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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Theorie"
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Search: subject_exact:"Zinsstrukturkurve"
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Theorie
Yield curve
22
Zinsstruktur
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Theory
10
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5
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5
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Monfort, Alain
3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
93
NBER Working Paper
83
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
50
Working paper
42
Discussion paper / Centre for Economic Policy Research
41
The review of financial studies
41
The journal of finance : the journal of the American Finance Association
40
Economics letters
38
Finance and stochastics
38
Journal of economic dynamics & control
38
Journal of money, credit and banking : JMCB
35
Finance and economics discussion series
31
Journal of empirical finance
30
Journal of financial and quantitative analysis : JFQA
30
Working paper series / European Central Bank
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
Discussion papers / CEPR
23
Journal of econometrics
23
Staff reports / Federal Reserve Bank of New York
22
Working papers series / Federal Reserve Bank of San Francisco
22
Discussion paper
21
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
CESifo working papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
CREATES research paper
17
ECB Working Paper
17
Economic modelling
17
Review of derivatives research
17
SpringerLink / Bücher
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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
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:
5
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:
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
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:
8
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:
9
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
10
Beyond single-factor affine term structure models
Ferreira, Eva
;
Gil-Bazo, Javier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 565-591
Persistent link: https://www.econbiz.de/10002349845
Saved in:
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