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~isPartOf:"Journal of banking & finance"
~subject:"Risk premium"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Risk premium
Volatilität
Zinsstruktur
Yield curve
221
Theorie
78
Theory
78
Credit risk
56
Kreditrisiko
56
Risikoprämie
51
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41
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41
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38
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33
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Chen, Tsung-kang
6
Liao, Hsien-hsing
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Cyree, Ken B.
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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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2
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2
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2
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2
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2
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2
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2
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2
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2
Peña Sánchez de Rivera, Juan Ignacio
2
Shalen, Catherine T.
2
Smith, Stanley D.
2
Soto, Gloria M.
2
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Journal of banking & finance
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
238
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
121
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
111
Finance and economics discussion series
107
IMF working papers
105
Journal of money, credit and banking : JMCB
92
Working paper
91
Economics letters
86
International review of economics & finance : IREF
85
Applied economics
84
The review of financial studies
84
Finance research letters
80
The journal of finance : the journal of the American Finance Association
76
Economic modelling
74
Journal of empirical finance
73
Journal of monetary economics
73
Journal of economic dynamics & control
70
Applied financial economics
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
ECB Working Paper
67
International review of financial analysis
65
Working papers series / Federal Reserve Bank of San Francisco
64
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62
Applied economics letters
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60
Journal of financial and quantitative analysis : JFQA
60
CESifo working papers
59
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
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ECONIS (ZBW)
221
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1
Central bank communication through interest rate projections
Brubakk, Leif
;
Ellen, Saskia ter
;
Xu, Hong
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816490
Saved in:
2
Norwegian interbank market's response to changes in liquidity policy
Akram, Qaisar Farooq
;
Findreng, Jon
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012819744
Saved in:
3
Interest
rates
, cash and short-term investments
Ysmailov, Bektemir
- In:
Journal of banking & finance
132
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013270410
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Risk taking and low longer-term
interest
rates
: evidence from the U.S. syndicated term loan market
Aramonte, Sirio
;
Lee, Seung Jung
;
Stebunovs, Viktors
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013461931
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