//--> //--> //-->
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 economics"
~subject:"Derivative"
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: "Yield curve"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Derivative
Yield curve
116
Zinsstruktur
116
Theorie
50
Theory
50
Risikoprämie
40
Risk premium
40
Estimation
30
Schätzung
30
CAPM
26
Credit risk
26
Kreditrisiko
26
Capital income
21
Kapitaleinkommen
21
USA
19
United States
19
Volatility
15
Volatilität
15
Term structure
14
Corporate bond
13
Unternehmensanleihe
13
Geldpolitik
11
Monetary policy
11
Public bond
11
Risiko
11
Risk
11
Öffentliche Anleihe
11
Interest rate
10
Zins
10
Bond
9
Derivat
9
Anleihe
8
Government securities
8
Interest rate derivative
8
Option pricing theory
8
Optionspreistheorie
8
Staatspapier
8
Zinsderivat
8
Business cycle
7
Credit spreads
7
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Bakshi, Gurdip S.
2
Arnold, Marc
1
Aït-Sahalia, Yacine
1
Bai, Jennie
1
Cremers, Martijn
1
Crosby, John
1
Fleckenstein, Matthias
1
Gandhi, Priyank
1
Gao, Xiaohui
1
Goldstein, Robert S.
1
Gupta, Anurag
1
Hansen, Jorge W.
1
Kimmel, Robert
1
Madan, Dilip B.
1
Mencía, Javier
1
Sentana, Enrique
1
Stambaugh, Robert F.
1
Subrahmanyam, Marti G.
1
Wagner, Alexander F.
1
Westermann, Ramona
1
Yang, Fan
1
more ...
less ...
Published in...
All
Journal of financial economics
International journal of theoretical and applied finance
25
Journal of banking & finance
15
Applied mathematical finance
10
Review of derivatives research
10
The journal of fixed income
9
The journal of futures markets
9
Quantitative finance
8
The journal of computational finance
8
Journal of financial and quantitative analysis : JFQA
6
International review of financial analysis
5
Journal of empirical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER Working Paper
5
NBER working paper series
5
The European journal of finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Journal of mathematical finance
4
Journal of money, credit and banking : JMCB
4
Lecture notes in economics and mathematical systems : LNEMS
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
SpringerLink / Bücher
4
Working paper
4
Annual review of financial economics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Tinbergen Institute
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
Finance and stochastics
3
International journal of financial engineering
3
Journal of international financial markets, institutions & money
3
Lecture Notes in Economics and Mathematical Systems
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Springer finance / Textbook
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of real estate finance and economics
3
Williams College Economics Department working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
3
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
4
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
5
Growth options, macroeconomic conditions, and the cross section of credit risk
Arnold, Marc
;
Wagner, Alexander F.
;
Westermann, Ramona
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 350-385
Persistent link: https://www.econbiz.de/10009719728
Saved in:
6
Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
Saved in:
7
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
8
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
9
The information in forward rates : implications for models of the term structure
Stambaugh, Robert F.
- In:
Journal of financial economics
1
(
1988
),
pp. 41-70
Persistent link: https://www.econbiz.de/10001051360
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->