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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
Undetermined
2,681
CC license
156
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Book / Working Paper
8,410
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7,079
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5
Other
1
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Article in journal
6,547
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3,743
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3,743
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3,702
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3,688
Aufsatz im Buch
428
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391
Thesis
307
Collection of articles written by one author
92
Sammlung
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48
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48
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Bibliography included
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English
14,730
German
373
Spanish
126
French
123
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60
Portuguese
28
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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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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...
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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
All
ECONIS (ZBW)
15,359
RePEc
75
USB Cologne (business full texts)
41
EconStor
18
BASE
2
Showing
941
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950
of
15,495
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date (oldest first)
941
Economic policy uncertainty and municipal corporate bonds credit spreads : Evidence from China
Cheng, Tingting
;
Qiu, Liping
;
Lv, Wenya
;
Yang, Xuanbin
; …
- In:
Finance research letters
69
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015190711
Saved in:
942
Applications of FX derivatives to portfolio management
Elkamhi, Redouane
;
Fabozzi, Frank J.
;
Lee, Jacky S. H.
; …
- In:
The journal of asset management : a major new, …
25
(
2024
)
6
,
pp. 600-616
Persistent link: https://www.econbiz.de/10015192369
Saved in:
943
Exploring the mechanism of regional ecological legal governance's impact on corporate bond credit spreads
Dai, Zheyu
;
Liu, Jian
- In:
Finance research letters
70
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015194134
Saved in:
944
Short option maturity term structures of skewness and excess kurtosis
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
31
(
2024
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10015194418
Saved in:
945
Spike and hike modeling for interest rate derivatives : with an application to SOFR caplets
Andersen, Leif B. G.
;
Bang, Dominique
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1017-1033
Persistent link: https://www.econbiz.de/10015196868
Saved in:
946
Revisiting elastic string models of forward interest rates
Le Coz, Victor
;
Bouchaud, Jean-Philippe
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10015196945
Saved in:
947
Risk-free rate caplets pricing by CTMC approximation
Liu, Fengming
;
Song, Yingda
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1579-1595
Persistent link: https://www.econbiz.de/10015196947
Saved in:
948
A unifying approach for the pricing of debt securities
Vachon, Marie-Claude
;
MacKay, Anne
- In:
Quantitative finance
24
(
2024
)
12
,
pp. 1747-1772
Persistent link: https://www.econbiz.de/10015196964
Saved in:
949
Functional cointegration test for expectation hypothesis of the term structure of interest rates in China
Fu, Yizheng
;
Su, Zhifang
;
Lin, Aihua
- In:
Asia Pacific financial markets
31
(
2024
)
4
,
pp. 799-820
Persistent link: https://www.econbiz.de/10015176795
Saved in:
950
Carry trade dynamics under capital controls : the case of China
Balding, Christopher
;
Gregoriou, Andros
;
Tarzia, Domenico
; …
- In:
Asia Pacific financial markets
31
(
2024
)
4
,
pp. 1065-1085
Persistent link: https://www.econbiz.de/10015176873
Saved in:
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