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~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~subject:"Risikoprämie"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Risikoprämie
Yield curve
67
Zinsstruktur
67
Theorie
38
Theory
38
Geldpolitik
18
Monetary policy
18
USA
16
United States
16
Estimation
15
Schätzung
15
Risk premium
14
CAPM
10
Forecasting model
10
Prognoseverfahren
10
Capital income
8
Kapitaleinkommen
8
Stochastic process
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Stochastischer Prozess
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Interest rate
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Zins
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Anleihe
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Bond
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Großbritannien
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United Kingdom
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VAR model
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VAR-Modell
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Business cycle
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Credit risk
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Deutschland
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Exchange rate
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Germany
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Impact assessment
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Kreditrisiko
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Neoklassische Synthese
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Option pricing theory
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English
14
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Guo, Bin
3
Huang, Fuzhe
2
Li, Kai
2
Bianchi, Robert
1
Cakici, Nusret
1
Curatola, Giuliano
1
Fan, Xiaoyun
1
Fuerst, Timothy S.
1
Granziera, Eleonora
1
Guarin, Alexander
1
Iania, Leonardo
1
Jagannathan, Raj
1
Jones, Callum
1
Kulish, Mariano
1
Li, Junye
1
Lindset, Snorre
1
Liu, Xiaoquan
1
Long, Huaigang
1
Lund, Arne-Christian
1
Persson, Svein-Arne
1
Ruan, Xinfeng
1
Sarno, Lucio
1
Sihvonen, Markus
1
Tretiakov, Pavel
1
Wing Lon Ng
1
Wouters, Rafael
1
Zaremba, Adam
1
Zhang, Han
1
Zhang, Jin E.
1
Zhang, Wei
1
Zinna, Gabriele
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Journal of economic dynamics & control
Journal of banking & finance
51
Journal of financial economics
40
NBER working paper series
40
NBER Working Paper
36
Working paper / National Bureau of Economic Research, Inc.
29
Journal of international money and finance
28
Working paper series / European Central Bank
27
Finance and economics discussion series
25
International review of economics & finance : IREF
23
Discussion papers / CEPR
21
Journal of empirical finance
21
Finance research letters
20
The journal of fixed income
19
Journal of international financial markets, institutions & money
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
International review of financial analysis
17
Research paper series / Swiss Finance Institute
17
Working papers / Bank for International Settlements
17
Discussion paper / Centre for Economic Policy Research
16
CESifo working papers
15
ECB Working Paper
15
Staff reports / Federal Reserve Bank of New York
15
The review of financial studies
15
Journal of money, credit and banking : JMCB
14
Review of finance : journal of the European Finance Association
14
The journal of finance : the journal of the American Finance Association
14
Discussion paper
13
Working paper
13
International journal of theoretical and applied finance
12
The North American journal of economics and finance : a journal of financial economics studies
12
The quarterly journal of finance
12
Applied economics
11
Economics letters
11
Working papers series / Federal Reserve Bank of San Francisco
11
Journal of international economics
10
Journal of monetary economics
10
Research in international business and finance
10
Temi di discussione / Banca d'Italia
10
Applied financial economics
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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
Bonds, currencies and expectational errors
Granziera, Eleonora
;
Sihvonen, Markus
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532367
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
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:
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
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:
7
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:
8
Equilibrium variance risk premium in a cost-free production economy
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of economic dynamics & control
96
(
2018
),
pp. 42-60
Persistent link: https://www.econbiz.de/10012004952
Saved in:
9
Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
Saved in:
10
Monetary policy and the term premium
Fuerst, Timothy S.
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011474222
Saved in:
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