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Search: subject:"Term Structure Model"
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Zinsstruktur
15,400
Yield curve
15,359
Theorie
6,095
Theory
6,095
Zins
2,670
Interest rate
2,644
Schätzung
2,504
Estimation
2,503
Public bond
2,467
Öffentliche Anleihe
2,467
Risikoprämie
2,383
Risk premium
2,382
Geldpolitik
2,292
Monetary policy
2,283
USA
2,043
United States
2,035
Anleihe
1,697
Bond
1,690
Capital income
1,611
Kapitaleinkommen
1,611
Kreditrisiko
1,588
Credit risk
1,581
Volatilität
1,269
Volatility
1,265
EU countries
1,228
EU-Staaten
1,228
Prognoseverfahren
1,123
Forecasting model
1,122
Optionspreistheorie
1,069
Option pricing theory
1,067
Euro area
1,008
Eurozone
1,008
Corporate bond
998
Unternehmensanleihe
998
Interest rate derivative
980
Zinsderivat
980
CAPM
806
Rentenmarkt
745
Bond market
735
Welt
703
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Free
6,493
Undetermined
2,681
CC license
156
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7,079
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5
Other
1
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Article in journal
6,547
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391
Thesis
307
Collection of articles written by one author
92
Sammlung
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English
14,730
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373
Spanish
126
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60
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28
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10
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9
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6
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5
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Author
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Rudebusch, Glenn D.
103
Christensen, Jens H. E.
71
Akram, Tanweer
70
Favero, Carlo A.
55
Wu, Jing Cynthia
55
Wright, Jonathan H.
54
Bekaert, Geert
51
Afonso, António
48
Monfort, Alain
48
Chernov, Mikhail
47
Krippner, Leo
47
Dewachter, Hans
46
Diebold, Francis X.
45
Caporale, Guglielmo Maria
44
Renne, Jean-Paul
44
Bauer, Michael D.
42
Campbell, John Y.
42
Chiarella, Carl
42
Gollier, Christian
42
Mishkin, Frederic S.
42
Hamilton, James D.
41
Hördahl, Peter
40
Kim, Don H.
40
Wei, Min
40
Schlögl, Erik
38
Kaminska, Iryna
36
Thornton, Daniel L.
36
Fabozzi, Frank J.
35
Gouriéroux, Christian
35
Lemke, Wolfgang
35
Lyrio, Marco
35
Goldstein, Robert S.
34
Joshi, Mark S.
34
Singleton, Kenneth J.
33
Jarrow, Robert A.
32
Filipović, Damir
31
Meldrum, Andrew
31
Batten, Jonathan A.
30
Collin-Dufresne, Pierre
30
Friedman, Benjamin M.
30
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National Bureau of Economic Research
292
Institut für Schweizerisches Bankwesen <Zürich>
19
Centre for Analytical Finance <Århus>
14
Federal Reserve Bank of San Francisco
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
European Central Bank
11
Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen
10
Ekonomiska forskningsinstitutet <Stockholm>
10
International Monetary Fund
9
Federal Reserve Bank of St. Louis
8
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
European Parliament / Directorate-General for Internal Policies of the Union
6
Federal Reserve Bank of Cleveland
5
National Centre of Competence in Research North South <Bern>
5
OECD
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
5
Banco Central do Brasil
4
Bank of England
4
Federal Reserve Bank of New York
4
Federal Reserve System / Division of Research and Statistics
4
Internationaler Währungsfonds / European Department <1>
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Weierstraß-Institut für Angewandte Analysis und Stochastik
4
World Bank
4
Crawford School of Public Policy, Australian National University
3
Department of Economics and Related Studies, University of York
3
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Reserve Bank of New Zealand
3
University of York / Department of Economics and Related Studies
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Banca d'Italia
2
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NBER working paper series
288
Working paper / National Bureau of Economic Research, Inc.
238
NBER Working Paper
236
Journal of banking & finance
227
The journal of fixed income
137
Journal of international money and finance
132
Discussion paper / Centre for Economic Policy Research
131
Journal of financial economics
127
International journal of theoretical and applied finance
121
Finance and economics discussion series
118
Finance research letters
114
Working paper series / European Central Bank
110
IMF working papers
105
Working paper
103
Economics letters
99
Journal of money, credit and banking : JMCB
99
International review of economics & finance : IREF
98
Applied economics
90
The review of financial studies
86
Journal of empirical finance
82
The journal of finance : the journal of the American Finance Association
82
Economic modelling
80
Applied financial economics
79
Journal of monetary economics
79
Journal of economic dynamics & control
75
International review of financial analysis
73
Working papers series / Federal Reserve Bank of San Francisco
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
70
Discussion papers / CEPR
69
ECB Working Paper
69
Applied economics letters
66
CESifo working papers
66
Discussion paper
66
Journal of international financial markets, institutions & money
66
Journal of financial and quantitative analysis : JFQA
62
The journal of futures markets
62
The North American journal of economics and finance : a journal of financial economics studies
60
The European journal of finance
55
Finance and stochastics
54
Journal of econometrics
53
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Source
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ECONIS (ZBW)
15,359
RePEc
75
USB Cologne (business full texts)
41
EconStor
18
BASE
2
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1061
COVID-19 mortality risk premium and the interest rate on mortgage loans
Gill, Balbinder Singh
- In:
International review of financial analysis
93
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014543534
Saved in:
1062
The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos
;
Kouretas, Georgios P.
;
Laopodis, …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1018-1041
Persistent link: https://www.econbiz.de/10014554059
Saved in:
1063
Expected inflation and interest-rate dynamics in the COVID era : evidence from the time-frequency domain
Mutascu, Mihai
;
Hegerty, Scott W.
- In:
Empirica : journal of european economics
51
(
2024
)
2
,
pp. 559-582
Persistent link: https://www.econbiz.de/10014557645
Saved in:
1064
Alternative monetary policy commitments and the Yield Curve
Gai, Prasanna
;
Haworth, Cameron
- In:
The economic record
100
(
2024
)
329
,
pp. 137-159
Persistent link: https://www.econbiz.de/10014557737
Saved in:
1065
Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?
Umar, Zaghum
;
Bossman, Ahmed
;
Teplova, Tamara
; …
- In:
Emerging markets review
61
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015083963
Saved in:
1066
Foreign exchange interventions and intermediary constraints$nAlex Ferreira, Rory Mullen, Giovanni Ricco, Ganesh Viswanath-Natraj and Zijie Wang
Ferreira, Alex Luiz
;
Mullen, Rory
;
Ricco, Giovanni
; …
-
2024
Persistent link: https://www.econbiz.de/10015085106
Saved in:
1067
Options, put-call parities, and option strategies : theory and empirical results
Lee, Cheng F.
;
Yeh, Wen-Chi
-
2024
Persistent link: https://www.econbiz.de/10015050151
Saved in:
1068
Consistent curves in the P-world : optimal bonds portfolio
Ouaknin, Gaddiel Y.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 875-888
Persistent link: https://www.econbiz.de/10015050803
Saved in:
1069
Stability between cryptocurrency prices and the term structure
Castle, Jennifer
;
Kurita, Takamitsu
- In:
Journal of economic dynamics & control
165
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015051128
Saved in:
1070
The interplay between economic policy uncertainty and corporate bond yield in emerging Asian markets
Kumar, Mohit
;
Prasanna, P. Krishna
- In:
Journal of economic studies
51
(
2024
)
7
,
pp. 1425-1439
Persistent link: https://www.econbiz.de/10015052343
Saved in:
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