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~isPartOf:"Journal of banking & finance"
~subject:"Kapitaleinkommen"
~subject:"Risk premium"
~subject:"Theory"
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Kapitaleinkommen
Risk premium
Theory
Yield curve
221
Zinsstruktur
221
Theorie
78
Credit risk
55
Kreditrisiko
55
Risikoprämie
51
USA
41
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41
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36
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31
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Uhrig-Homburg, Marliese
3
Gil-Alaña, Luis A.
2
Jordan, James V.
2
Liu, Zhuoshi
2
Mele, Antonio
2
Miffre, Joëlle
2
Monfort, Alain
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Moreno, Antonio
2
Obayashi, Yoshiki
2
Prisman, Eliezer Zeev
2
Shalen, Catherine T.
2
Soto, Gloria M.
2
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1
Abbritti, Mirko
1
Abrantes Metz, Rosa Maria Fontes
1
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1
Alexander, Carol
1
Alexandros, Gabrielsen
1
Alizadeh-Masoodian, Amir H.
1
Amiram, Dan
1
Babbel, David F.
1
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1
Badaoui, Saad
1
Balbás de la Corte, Alejandro
1
Bali, Turan G.
1
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1
Boonlert Jitmaneeroj
1
Brooks, Robert
1
Bulkley, George
1
Buraschi, Andrea
1
Byrne, Joseph P.
1
Cao, Shuo
1
Capelle-Blancard, Gunther
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Journal of banking & finance
NBER working paper series
138
Working paper / National Bureau of Economic Research, Inc.
116
NBER Working Paper
115
Journal of financial economics
79
The journal of fixed income
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International journal of theoretical and applied finance
59
Discussion paper / Centre for Economic Policy Research
58
Finance and economics discussion series
58
Journal of international money and finance
56
Working paper series / European Central Bank
53
Working paper
51
The review of financial studies
50
Economics letters
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The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
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Journal of money, credit and banking : JMCB
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Finance research letters
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Journal of economic dynamics & control
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International review of economics & finance : IREF
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Finance and stochastics
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Journal of financial and quantitative analysis : JFQA
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Discussion papers / CEPR
36
CESifo working papers
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Staff reports / Federal Reserve Bank of New York
33
Journal of monetary economics
32
Working papers series / Federal Reserve Bank of San Francisco
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Discussion paper
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
29
Applied economics
28
Applied mathematical finance
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ECB Working Paper
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Economic modelling
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Journal of econometrics
28
Journal of international financial markets, institutions & money
28
The European journal of finance
28
Research paper series / Swiss Finance Institute
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
118
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Information acquisition costs and credit spreads
Jaskowski, Marcin
;
Rettl, Daniel A.
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462460
Saved in:
3
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
6
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
7
Individual investment bankers' reputation concerns and bond yield spreads : evidence from China
Lyu, Huaili
;
Wang, Wenming
;
Xu, Si
;
Zhou, Jingting
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463085
Saved in:
8
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
9
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
10
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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