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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
Undetermined
2,678
CC license
156
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Book / Working Paper
8,409
Article
7,075
Journal
5
Other
1
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Article in journal
6,543
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3,742
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3,701
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3,687
Aufsatz im Buch
428
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Hochschulschrift
391
Thesis
307
Collection of articles written by one author
92
Sammlung
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Sammelwerk
48
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Bibliography included
46
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English
14,725
German
373
Spanish
126
French
123
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60
Portuguese
28
Italian
20
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10
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9
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6
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6
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5
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2
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2
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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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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)
15,354
RePEc
75
USB Cologne (business full texts)
41
EconStor
18
BASE
2
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171
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180
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171
The impact of quantitative and qualitative easing and yield curve control on the functioning of the control on the functioning of the japanese government bond market
Fukuma, Noritaka
;
Kitamura, Tomiyuki
;
Maehashi, Kohei
; …
-
2024
Persistent link: https://www.econbiz.de/10015052921
Saved in:
172
Search-for-yield and home bias under quantitative easing
Tanaka, Hiroya
;
Hori, Keiichi
;
Shibata, Akihisa
-
2024
Persistent link: https://www.econbiz.de/10015053456
Saved in:
173
Government debt, limited foresight, and longer-term interest rates
Gust, Christopher J.
;
Skaperdas, Arsenios
-
2024
Persistent link: https://www.econbiz.de/10015054042
Saved in:
174
Estimating time-varying factors’ variance in the string-
term
structure
model
with stochastic volatility
Almeida, Thiago Ramos
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
Saved in:
175
What did the yield curve control policy do?
Shiratsuka, Shigenori
-
2024
Persistent link: https://www.econbiz.de/10015055278
Saved in:
176
Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre
;
Russo, Emilio
;
Staino, Alessandro
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
Saved in:
177
Generalized disappointment aversion and the variance term structure
Babiak, Mykola
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1796-1820
Persistent link: https://www.econbiz.de/10015055429
Saved in:
178
The 2023 banking turmoil and the Bank Term Funding Program
Glancy, David
;
Ionescu, Felicia
;
Klee, Elizabeth
; …
-
2024
Persistent link: https://www.econbiz.de/10015055867
Saved in:
179
Foreign trade and China's yield curve during the COVID-19 pandemic : an analysis based on an extended arbitrage-free Nelson–Siegel model
Hong, Zhiwu
;
Wang, Zhenhan
;
Li, Xinda
- In:
Research in international business and finance
70
(
2024
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015055886
Saved in:
180
Why have long-term treasury yields fallen since the 1980s? : expected short rates and term premiums in (quasi-) real time
Kiley, Michael T.
-
2024
-
Final version
Persistent link: https://www.econbiz.de/10015056293
Saved in:
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