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~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"LIBOR market model"
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Kapitaleinkommen
Yield curve
172
Zinsstruktur
172
Theorie
58
Theory
58
Risikoprämie
52
Risk premium
52
Estimation
46
Schätzung
46
Credit risk
37
Kreditrisiko
37
CAPM
29
Capital income
29
USA
26
United States
26
Public bond
25
Volatility
25
Volatilität
25
Öffentliche Anleihe
25
Geldpolitik
24
Monetary policy
24
Interest rate
23
Zins
23
Corporate bond
21
Unternehmensanleihe
21
Risiko
15
Risk
15
Term structure
15
Bond
14
Forecasting model
14
Prognoseverfahren
14
Anleihe
13
Option pricing theory
13
Optionspreistheorie
13
EU countries
11
EU-Staaten
11
Interest rate derivative
10
Zinsderivat
10
Business cycle
9
Credit spreads
9
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29
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English
29
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Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Bai, Jennie
2
Goldstein, Robert S.
2
Gupta, Rangan
2
Wohar, Mark E.
2
Acharya, Viral V.
1
Aharon, David Y.
1
Amihud, Yakov
1
Backus, David
1
Bakshi, Gurdip S.
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Bekaert, Geert
1
Bharath, Sreedhar T.
1
Boyarchenko, Nina
1
Chernov, Mikhail
1
Christensen, Bent Jesper
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Crosby, John
1
D'Amico, Stefania
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Gallmeyer, Michael F.
1
Gao, Xiaohui
1
Goliński, Adam
1
Gonçalves, Andrei S.
1
Han, Bing
1
Hansen, Jorge W.
1
Hanson, Samuel G.
1
Hasler, Michael
1
Heyerdahl-Larsen, Christian
1
Illeditsch, Philipp
1
Jones, Christopher S.
1
King, Thomas B.
1
Koijen, Ralph S. J.
1
Lange, Ronald H.
1
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Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
NBER working paper series
33
NBER Working Paper
27
Finance and economics discussion series
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of banking & finance
18
Finance research letters
14
International review of economics & finance : IREF
12
CESifo working papers
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
11
Working paper series / European Central Bank
11
Discussion papers / CEPR
10
FEDS Working Paper
10
Journal of empirical finance
10
The journal of fixed income
10
Applied economics letters
9
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Journal of forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper series / Swiss Finance Institute
9
Journal of economic dynamics & control
8
Journal of monetary economics
8
The quarterly journal of finance
8
CREATES research paper
7
Discussion paper
7
International journal of finance & economics : IJFE
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
ECB Working Paper
6
Economic modelling
6
Journal of international financial markets, institutions & money
6
Review of finance : journal of the European Finance Association
6
Working paper in economics
6
Asia-Pacific journal of financial studies
5
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ECONIS (ZBW)
29
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1
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
Saved in:
2
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
3
COVID-19 related media sentiment and the yield curve of G-7 economies
Aharon, David Y.
;
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449300
Saved in:
4
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
5
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
6
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
7
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
8
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
9
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
10
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
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