//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Anleihe"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Theorie
Yield curve
22
Zinsstruktur
22
Theory
10
Bond
5
Estimation
5
Schätzung
5
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Capital income
3
Credit risk
3
Geldpolitik
3
Kapitaleinkommen
3
Kreditrisiko
3
Monetary policy
3
Public bond
3
Risikoprämie
3
Risk premium
3
Öffentliche Anleihe
3
Derivat
2
Derivative
2
Estimation theory
2
Interest rate derivative
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option pricing theory
2
Optionspreistheorie
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Zinsderivat
2
affine models
2
monetary policy
2
1964-1995
1
ARCH model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Monfort, Alain
4
Gouriéroux, Christian
2
Pegoraro, Fulvio
2
Renne, Jean-Paul
2
Abbritti, Mirko
1
Almeida, Caio
1
Altavilla, Carlo
1
Ardison, Kym
1
Chib, Siddhartha
1
Christensen, Jens H. E.
1
Costantini, Riccardo
1
Ferreira, Eva
1
Giacomini, Raffaella
1
Gil-Alaña, Luis A.
1
Gil-Bazo, Javier
1
Joslin, Scott
1
Kang, Kyu Ho
1
Kubudi, Daniela
1
Le, Anh
1
Lovcha, Yuliya
1
Moreno, Antonio
1
Polimenis, V.
1
Rudebusch, Glenn D.
1
Simonsen, Axel
1
Singleton, Kenneth J.
1
Vicente, José
1
Xiang, Ju
1
Zhu, Xiaoneng
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
109
Working paper / National Bureau of Economic Research, Inc.
99
Journal of banking & finance
93
NBER Working Paper
87
The journal of fixed income
70
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International journal of theoretical and applied finance
56
Journal of financial economics
55
Working paper
48
Discussion paper / Centre for Economic Policy Research
44
The review of financial studies
44
Journal of economic dynamics & control
43
The journal of finance : the journal of the American Finance Association
42
Economics letters
41
Finance research letters
40
Journal of international money and finance
40
Journal of money, credit and banking : JMCB
40
Finance and stochastics
39
Finance and economics discussion series
35
Journal of empirical finance
34
Working paper series / European Central Bank
34
Journal of financial and quantitative analysis : JFQA
32
Discussion papers / CEPR
31
Working papers series / Federal Reserve Bank of San Francisco
31
Journal of monetary economics
30
Applied mathematical finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
International review of economics & finance : IREF
27
The European journal of finance
26
Discussion paper
25
IMF working papers
25
Staff reports / Federal Reserve Bank of New York
25
Economic modelling
24
International review of financial analysis
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of econometrics
23
CESifo working papers
22
ECB Working Paper
20
Applied economics
19
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
2
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
3
Estimating shadow-rate term structure models with near-zero yields
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 226-259
Persistent link: https://www.econbiz.de/10011339339
Saved in:
4
Bond returns and market expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Costantini, Riccardo
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 708-729
Persistent link: https://www.econbiz.de/10010512285
Saved in:
5
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
6
Change-points in affine arbitrage-free term structure models
Chib, Siddhartha
;
Kang, Kyu Ho
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 302-334
Persistent link: https://www.econbiz.de/10009745891
Saved in:
7
Default, liquidity, and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 221-262
Persistent link: https://www.econbiz.de/10009745893
Saved in:
8
Gaussian macro-finance term structure models with lags
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
Saved in:
9
A regime-switching Nelson-Siegel term structure model and interest rate forecasts
Xiang, Ju
;
Zhu, Xiaoneng
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
3
,
pp. 522-555
Persistent link: https://www.econbiz.de/10009786516
Saved in:
10
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->