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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of monetary economics"
~subject:"Capital income"
~subject:"United States"
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Search: subject_exact:"Zinsdifferenz"
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Capital income
United States
Yield curve
139
Zinsstruktur
139
Theorie
65
Theory
65
Monetary policy
47
Geldpolitik
46
USA
40
Risikoprämie
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Risk premium
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Guo, Bin
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Berndt, Antje
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Hodrick, Robert J.
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Huang, Fuzhe
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Journal of economic dynamics & control
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
102
Journal of banking & finance
57
Finance and economics discussion series
55
The review of financial studies
55
Discussion paper / Centre for Economic Policy Research
53
NBER working paper series
52
The journal of fixed income
46
The journal of finance : the journal of the American Finance Association
44
Journal of money, credit and banking : JMCB
41
Journal of financial economics
40
NBER Working Paper
37
Journal of international money and finance
34
Journal of financial and quantitative analysis : JFQA
30
Economics letters
29
The journal of futures markets
25
Working paper series / European Central Bank
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Staff reports / Federal Reserve Bank of New York
22
Working papers series / Federal Reserve Bank of San Francisco
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Working paper
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Applied financial economics
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International review of economics & finance : IREF
19
CESifo working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
International review of financial analysis
17
Journal of economics & business
17
Applied economics
16
Economic modelling
16
Journal of empirical finance
16
BIS working papers
15
FEDS Working Paper
15
Finance research letters
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Journal of forecasting
15
Review of finance : journal of the European Finance Association
15
Applied economics letters
14
International finance discussion papers
14
Journal of econometrics
14
Review / Federal Reserve Bank of St. Louis
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International journal of forecasting
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ECONIS (ZBW)
53
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
5
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
6
How does government spending news affect interest rates? : evidence from the United States
Chen, Yong
;
Liu, Dingming
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
Saved in:
7
Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR
Strub, Moris S.
;
Li, Duan
;
Cui, Xiangyu
;
Gao, Jianjun
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012313656
Saved in:
8
Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
9
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
10
Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo
;
Giannone, Domenico
;
Modugno, Michele
- In:
Journal of monetary economics
92
(
2017
),
pp. 31-46
Persistent link: https://www.econbiz.de/10011799571
Saved in:
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