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  • Search: subject:"Term Structure Model"
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Year of publication
Subject
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Zinsstruktur 15,410 Yield curve 15,369 Theorie 6,101 Theory 6,101 Zins 2,674 Interest rate 2,648 Schätzung 2,506 Estimation 2,505 Public bond 2,471 Öffentliche Anleihe 2,471 Risikoprämie 2,384 Risk premium 2,383 Geldpolitik 2,292 Monetary policy 2,283 USA 2,043 United States 2,035 Anleihe 1,700 Bond 1,693 Capital income 1,614 Kapitaleinkommen 1,614 Kreditrisiko 1,589 Credit risk 1,582 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 807 Rentenmarkt 746 Bond market 736 Welt 703
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Online availability
All
Free 6,498 Undetermined 2,686 CC license 156
Type of publication
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Book / Working Paper 8,415 Article 7,084 Journal 5 Other 1
Type of publication (narrower categories)
All
Article in journal 6,553 Aufsatz in Zeitschrift 6,553 Graue Literatur 3,746 Non-commercial literature 3,746 Working Paper 3,707 Arbeitspapier 3,693 Aufsatz im Buch 427 Book section 427 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 14,740 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. 72 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 Filipović, Damir 32 Jarrow, Robert A. 32 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 Discussion papers / CEPR 71 Mathematical finance : an international journal of mathematics, statistics and financial theory 70 ECB Working Paper 69 Journal of international financial markets, institutions & money 68 Applied economics letters 66 CESifo working papers 66 Discussion paper 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) 15,369 RePEc 75 USB Cologne (business full texts) 41 EconStor 18 BASE 2
Showing 1,811 - 1,820 of 15,505
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Real interest rate parity in the Pacific Rim countries : new empirical evidence
Xie, Zixiong; Chen, Shyh-Wei; Wu, An-Chia - In: Empirical economics : a quarterly journal of the … 64 (2023) 3, pp. 1471-1515
Persistent link: https://www.econbiz.de/10014226368
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Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - In: Economic theory 75 (2023) 2, pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
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Financial information, green certification, government subsidies and green bond credit spreads : evidence from China
Zeng, Shouzhen; Hu, Junfang; Gu, Fengjuan; Carlos, … - In: International entrepreneurship and management journal 19 (2023) 1, pp. 321-341
Persistent link: https://www.econbiz.de/10014227756
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Development stage of the bond market in Mongolia among Asian countries
Ganbold, Bolormaa - In: Challenges in Fiscal and Monetary Policies in Mongolia, (pp. 229-248). 2023
Persistent link: https://www.econbiz.de/10014228202
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Horizon bias and the term structure of equity returns
Cassella, Stefano; Golez, Benjamin; Gulen, Huseyin; … - In: The review of financial studies 36 (2023) 3, pp. 1253-1288
Persistent link: https://www.econbiz.de/10014228802
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A model-free term structure of U.S. dividend premiums
Ulrich, Maxim; Florig, Stephan; Seehuber, Ralph - In: The review of financial studies 36 (2023) 3, pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
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Investor sentiment, sovereign debt mispricing, and economic outcomes
Al-Amine, Ramzy; Willems, Tim - In: The economic journal : the journal of the Royal … 133 (2023) 650, pp. 613-636
Persistent link: https://www.econbiz.de/10013543357
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Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.; Ekponon, Adelphe; Jeanneret, Alexandre - In: Journal of financial economics 147 (2023) 1, pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
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Information frictions, reputation, and sovereign spreads
Morelli, Juan M.; Moretti, Matias - In: Journal of political economy 131 (2023) 11, pp. 3066-3102
Persistent link: https://www.econbiz.de/10014467161
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Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao; Hsieh, Chang-Chieh; Huang, Zi-Wei; Lin, … - In: International review of financial analysis 90 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
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