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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Working paper"
~subject:"Theorie"
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Search: subject_exact:"Zinsdifferenz"
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Theorie
Yield curve
67
Zinsstruktur
67
Theory
38
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18
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18
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16
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16
Estimation
15
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Journal of economic dynamics & control
Working paper
Journal of banking & finance
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
The journal of fixed income
61
International journal of theoretical and applied finance
51
Journal of financial economics
49
The review of financial studies
41
The journal of finance : the journal of the American Finance Association
39
Finance and stochastics
38
Economics letters
36
Journal of money, credit and banking : JMCB
34
Journal of empirical finance
30
Journal of financial and quantitative analysis : JFQA
30
Journal of international money and finance
29
Applied mathematical finance
27
Journal of monetary economics
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Journal of econometrics
23
International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Finance research letters
20
The European journal of finance
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economic modelling
17
Review of derivatives research
17
Applied economics
16
Asia-Pacific financial markets
16
European journal of operational research : EJOR
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Finance : revue de l'Association Française de Finance
16
Journal of forecasting
16
International review of financial analysis
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Applied financial economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Insurance / Mathematics & economics
14
Journal of macroeconomics
14
Review of quantitative finance and accounting
13
The American economic review
13
The journal of futures markets
13
Applied economics letters
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ECONIS (ZBW)
38
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1
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:
2
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:
3
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:
4
The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
Shang, Fei
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013464713
Saved in:
5
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:
6
A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-42
Persistent link: https://www.econbiz.de/10012502563
Saved in:
7
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:
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
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:
10
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:
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