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  • Search: subject:"Term Structure Model"
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Year of publication
Subject
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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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Online availability
All
Free 6,493 Undetermined 2,681 CC license 156
Type of publication
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Book / Working Paper 8,410 Article 7,079 Journal 5 Other 1
Type of publication (narrower categories)
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Article in journal 6,547 Aufsatz in Zeitschrift 6,547 Graue Literatur 3,743 Non-commercial literature 3,743 Working Paper 3,702 Arbeitspapier 3,688 Aufsatz im Buch 428 Book section 428 Hochschulschrift 391 Thesis 307 Collection of articles written by one author 92 Sammlung 92 Collection of articles of several authors 48 Sammelwerk 48 Bibliografie enthalten 46 Bibliography included 46 Conference paper 45 Konferenzbeitrag 45 Konferenzschrift 29 Lehrbuch 24 Aufsatzsammlung 23 Textbook 23 Amtsdruckschrift 21 Forschungsbericht 21 Government document 21 Systematic review 17 Übersichtsarbeit 17 Conference proceedings 16 Mikroform 12 Case study 8 Fallstudie 8 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Article 3 Statistics 3 Accompanied by computer file 2
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Language
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English 14,730 German 373 Spanish 126 French 123 Undetermined 60 Portuguese 28 Italian 20 Polish 10 Dutch 9 Danish 6 Hungarian 6 Norwegian 5 Czech 2 Finnish 2 Croatian 2 Korean 1 Romanian 1 Russian 1 Turkish 1
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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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Institution
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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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Published in...
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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
Showing 1,081 - 1,090 of 15,495
Cover Image
Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives
Silva, Allan Jonathan da; Baczynski, Jack - In: Computational management science 21 (2024) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10014636797
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Partisan conflict and corporate credit spreads : the role of political connection
Wang, Liyao - In: Journal of corporate finance 84 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015069898
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An empirical examination of the effect of domestic monetary policy on external commercial borrowings to India
Kumar, Virender; Poonam - In: Eurasian economic review : a journal in applied … 14 (2024) 3, pp. 641-661
Persistent link: https://www.econbiz.de/10015070225
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The Fed takes on corporate credit risk : an analysis of the efficacy of the SMCCF
Gilchrist, Simon; Wei, Bin; Yue, Vivian Z.; Zakrajšek, Egon - In: Journal of monetary economics 146 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015071289
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Macro and micro of external finance premium and monetary policy transmission
Altavilla, Carlo; Gürkaynak, Refet S.; Quaedvlieg, Rogier - In: Journal of monetary economics 147 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015071490
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Euro area monetary policy effects : does the shape of the yield curve matter?
Odendahl, Florens; Pagliari, Maria Sole; Penalver, Adrian; … - In: Journal of monetary economics 147 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015071534
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Essays on Risk Premiums derived from Credit Default Swap Spreads
Jopp, Thomas - 2024
Introduction and Summary -- Kapitalmarktzins und Risikoprämie: gleich- oder gegenläufig? -- The Relationship between Risk Premium and Risk-Free Interest Rate: Evidence from Sovereign CDS Spreads -- Credit Risk Premiums of European Companies -- PEPP and NGEU: Short-Term Reactions to the...
Persistent link: https://www.econbiz.de/10015072159
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Demand-and-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.; Malkhozov, Aytek; Venter, Gyuri - In: Journal of financial economics 154 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015072199
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Intermediary-based equity term structure
Li, Kai; Xu, Chenjie - In: Journal of financial economics 157 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015072447
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Concealed carry
Andrews, Spencer; Colacito, Riccardo; Croce, Mariano M.; … - In: Journal of financial economics 159 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015072575
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