risk premium
24
Credit risk
22
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22
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Wechselkurs
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Term structure of interest rates
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Sosvilla-Rivero, Simón
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International review of economics & finance : IREF
Journal of international money and finance
66
NBER working paper series
56
Journal of banking & finance
52
Working paper / National Bureau of Economic Research, Inc.
52
Finance research letters
44
NBER Working Paper
41
Applied economics
39
Journal of financial economics
39
Working paper series / European Central Bank
39
Economic modelling
38
Discussion paper / Centre for Economic Policy Research
36
The journal of fixed income
36
Applied economics letters
35
Journal of money, credit and banking : JMCB
33
Finance and economics discussion series
32
Working paper
32
Journal of empirical finance
29
Applied financial economics
28
CESifo working papers
28
Discussion papers / CEPR
28
IMF working papers
26
The North American journal of economics and finance : a journal of financial economics studies
26
International journal of finance & economics : IJFE
25
Discussion paper
24
ECB Working Paper
22
Journal of financial and quantitative analysis : JFQA
22
Journal of international financial markets, institutions & money
22
International review of financial analysis
21
Working papers / The Levy Economics Institute
21
Working papers / Bank for International Settlements
20
Working papers series / Federal Reserve Bank of San Francisco
19
Research paper series / Swiss Finance Institute
18
The journal of finance : the journal of the American Finance Association
18
Journal of economic dynamics & control
17
Staff reports / Federal Reserve Bank of New York
17
The review of financial studies
17
Journal of econometrics
16
Review of finance : journal of the European Finance Association
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
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ECONIS (ZBW)
46
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1
Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.
Sokhanvar, Amin
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014582771
Saved in:
2
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
3
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
4
Spillover effects of multidimensional information in Fed statements on China's bond market
Liu, Chunzi
;
Chen, Xiaoli
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 712-741
Persistent link: https://www.econbiz.de/10014535604
Saved in:
5
Debt finance and economic activity in the euro-area : evidence on asymmetric and maturity effects
Das, Kuntal K.
;
Donald, Logan J.
;
Guender, Alfred V.
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 448-472
Persistent link: https://www.econbiz.de/10014428054
Saved in:
6
The effect of dividend smoothing on bond spreads : evidence from Japan
Aoki, Yasuharu
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 621-637
Persistent link: https://www.econbiz.de/10014428240
Saved in:
7
Pricing like things alike : the role of financial statement comparability in bond pricing
Cao, Shijiao
;
Wang, Jianqiong
;
Zhou, Jianan
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 428-447
Persistent link: https://www.econbiz.de/10013345727
Saved in:
8
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
9
A closer look into the behavior of emerging market sovereign spreads : state-dependent and asymmetric behaviors
Cayirli, Omer
;
Aktas, Huseyin
;
Kayalidere, Koray
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 522-548
Persistent link: https://www.econbiz.de/10013332692
Saved in:
10
Transportation infrastructure and bond issuance credit spread : evidence from the Chinese high-speed rail construction
Wei, Xiaokun
;
Ruan, Qingsong
;
Lv, Dayong
;
Wu, Youyi
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 30-47
Persistent link: https://www.econbiz.de/10013542857
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