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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~subject:"Bond"
~subject:"Volatility"
~subject:"Öffentliche Anleihe"
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Search: subject_exact:"Yield spread"
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Bond
Volatility
Öffentliche Anleihe
Yield curve
235
Zinsstruktur
235
Theorie
79
Theory
79
Risikoprämie
68
Risk premium
68
Estimation
58
Public bond
58
Schätzung
58
USA
43
United States
43
Credit risk
42
Kreditrisiko
42
Geldpolitik
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Anleihe
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Term structure
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World
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Forecasting model
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Prognoseverfahren
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89
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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
Jong, Frank de
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Ross, Stephen A.
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Song, Zhaogang
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Yun, Jaeho
2
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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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1
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1
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1
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Journal of financial economics
Journal of international money and finance
Journal of banking & finance
62
Finance research letters
49
NBER working paper series
46
The journal of fixed income
42
Working paper / National Bureau of Economic Research, Inc.
39
Working paper series / European Central Bank
36
Economic modelling
34
NBER Working Paper
30
International review of economics & finance : IREF
29
The journal of futures markets
29
International journal of theoretical and applied finance
25
Discussion papers / CEPR
24
Journal of empirical finance
24
IMF working papers
23
Journal of money, credit and banking : JMCB
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
The review of financial studies
23
ECB Working Paper
22
Applied economics
21
CESifo working papers
21
Journal of international financial markets, institutions & money
21
The North American journal of economics and finance : a journal of financial economics studies
21
Working papers / The Levy Economics Institute
21
Staff reports / Federal Reserve Bank of New York
20
Discussion paper
19
Discussion paper / Centre for Economic Policy Research
19
Working paper
19
Working papers series / Federal Reserve Bank of San Francisco
19
Applied economics letters
18
Applied financial economics
18
Journal of financial and quantitative analysis : JFQA
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
17
Economics letters
16
Finance and economics discussion series
16
International review of financial analysis
16
Research in international business and finance
16
Working papers / Bank for International Settlements
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ECONIS (ZBW)
89
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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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