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Search: subject:"Term Structure Model"
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Zinsstruktur
15,395
Yield curve
15,354
Theorie
6,092
Theory
6,092
Zins
2,670
Interest rate
2,644
Schätzung
2,501
Estimation
2,500
Public bond
2,467
Öffentliche Anleihe
2,467
Risikoprämie
2,382
Risk premium
2,381
Geldpolitik
2,291
Monetary policy
2,282
USA
2,043
United States
2,035
Anleihe
1,696
Bond
1,689
Capital income
1,609
Kapitaleinkommen
1,609
Kreditrisiko
1,586
Credit risk
1,579
Volatilität
1,269
Volatility
1,265
EU countries
1,228
EU-Staaten
1,228
Prognoseverfahren
1,123
Forecasting model
1,122
Optionspreistheorie
1,068
Option pricing theory
1,066
Euro area
1,008
Eurozone
1,008
Corporate bond
997
Unternehmensanleihe
997
Interest rate derivative
981
Zinsderivat
981
CAPM
805
Rentenmarkt
745
Bond market
735
Welt
703
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Free
6,491
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2,678
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156
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7,075
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5
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1
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Article in journal
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Collection of articles written by one author
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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)
15,354
RePEc
75
USB Cologne (business full texts)
41
EconStor
18
BASE
2
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111
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120
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111
Quantitative easing effectiveness : evidence from Euro private assets
Kirikos, Dimitris G.
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 354-370
Persistent link: https://www.econbiz.de/10014543807
Saved in:
112
The impact of macroeconomic news sentiment on interest rates
Audrino, Francesco
;
Offner, Eric A.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014543983
Saved in:
113
Analyzing credit spread changes using explainable artificial intelligence
Heger, Julia
;
Min, Aleksey
;
Zagst, Rudi
- In:
International review of financial analysis
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543984
Saved in:
114
Collateral framework : liquidity premia and multiple equilibria
Lengwiler, Yvan
;
Orphanides, Athanasios
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 489-516
Persistent link: https://www.econbiz.de/10014544965
Saved in:
115
"Whatever it takes!" : how tonality of tv-news affected government bond yield spreads during the european debt crisis
Hirsch, Patrick
;
Feld, Lars P.
;
Köhler, Ekkehard A.
; …
- In:
European journal of political economy
82
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014547139
Saved in:
116
Explaining long-term bond yields synchronization dynamics in Europe
Crespo Cuaresma, Jesús
;
Fernandez, Oscar
- In:
Economic modelling
133
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014548145
Saved in:
117
Effects of the ECB's communication on government bond spreads
Neugebauer, Frederik
;
Russnak, Jan
;
Zimmermann, Lilli
; …
- In:
Journal of international money and finance
142
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014549834
Saved in:
118
Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application
Makovský, Petr
- In:
Eastern European economics : EEE
62
(
2024
)
2
,
pp. 187-218
Persistent link: https://www.econbiz.de/10014551375
Saved in:
119
Regime-switching affine term structures
Celary, Andreas
;
Eksi-Altay, Zehra
;
Krühner, Paul
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 139-155
Persistent link: https://www.econbiz.de/10014551950
Saved in:
120
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
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