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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Japan"
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Search: subject_exact:"Term structure theory"
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Aït-Sahalia, Yacine
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Kim, Don H.
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Journal of econometrics
Journal of international money and finance
13
NBER working paper series
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Journal of the Japanese and international economies : an international journal ; JJIE
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IMES discussion paper series
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Monetary and economic studies
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Asia-Pacific financial markets
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Economics letters
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Japan and the world economy : international journal of theory and policy
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Financial engineering and the Japanese markets
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HKIMR Working Paper
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HKIMR working paper
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Journal of economics & business
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Journal of international financial markets, institutions & money
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Journal of money, credit and banking : JMCB
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of banking & finance
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Research in international business and finance
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The Bank of Japan, Monetary and Economic Studies Department, Discussion Paper Series
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The journal of fixed income
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The review of economics and statistics
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1
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
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2
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
3
Term structure models and the zero bound : an empirical investigation of Japanese yields
Kim, Don H.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009673160
Saved in:
4
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
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