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~isPartOf:"The journal of fixed income"
~subject:"Geldpolitik"
~subject:"Interest rate derivative"
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Search: subject_exact:"Expectations hypothesis of the term structure"
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Geldpolitik
Interest rate derivative
Yield curve
140
Zinsstruktur
140
Theorie
61
Theory
61
USA
40
United States
40
Government securities
19
Public bond
19
Risikoprämie
19
Risk premium
19
Staatspapier
19
Öffentliche Anleihe
19
Estimation
18
Schätzung
18
Credit risk
17
Kreditrisiko
17
Anleihe
16
Bond
16
Option pricing theory
15
Optionspreistheorie
15
CAPM
14
Corporate bond
14
Unternehmensanleihe
14
Zinsderivat
14
Interest rate
13
Zins
13
Capital income
10
Hypothek
10
Kapitaleinkommen
10
Mortgage
10
Volatility
10
Volatilität
10
Derivat
9
Derivative
9
Credit derivative
7
Kreditderivat
7
Portfolio selection
7
Portfolio-Management
7
Forecasting model
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19
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English
19
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Ho, Thomas S. Y.
2
Bandreddi, Santhosh
1
Bhansali, Vineer
1
Bierwag, Gerald O.
1
Bomfim, Antúlio N.
1
Brown, Rob
1
Buetow, Gerald W.
1
Cialenco, Igor
1
Clewlow, Les
1
Curtillet, Jean-Christophe
1
Das, Sanjiv R.
1
Eom, Young Ho
1
Fabozzi, Frank J.
1
Fan, Rong
1
Fang, Victor
1
Goukasian, Levon
1
Henderson, Brian J.
1
Hull, John
1
In, Francis Haeuck
1
Jamshidian, Farshid
1
Kagraoka, Yusho
1
Kerkhof, Franciscus Lambertus Johannes
1
Klein, Daniel
1
Moussa, Zakaria
1
Ngene, Geoffrey
1
Nikitina, Elena
1
Pagès, Henri
1
Schwarzkopf, Yonathan
1
Strickland, Chris
1
Subrahmanyam, Marti G.
1
Tah, Kenneth A.
1
Uno, Jun
1
White, Alan
1
Wise, Mark B.
1
Yi, Sang-bin
1
Zhang, Hua
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The journal of fixed income
NBER working paper series
46
Working paper / National Bureau of Economic Research, Inc.
43
Working paper series / European Central Bank
42
Discussion paper / Centre for Economic Policy Research
35
NBER Working Paper
35
Journal of banking & finance
34
Journal of international money and finance
30
International journal of theoretical and applied finance
28
Journal of monetary economics
28
Finance and economics discussion series
25
Working papers / The Levy Economics Institute
25
Applied economics
24
Working papers / Bank for International Settlements
24
Working papers series / Federal Reserve Bank of San Francisco
24
Discussion papers / CEPR
23
Journal of money, credit and banking : JMCB
23
Economics letters
22
Journal of economic dynamics & control
21
Working paper
20
Journal of financial economics
19
Staff reports / Federal Reserve Bank of New York
19
Economic modelling
18
ECB Working Paper
17
IMF working papers
17
Staff working paper / Bank of Canada
16
Applied economics letters
15
Discussion paper
15
The North American journal of economics and finance : a journal of financial economics studies
15
The journal of computational finance
15
The journal of futures markets
14
CESifo working papers
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
CAMA working paper series
12
IMES discussion paper series / Englische Ausgabe
12
International journal of central banking : IJCB
12
Journal of international financial markets, institutions & money
12
Journal of macroeconomics
12
Staff working papers / Bank of England
12
BIS working papers
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ECONIS (ZBW)
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Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
2
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
3
Estimation of the term structure of CDS-adjusted risk-free interest rates
Kagraoka, Yusho
;
Moussa, Zakaria
- In:
The journal of fixed income
24
(
2014
)
2
,
pp. 29-44
Persistent link: https://www.econbiz.de/10011660672
Saved in:
4
Monetary policy and interest rate factors
Buetow, Gerald W.
;
Fabozzi, Frank J.
;
Henderson, Brian J.
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 63-70
Persistent link: https://www.econbiz.de/10003893446
Saved in:
5
Modeling swap spreads in normal and stressed environments
Bhansali, Vineer
;
Schwarzkopf, Yonathan
;
Wise, Mark B.
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 5-23
Persistent link: https://www.econbiz.de/10003848027
Saved in:
6
Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y.
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
Saved in:
7
Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.
;
Yi, Sang-bin
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
Saved in:
8
Correlated default modeling with a forest of binomial trees
Bandreddi, Santhosh
;
Das, Sanjiv R.
;
Fan, Rong
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 38-56
Persistent link: https://www.econbiz.de/10003687357
Saved in:
9
Factor dependence and estimation risk for cap-related interest rat exotics
Kerkhof, Franciscus Lambertus Johannes
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 74-83
Persistent link: https://www.econbiz.de/10003339423
Saved in:
10
The reaction of term structure of interest rates to monetary policy actions
Goukasian, Levon
;
Cialenco, Igor
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 76-91
Persistent link: https://www.econbiz.de/10003400093
Saved in:
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