//--> //--> //--> //-->
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
~person:"Kugler, Peter"
~person:"Thornton, Daniel L."
~subject:"Zinsstruktur"
~type:"article"
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: subject_exact:"Credit spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Yield curve
28
USA
17
United States
17
Erwartungsbildung
11
Estimation
11
Expectation formation
11
Schätzung
11
Schweiz
9
Switzerland
9
Geldpolitik
7
Monetary policy
7
Deutschland
6
Germany
6
Theorie
6
Theory
6
Geldmarkt
5
Money market
5
Interest rate
4
Rational expectations
4
Rationale Erwartung
4
Zins
4
Forecasting model
3
Japan
3
Prognoseverfahren
3
Risikoprämie
3
Risk premium
3
1973-1995
2
1982-1992
2
EU countries
2
EU-Staaten
2
Estimation theory
2
Europa
2
Europe
2
Forecast
2
GroĂźbritannien
2
Interest rate parity
2
International financial market
2
Internationaler Finanzmarkt
2
Prognose
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
35
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Aufsatz im Buch
3
Book section
3
Language
All
English
26
German
2
Author
All
Kugler, Peter
Thornton, Daniel L.
Rudebusch, Glenn D.
33
Fabozzi, Frank J.
24
Jarrow, Robert A.
23
Christensen, Jens H. E.
19
Batten, Jonathan A.
18
Akram, Tanweer
17
Monfort, Alain
17
Singleton, Kenneth J.
17
Favero, Carlo A.
16
Wohar, Mark E.
16
Wu, Liuren
16
Gupta, Rangan
15
Umar, Zaghum
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Gouriéroux, Christian
14
Nowman, Kalid Ben
14
Almeida, Caio
13
Goldstein, Robert S.
13
Rebonato, Riccardo
13
Schwartz, Eduardo S.
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Chen, Son-nan
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Ito, Takayasu
12
MacDonald, Ronald
12
Sarno, Lucio
12
Spencer, Peter D.
12
Steeley, James M.
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Guidolin, Massimo
11
Li, Haitao
11
Longstaff, Francis A.
11
more ...
less ...
Published in...
All
Economics letters
4
Journal of banking & finance
3
Journal of money, credit and banking : JMCB
2
Review / Federal Reserve Bank of St. Louis
2
Applied economics quarterly
1
Aussenwirtschaft : schweizerische Zeitschrift fĂĽr internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
1
Credit and capital markets : Kredit und Kapital
1
Econometric analysis of financial markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of macroeconomics
1
Monetary and economic studies
1
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
1
Oxford bulletin of economics and statistics
1
Spekulation, Preisbildung und Volatilität auf Finanz- und Devisenmärkten
1
Swiss journal of economics and statistics
1
The quarterly journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
2
Understanding the predictability of excess returns
Thornton, Daniel L.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011701088
Saved in:
3
The effect of underreporting on LIBOR rates
Monticini, Andrea
;
Thornton, Daniel L.
- In:
Journal of macroeconomics
37
(
2013
),
pp. 345-348
Persistent link: https://www.econbiz.de/10010237905
Saved in:
4
The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale
;
Sarno, Lucio
;
Thornton, Daniel L.
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 158-174
Persistent link: https://www.econbiz.de/10003757108
Saved in:
5
The empirical failure of the expectations hypothesis of the term structure of bond yields
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10003434577
Saved in:
6
What's unique about the federal funds rate? : evidence from a spectral perspective
Sarno, Lucio
;
Thornton, Daniel L.
;
Wen, Yi
- In:
Oxford bulletin of economics and statistics
69
(
2007
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003439758
Saved in:
7
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
2
,
pp. 511-542
Persistent link: https://www.econbiz.de/10003311678
Saved in:
8
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
9
Tests of the expectations hypothesis : resolving the anomalies when the short-term rate is the federal funds rate
Thornton, Daniel L.
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2541-2556
Persistent link: https://www.econbiz.de/10003071031
Saved in:
10
Testing the expectations hypothesis : some new evidence for Japan
Thornton, Daniel L.
- In:
Monetary and economic studies
22
(
2004
)
2
,
pp. 45-69
Persistent link: https://www.econbiz.de/10002070626
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->