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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The review of financial studies"
~subject:"Schätzung"
~subject:"Volatilität"
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Search: subject_exact:"Zinsdifferenz"
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Schätzung
Volatilität
Yield curve
151
Zinsstruktur
151
Theorie
79
Theory
79
USA
69
United States
69
Risikoprämie
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Risk premium
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Estimation
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Schwartz, Eduardo S.
2
Trolle, Anders B.
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Ahn, Dong-Hyun
1
Ajello, Andrea
1
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1
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1
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1
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Journal of economic dynamics & control
The review of financial studies
Journal of banking & finance
53
Working paper / National Bureau of Economic Research, Inc.
48
NBER working paper series
46
NBER Working Paper
39
Journal of financial economics
36
Journal of international money and finance
35
International review of economics & finance : IREF
32
Finance and economics discussion series
31
Discussion paper / Centre for Economic Policy Research
28
Journal of empirical finance
28
Applied financial economics
27
Applied economics
26
Finance research letters
25
The journal of futures markets
25
International journal of theoretical and applied finance
24
Journal of financial and quantitative analysis : JFQA
23
The journal of fixed income
23
Working paper
23
Applied economics letters
22
Economic modelling
22
The journal of finance : the journal of the American Finance Association
22
International journal of finance & economics : IJFE
21
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of money, credit and banking : JMCB
20
Research paper series / Swiss Finance Institute
19
CESifo working papers
18
Economics letters
18
Journal of international financial markets, institutions & money
18
Discussion paper
17
Discussion papers / CEPR
17
International review of financial analysis
16
Working paper series / European Central Bank
16
Journal of econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
BIS working papers
13
Banque de France Working Paper
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
42
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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
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
4
The risk premium in New Keynesian DSGE models : the cost of inflation channel
Iania, Leonardo
;
Tretiakov, Pavel
;
Wouters, Rafael
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479642
Saved in:
5
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:
6
A model-free term structure of U.S. dividend premiums
Ulrich, Maxim
;
Florig, Stephan
;
Seehuber, Ralph
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
Saved in:
7
Persistent crises and levered asset prices
Kuehn, Lars-Alexander
;
Schreindorfer, David
;
Schulz, Florian
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2571-2616
Persistent link: https://www.econbiz.de/10014320692
Saved in:
8
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
9
Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea
;
Benzoni, Luca
;
Chyruk, Olena
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
Saved in:
10
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
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