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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~subject:"Volatility"
~subject:"Öffentliche Anleihe"
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Search: subject_exact:"Yield spread"
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Volatility
Öffentliche Anleihe
Yield curve
296
Zinsstruktur
296
Theorie
110
Theory
110
Risikoprämie
76
Risk premium
76
Estimation
75
Schätzung
75
USA
68
United States
68
Public bond
63
Credit risk
45
Kreditrisiko
45
Capital income
41
Geldpolitik
41
Kapitaleinkommen
41
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CAPM
36
Volatilität
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EU countries
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Anleihe
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22
Forecasting model
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Prognoseverfahren
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Unternehmensanleihe
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Welt
22
World
22
Exchange rate
20
Wechselkurs
20
Term structure
19
Country risk
18
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Article
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English
94
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Beetsma, Roel
2
End, Jan-Willem van den
2
Gibson, Heather D.
2
Giuliodori, Massimo
2
Goldstein, Robert S.
2
Haan, Leo de
2
Hall, Stephen G.
2
Jacobs, Kris
2
Jeanneret, Alexandre
2
Jong, Frank de
2
Ross, Stephen A.
2
Song, Zhaogang
2
Tavlas, George S.
2
Yun, Jaeho
2
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1
Alsakka, Rasha
1
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1
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1
Andrade, Sandro C.
1
Ap Gwilym, Owain
1
Arghyrou, Michael Georgiou
1
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1
Augustin, P.
1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
Journal of financial economics
Journal of international money and finance
Journal of banking & finance
50
Finance research letters
39
NBER working paper series
36
Working paper series / European Central Bank
34
Working paper / National Bureau of Economic Research, Inc.
33
Economic modelling
31
The journal of fixed income
29
The journal of futures markets
28
International review of economics & finance : IREF
25
NBER Working Paper
25
ECB Working Paper
22
IMF working papers
22
Journal of empirical finance
22
Journal of money, credit and banking : JMCB
22
International journal of theoretical and applied finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
Working papers / The Levy Economics Institute
21
Applied economics
20
Discussion papers / CEPR
20
Journal of international financial markets, institutions & money
19
The review of financial studies
19
CESifo working papers
18
Applied economics letters
17
Discussion paper
16
Applied financial economics
15
Discussion paper / Centre for Economic Policy Research
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Research paper series / Swiss Finance Institute
15
Staff reports / Federal Reserve Bank of New York
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Working paper
15
Economics letters
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Working papers / Bank for International Settlements
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Finance and economics discussion series
13
International review of financial analysis
13
Quantitative finance
13
Research in international business and finance
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ECONIS (ZBW)
94
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94
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1
Effects of the ECB's communication on government bond spreads
Neugebauer, Frederik
;
Russnak, Jan
;
Zimmermann, Lilli
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014549834
Saved in:
2
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Journal of international money and finance
141
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014549812
Saved in:
3
Asset purchases and sovereign bond spreads in the euro area during the pandemic
Blotevogel, Robert
;
Hudecz, Gergely
;
Vangelista, Elisabetta
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-40
Persistent link: https://www.econbiz.de/10014451390
Saved in:
4
The long-run impact of sovereign yields on corporate yields in emerging markets
Li, Delong
;
Magud, Nicolas
;
Werner, Alejandro M.
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248777
Saved in:
5
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
Saved in:
6
How quantitative easing changes the nature of sovereign risk
Broeders, Dirk
;
Haan, Leo de
;
End, Jan-Willem van den
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478081
Saved in:
7
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
Saved in:
8
Eurozone government bond spreads : a tale of different ECB policy regimes
Eijffinger, Sylvester C. W.
;
Pieterse-Bloem, Mary
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014478239
Saved in:
9
Intermediary balance sheets and the treasury yield curve
Du, Wenxin
;
Hébert, Benjamin
;
Li, Wenhao
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462645
Saved in:
10
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
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