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~language:"eng"
~person:"Chiarella, Carl"
~person:"Gottschalk, Jan"
~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
81
Theory
78
Konjunktur
35
Business cycle
34
Keynesian economics
28
Keynesianismus
28
Monetary growth model
21
Monetäre Wachstumstheorie
21
Schätzung
21
Konjunkturtheorie
20
Neoclassical synthesis
20
Neoklassische Synthese
20
Estimation
19
Business cycle theory
18
Yield curve
16
Chaos theory
14
Chaostheorie
14
Geldpolitik
14
Volatility
14
Volatilität
14
Monetary policy
12
Dynamische Wirtschaftstheorie
11
EU-Staaten
11
Economic dynamics
11
EU countries
10
Erwartungsbildung
10
Euro area
10
Eurozone
10
Expectation formation
10
Macroeconomics
10
Makroökonomik
10
Phillips-Kurve
10
Portfolio-Management
10
Stochastic process
10
Stochastischer Prozess
10
Nichtlineare Dynamik
9
Option pricing theory
9
Optionspreistheorie
9
Phillips curve
9
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17
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Working Paper
17
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16
Graue Literatur
14
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English
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Chiarella, Carl
Gottschalk, Jan
Rudebusch, Glenn D.
17
Diebold, Francis X.
9
Krippner, Leo
8
Bhar, Ramaprasad
7
Lahiri, Kajal
7
Basso, Henrique S.
6
Swanson, Eric T.
6
Wright, Jonathan H.
6
Aksoy, Yunus
5
Andreasen, Martin Møller
5
Caporale, Guglielmo Maria
5
Christensen, Jens H. E.
5
Thornton, Daniel L.
5
Tzavalis, Elias
5
Wu, Tao
5
Boileau, Martin
4
He, Zhiguo
4
Khorrami, Paymon
4
Kimmel, Robert
4
Li, Canlin
4
Normandin, Michel
4
Papadimitriou, Theophilos
4
Prisman, Eliezer Zeev
4
Song, Zhaogang
4
Spencer, Peter D.
4
Sørensen, Christoffer Kok
4
Afonso, António
3
Backus, David
3
Burgstaller, Johann
3
Cavallo, Eduardo A.
3
Coto-Martinez, Javier
3
Ehrmann, Michael
3
Engstrom, Eric
3
Estrella, Arturo
3
Fratzscher, Marcel
3
Gaspar, Raquel M.
3
Gkonkas, Periklēs
3
Guidolin, Massimo
3
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Kiel Working Paper
1
Kiel working paper
1
Kieler Arbeitspapiere
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
16
EconStor
1
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1
Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
4
Monetary conditions in the euro area : useful indicators of aggregate demand conditions?
Gottschalk, Jan
-
2001
information content of monetary conditions depends on the source of
business
cycle fluctuations and on the response of the central …
Persistent link: https://www.econbiz.de/10011474154
Saved in:
5
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
6
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
7
State variables and the affine nature of Markovian HJM term structure models
Chiarella, Carl
;
Kwon, Oh Kang
-
2001
Persistent link: https://www.econbiz.de/10001619298
Saved in:
8
Monetary conditions in the Euro area - useful indicators of aggregate demand conditions?
Gottschalk, Jan
-
2001
Persistent link: https://www.econbiz.de/10013261134
Saved in:
9
Monetary Conditions in the Euro Area: Useful Indicators of Aggregate Demand Conditions?
Gottschalk, Jan
-
2001
information content of monetary conditions depends on the source of
business
cycle fluctuations and on the response of the central …
Persistent link: https://www.econbiz.de/10010260469
Saved in:
10
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
2000
Persistent link: https://www.econbiz.de/10001730596
Saved in:
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