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  • Search: subject:"Term Structure Model"
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Year of publication
Subject
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Zinsstruktur 15,396 Yield curve 15,355 Theorie 6,093 Theory 6,093 Zins 2,670 Interest rate 2,644 Schätzung 2,502 Estimation 2,501 Public bond 2,467 Öffentliche Anleihe 2,467 Risikoprämie 2,382 Risk premium 2,381 Geldpolitik 2,292 Monetary policy 2,283 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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Online availability
All
Free 6,492 Undetermined 2,678 CC license 156
Type of publication
All
Book / Working Paper 8,410 Article 7,075 Journal 5 Other 1
Type of publication (narrower categories)
All
Article in journal 6,543 Aufsatz in Zeitschrift 6,543 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 14,726 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
All
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
All
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...
All
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
All
ECONIS (ZBW) 15,355 RePEc 75 USB Cologne (business full texts) 41 EconStor 18 BASE 2
Showing 15,471 - 15,480 of 15,491
Cover Image
Short-term interest rates
OECD - 20XX
Short-term interest rates are the rates at which short-term borrowings are effected between financial institutions or the rate at which short-term government paper is issued or traded in the market. Short-term interest rates are generally averages of daily rates, measured as a percentage....
Persistent link: https://www.econbiz.de/10013524034
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Long-term interest rates forecast
OECD - 20XX
Long-term interest rates forecast refers to projected values of government bonds maturing in ten years. It is measured as a percentage. Forecast data are calculated by making an overall assessment of the economic climate in individual countries and the world economy as a whole, using a...
Persistent link: https://www.econbiz.de/10013524275
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Short-term interest rates forecast
OECD - 20XX
Short-term interest rates forecast refers to projected values of three-month money market rates. It is measured as a percentage. Forecast data are calculated by making an overall assessment of the economic climate in individual countries and the world economy as a whole, using a combination of...
Persistent link: https://www.econbiz.de/10013525585
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Interest rates
OECD - 20XX
Interest can be defined as the price paid by the borrower for the use of funds saved by the lender and the compensation to the lender for deferring expenditures. This compensation comprises two elements, namely a payment equal to the loss of purchasing power of the principal during the term of...
Persistent link: https://www.econbiz.de/10013527118
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Long-term interest rates
OECD - 20XX
Long-term interest rates refer to government bonds maturing in ten years. Rates are mainly determined by the price charged by the lender, the risk from the borrower and the fall in the capital value. Long-term interest rates are generally averages of daily rates, measured as a percentage. These...
Persistent link: https://www.econbiz.de/10013527538
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The determination of long-term interest rates : implications for monetary and fiscal policies
Friedman, Benjamin M. - 1979
Persistent link: https://www.econbiz.de/10009567211
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Factors of spread and repression in potato wart
Weiss, Freeman; Brierley, Philip - 1928
Persistent link: https://www.econbiz.de/10003367177
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The term structure of interest rates: Theory, empirical evidence and applications
Malkiel, Burton G. - 1970
Persistent link: https://www.econbiz.de/10003624722
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Structure of interest rates in some OECD countries
1967
Persistent link: https://www.econbiz.de/10003509374
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Terms and conditions
Berger, Thomas R. G. (contributor) - 1977
Persistent link: https://www.econbiz.de/10003201941
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