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~person:"Ang, Andrew"
~person:"Schwartz, Eduardo S."
~type_genre:"Article in journal"
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Search: subject_exact:"Zinsstrukturmodell"
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19
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19
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4
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Ang, Andrew
Schwartz, Eduardo S.
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
18
Akram, Tanweer
17
Monfort, Alain
16
Wu, Liuren
16
Gupta, Rangan
15
Singleton, Kenneth J.
15
Umar, Zaghum
15
Wohar, Mark E.
15
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15
Chen, Ren-Raw
14
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14
Gouriéroux, Christian
14
Thornton, Daniel L.
14
Almeida, Caio
13
Fabozzi, Frank J.
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Rebonato, Riccardo
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Chen, Son-nan
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Sarno, Lucio
12
Spencer, Peter D.
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Kugler, Peter
11
Li, Haitao
11
Longstaff, Francis A.
11
Realdon, Marco
11
Subrahmanyam, Marti G.
11
Tzavalis, Elias
11
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The journal of finance : the journal of the American Finance Association
4
The journal of fixed income
3
The review of financial studies
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of finance & economics : IJFE
1
Journal of econometrics
1
Journal of economic dynamics & control
1
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1
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1
The European journal of finance
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ECONIS (ZBW)
19
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1
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19
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1
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
2
Towards a common Eurozone risk free rate
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The European journal of finance
21
(
2015
)
10/12
,
pp. 1005-1022
Persistent link: https://www.econbiz.de/10011301938
Saved in:
3
The swaption cube
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
27
(
2014
)
8
,
pp. 2307-2353
Persistent link: https://www.econbiz.de/10010463486
Saved in:
4
Credit spreads in illiquid markets : model and implementation
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
;
Tapia …
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
6
,
pp. 53-72
Persistent link: https://www.econbiz.de/10009721136
Saved in:
5
Monetary policy shifts and the term structure
Ang, Andrew
;
Boivin, Jean
;
Dong, Sen
;
Loo-Kung, Rudy
- In:
The review of economic studies
78
(
2011
)
2
,
pp. 429-457
Persistent link: https://www.econbiz.de/10009238873
Saved in:
6
Build America Bonds
Ang, Andrew
;
Bhansali, Vineer
;
Xing, Yuhang
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 67-73
Persistent link: https://www.econbiz.de/10003988065
Saved in:
7
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
Saved in:
8
The term structure of real rates and expected inflation
Ang, Andrew
;
Bekaert, Geert
;
Wei, Min
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 797-849
Persistent link: https://www.econbiz.de/10003822775
Saved in:
9
Term-structure estimation in markets with infrequent trading
Cortazar, Gonzalo
;
Schwartz, Eduardo S.
;
Naranjo, Lorenzo F.
- In:
International journal of finance & economics : IJFE
12
(
2007
)
4
,
pp. 353-369
Persistent link: https://www.econbiz.de/10003564026
Saved in:
10
What does the yield curve tell us about GDP growth?
Ang, Andrew
;
Piazzesi, Monika
;
Wei, Min
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 359-403
Persistent link: https://www.econbiz.de/10003298594
Saved in:
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