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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
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2,681
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156
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7,079
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5
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1
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Collection of articles written by one author
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14,730
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126
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123
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60
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28
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20
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10
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6
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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
Showing
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1121
Yield curve momentum
Sihvonen, Markus
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
3
,
pp. 805-830
Persistent link: https://www.econbiz.de/10015046165
Saved in:
1122
A structural investigation of quantitative easing
Böhl, Gregor
;
Goy, Gavin
;
Strobel, Felix
- In:
The review of economics and statistics
106
(
2024
)
4
,
pp. 1028-1044
Persistent link: https://www.econbiz.de/10015046455
Saved in:
1123
Model complexity, expectations, and asset prices
Molavi, Pooya
;
Tahbaz-Salehi, Alireza
;
Vedolin, Andrea
- In:
The review of economic studies : RES
91
(
2024
)
4
,
pp. 2462-2507
Persistent link: https://www.econbiz.de/10015046457
Saved in:
1124
A theory of the term structure of interest rates under limited household risk sharing
Mitra, Indrajit
;
Xu, Yu
- In:
The review of financial studies
37
(
2024
)
8
,
pp. 2461-2509
Persistent link: https://www.econbiz.de/10015046481
Saved in:
1125
Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
Lee, Cheng F.
;
Shrestha, Keshab
;
Welch, Robert L.
-
2024
Persistent link: https://www.econbiz.de/10015046719
Saved in:
1126
Reaching for yield and the cross section of bond returns
Chen, Qianwen
;
Choi, Jaewon
- In:
Management science : journal of the Institute for …
70
(
2024
)
8
,
pp. 5226-5245
Persistent link: https://www.econbiz.de/10015047067
Saved in:
1127
Bond portfolio management, swap strategy, duration, and convexity
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047705
Saved in:
1128
The US public debt valuation puzzle
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
4
,
pp. 1309-1347
Persistent link: https://www.econbiz.de/10015048053
Saved in:
1129
The empirics of long-term Mexican government bond yields
Akram, Tanweer
;
Uddin, Syed Helal
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
2
,
pp. 333-355
Persistent link: https://www.econbiz.de/10015048437
Saved in:
1130
Secrets of the temple or noise of the agora? : the political and financial implications of the communicative turn in central banking : the case of the FED
Pfeifer, Moritz
;
El Guindi, Mohamed
;
Salazar-Caicedo, …
- In:
International journal of political economy : a journal …
53
(
2024
)
2
,
pp. 202-232
Persistent link: https://www.econbiz.de/10015049132
Saved in:
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