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~subject:"Kapitaleinkommen"
~subject:"Risk premium"
~subject:"Theory"
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Search: subject_exact:"Term structure theory"
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Kapitaleinkommen
Risk premium
Theory
Yield curve
14,217
Zinsstruktur
14,217
Theorie
5,085
Estimation
2,468
Schätzung
2,467
Zins
2,231
Interest rate
2,207
Geldpolitik
2,145
Risikoprämie
2,143
Monetary policy
2,135
Public bond
1,998
Öffentliche Anleihe
1,998
USA
1,996
United States
1,989
Kreditrisiko
1,360
Credit risk
1,355
Capital income
1,266
EU countries
1,178
EU-Staaten
1,177
Anleihe
1,137
Bond
1,134
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1,045
Volatilität
1,044
Forecasting model
1,028
Prognoseverfahren
1,028
Euro area
916
Eurozone
916
Optionspreistheorie
915
Option pricing theory
913
Corporate bond
875
Unternehmensanleihe
875
Interest rate derivative
776
Zinsderivat
776
CAPM
743
Deutschland
673
Germany
667
Rentenmarkt
599
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2,898
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1,177
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Book / Working Paper
4,018
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3,017
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2,820
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2,820
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1,740
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1,740
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1,681
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1,681
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274
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227
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178
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178
Collection of articles written by one author
63
Sammlung
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Bibliografie enthalten
38
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19
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19
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English
6,740
German
189
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49
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34
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12
Portuguese
4
Polish
3
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2
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1
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1
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1
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1
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1
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1
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Author
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Rudebusch, Glenn D.
61
Christensen, Jens H. E.
40
Bekaert, Geert
37
Hördahl, Peter
35
Gollier, Christian
32
Diebold, Francis X.
30
Monfort, Alain
29
Favero, Carlo A.
28
Hamilton, James D.
27
Chernov, Mikhail
26
Goldstein, Robert S.
26
Singleton, Kenneth J.
26
Chiarella, Carl
24
Jarrow, Robert A.
24
Meldrum, Andrew
24
Kim, Don H.
23
Renne, Jean-Paul
23
Campbell, John Y.
22
Wright, Jonathan H.
22
D'Amico, Stefania
21
Akram, Tanweer
20
Bauer, Michael D.
20
Collin-Dufresne, Pierre
20
Gouriéroux, Christian
20
Tristani, Oreste
20
Tzavalis, Elias
20
Andreasen, Martin Møller
19
Durham, J. Benson
19
Pegoraro, Fulvio
19
Schlögl, Erik
19
Vayanos, Dimitri
19
Wei, Min
19
Altavilla, Carlo
18
Caporale, Guglielmo Maria
18
Foresi, Silverio
18
Medvedev, Gennady
18
Orphanides, Athanasios
18
Remolona, Eli M.
18
Sandmann, Klaus
18
Verdelhan, Adrien
18
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National Bureau of Economic Research
140
Centre for Analytical Finance <Århus>
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Ekonomiska forskningsinstitutet <Stockholm>
7
University of Exeter / Department of Economics
6
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
4
Rodney L. White Center for Financial Research
4
Erasmus Research Institute of Management
3
Federal Reserve System / Division of Research and Statistics
3
Springer Fachmedien Wiesbaden
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / Research Department
2
State University of New York at Albany / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Waikato Management School / Department of Economics
2
World Bank
2
Albert-Ludwigs-Universität Freiburg / Institut für Allgemeine Wirtschaftsforschung
1
American Finance Association
1
Association française de science économique
1
Australian National University / Faculty of Economics and Commerce
1
Banca d'Italia
1
Banco de Portugal / Departamento de Estatística e Estudos Económicos
1
Bank of England / Monetary Analysis Division
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Centre for Growth and Business Cycle Research <Manchester>
1
Centre for International Economic Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Country Landowners' Association
1
Deutsche Forschungsgemeinschaft
1
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
1
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Published in...
All
NBER working paper series
138
Journal of banking & finance
118
Working paper / National Bureau of Economic Research, Inc.
116
NBER Working Paper
115
Journal of financial economics
79
The journal of fixed income
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International journal of theoretical and applied finance
59
Discussion paper / Centre for Economic Policy Research
58
Finance and economics discussion series
58
Journal of international money and finance
56
Working paper series / European Central Bank
53
Working paper
51
The review of financial studies
50
Economics letters
48
The journal of finance : the journal of the American Finance Association
47
Journal of empirical finance
45
Journal of money, credit and banking : JMCB
44
Finance research letters
43
Journal of economic dynamics & control
43
International review of economics & finance : IREF
41
Finance and stochastics
39
Journal of financial and quantitative analysis : JFQA
39
Discussion papers / CEPR
36
CESifo working papers
35
Staff reports / Federal Reserve Bank of New York
33
Journal of monetary economics
32
Working papers series / Federal Reserve Bank of San Francisco
32
Discussion paper
31
International review of financial analysis
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Applied economics
28
Applied mathematical finance
28
ECB Working Paper
28
Economic modelling
28
Journal of econometrics
28
Journal of international financial markets, institutions & money
28
The European journal of finance
28
Research paper series / Swiss Finance Institute
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
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ECONIS (ZBW)
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1401
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
1402
Fiscal stance and the sovereign risk pass-through
Beqiraj, Elton
;
Patella, Valeria
;
Tancioni, Massimiliano
- In:
Economic modelling
102
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012796958
Saved in:
1403
An observation on the yield curve
Viani Villarroel, Esteban
- In:
Austrian Economics 150 Years after Carl Menger : 10th …
,
(pp. 389-395)
.
2021
Persistent link: https://www.econbiz.de/10012797190
Saved in:
1404
The relative pricing of sovereign credit risk after the Eurozone crisis
Corvino, Raffaele
;
Ruggiero, Francesco
- In:
Journal of international money and finance
112
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012797600
Saved in:
1405
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
1406
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
1407
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
1408
On the use of the daily Fama-French risk-free rate
Fairbanks, Joshua C.
;
Griffiths, Mark D.
;
Winters, Drew B.
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 39-59
Persistent link: https://www.econbiz.de/10013041003
Saved in:
1409
Forecasting WTI crude oil futures returns : does the term structure help?
Bredin, Donal
;
O'Sullivan, Conall
;
Spencer, Simon
- In:
Energy economics
100
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012990233
Saved in:
1410
A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej
;
Godin, Frédéric
;
Hamel, Emmanuel
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 131-159
Persistent link: https://www.econbiz.de/10012437276
Saved in:
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