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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Zinsstruktur"
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Search: subject_exact:"Term structure model"
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Zinsstruktur
Yield curve
193
Theorie
90
Theory
90
USA
62
United States
61
Risikoprämie
54
Risk premium
54
Estimation
48
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48
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Collin-Dufresne, Pierre
8
Goldstein, Robert S.
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Longstaff, Francis A.
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Singleton, Kenneth J.
6
Bekaert, Geert
5
Chernov, Mikhail
4
Duffee, Greg
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Filipović, Damir
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Song, Dongho
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Wachter, Jessica
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Yang, Fan
3
Ang, Andrew
2
Aït-Sahalia, Yacine
2
Backus, David
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Bakshi, Gurdip S.
2
Bansal, Ravi
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Boyarchenko, Nina
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D'Amico, Stefania
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Dai, Qiang
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Della Corte, Pasquale
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Hardouvelis, Gikas A.
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Jones, Christopher S.
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Kimmel, Robert
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King, Thomas B.
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Le, Anh
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2
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American Finance Association
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
NBER working paper series
269
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
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132
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119
International journal of theoretical and applied finance
111
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110
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
193
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193
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1
The term structure of covered interest rate parity violations
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2077-2114
Persistent link: https://www.econbiz.de/10014535645
Saved in:
2
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:
3
Partisanship in loan pricing
Dagostino, Ramona
;
Gao, Janet
;
Ma, Pengfei
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462638
Saved in:
4
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:
5
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:
6
Risk-sharing and the term structure of interest rates
Schneider, Andrés
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2331-2374
Persistent link: https://www.econbiz.de/10013279830
Saved in:
7
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
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8
Why are commercial loan rates so sticky? : the effect of private information on loan spreads
Demiroglu, Cem
;
James, Christopher M.
;
Velioglu, Guner
- In:
Journal of financial economics
143
(
2022
)
2
,
pp. 959-972
Persistent link: https://www.econbiz.de/10013401739
Saved in:
9
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013350614
Saved in:
10
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10013350623
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