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~isPartOf:"Journal of economic dynamics & control"
~subject:"Interest rate"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zinsdifferenz"
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Interest rate
Theory
Yield curve
67
Zinsstruktur
67
Theorie
38
Geldpolitik
18
Monetary policy
18
USA
16
United States
16
Estimation
15
Schätzung
15
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14
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Aufsatz in Zeitschrift
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44
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Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Aguiar-Conraria, Luís
1
Alfeus, Mesias
1
Bianchi, Robert
1
Boneva, Lena
1
Bouakez, Hafedh
1
Bundick, Brent
1
Cakici, Nusret
1
Canova, Fabio
1
Chadha, Jagjit
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1
Cui, Xiangyu
1
Curatola, Giuliano
1
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1
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1
Den Haan, Wouter J.
1
Doh, Taeyoung
1
Donaldson, John B.
1
Eo, Yunjong
1
Gao, Jianjun
1
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1
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1
Grasselli, Martino
1
Guarin, Alexander
1
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1
Harrison, Richard
1
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1
Ho, Paul
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1
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1
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Jones, Callum
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Kang, Kyu Ho
1
Kihlstrom, Richard E.
1
Kitney, Paul
1
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1
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Journal of economic dynamics & control
Journal of banking & finance
96
The journal of fixed income
71
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Journal of financial economics
55
Economics letters
42
Journal of money, credit and banking : JMCB
42
The review of financial studies
42
The journal of finance : the journal of the American Finance Association
41
Finance and stochastics
40
Journal of international money and finance
40
Applied economics
36
Journal of empirical finance
34
International review of economics & finance : IREF
32
Journal of monetary economics
32
Applied mathematical finance
31
Journal of financial and quantitative analysis : JFQA
31
Economic modelling
27
Finance research letters
26
Journal of econometrics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Applied economics letters
24
Applied financial economics
24
The European journal of finance
23
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Insurance / Mathematics & economics
19
International review of financial analysis
19
The North American journal of economics and finance : a journal of financial economics studies
19
Review of derivatives research
18
Asia-Pacific financial markets
17
European journal of operational research : EJOR
17
Finance : revue de l'Association Française de Finance
17
Journal of forecasting
17
Journal of mathematical finance
17
Journal of macroeconomics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of international economics
15
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ECONIS (ZBW)
44
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1
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:
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
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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