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  • Search: subject:"Term Structure of Interest Rates"
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Year of publication
Subject
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Zinsstruktur 15,420 Yield curve 15,405 Theorie 6,122 Theory 6,112 Zins 2,685 Interest rate 2,656 Schätzung 2,514 Estimation 2,512 Öffentliche Anleihe 2,482 Public bond 2,481 Risikoprämie 2,393 Risk premium 2,393 Monetary policy 2,305 Geldpolitik 2,302 USA 2,051 United States 2,038 Anleihe 1,706 Bond 1,702 Kapitaleinkommen 1,619 Capital income 1,617 Kreditrisiko 1,595 Credit risk 1,593 Volatilität 1,264 Volatility 1,263 EU-Staaten 1,233 EU countries 1,231 Prognoseverfahren 1,127 Forecasting model 1,124 Optionspreistheorie 1,068 Option pricing theory 1,066 Eurozone 1,010 Euro area 1,009 Corporate bond 1,003 Unternehmensanleihe 1,003 Interest rate derivative 979 Zinsderivat 979 CAPM 810 Rentenmarkt 749 Bond market 742 Welt 704
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Online availability
All
Free 6,772 Undetermined 2,765 CC license 158
Type of publication
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Book / Working Paper 8,678 Article 7,195 Journal 5 Other 1
Type of publication (narrower categories)
All
Article in journal 6,570 Aufsatz in Zeitschrift 6,570 Working Paper 3,773 Graue Literatur 3,755 Non-commercial literature 3,755 Arbeitspapier 3,702 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 Article 9 Case study 8 Fallstudie 8 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Conference Paper 3 Statistics 3
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Language
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English 14,886 German 373 Undetermined 273 Spanish 135 French 126 Portuguese 29 Italian 20 Polish 10 Dutch 9 Hungarian 7 Danish 6 Norwegian 5 Czech 3 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. 61 Wright, Jonathan H. 56 Wu, Jing Cynthia 56 Bekaert, Geert 52 Hördahl, Peter 50 Krippner, Leo 50 Monfort, Alain 49 Afonso, António 48 Chiarella, Carl 46 Chernov, Mikhail 45 Diebold, Francis X. 45 Renne, Jean-Paul 45 Caporale, Guglielmo Maria 44 Lemke, Wolfgang 43 Campbell, John Y. 42 Gollier, Christian 42 Mishkin, Frederic S. 42 Bauer, Michael D. 41 Hamilton, James D. 41 Schlögl, Erik 40 Kim, Don H. 39 Kaminska, Iryna 38 Wei, Min 37 Thornton, Daniel L. 36 Fabozzi, Frank J. 35 Gouriéroux, Christian 35 Goldstein, Robert S. 34 Joshi, Mark S. 34 Tristani, Oreste 34 Dewachter, Hans 33 Filipović, Damir 32 Jarrow, Robert A. 32 Sarno, Lucio 32 Singleton, Kenneth J. 32 Mönch, Emanuel 31 Valente, Giorgio 31 Batten, Jonathan A. 30
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Institution
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National Bureau of Economic Research 292 C.E.P.R. Discussion Papers 27 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 16 Centre for Analytical Finance <Århus> 14 European Central Bank 13 Society for Computational Economics - SCE 13 Federal Reserve Bank of San Francisco 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Banque de France 9 International Monetary Fund 9 Federal Reserve Bank of St. Louis 8 Suomen Pankki 8 University of Bonn, Germany 8 University of Exeter / Department of Economics 7 Banque de France / Direction des Etudes Economiques et de la Recherche 6 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 6 European Parliament / Directorate-General for Internal Policies of the Union 6 Sveriges Riksbank 6 Tilburg University, Center for Economic Research 6 Department of Economics and Business, Universitat Pompeu Fabra 5 Department of Economics, Waikato Management School 5 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 5 Federal Reserve Bank of Cleveland 5 OECD 5 Rodney L. White Center for Financial Research 5 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Banco Central do Brasil 4 Bank for International Settlements (BIS) 4 Bank of Japan 4 EconWPA 4 Federal Reserve Bank of New York 4 Federal Reserve System / Division of Research and Statistics 4 Finance Discipline Group, Business School 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 Department of Economics, Oxford University 3
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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 research letters 119 Finance and economics discussion series 118 Working paper series / European Central Bank 113 IMF working papers 105 Working paper 101 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 88 The journal of finance : the journal of the American Finance Association 83 Journal of empirical finance 82 Economic modelling 80 Applied financial economics 79 Journal of monetary economics 79 ECB Working Paper 75 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 Journal of international financial markets, institutions & money 68 Discussion paper 67 Applied economics letters 66 CESifo working papers 66 Journal of financial and quantitative analysis : JFQA 62 The journal of futures markets 61 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) 15,400 RePEc 388 EconStor 83 BASE 3 ArchiDok 3 Other ZBW resources 2
Showing 211 - 220 of 15,879
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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
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What did the yield curve control policy do?
Shiratsuka, Shigenori - 2024
Persistent link: https://www.econbiz.de/10015055278
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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
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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
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The 2023 banking turmoil and the Bank Term Funding Program
Glancy, David; Ionescu, Felicia; Klee, Elizabeth; … - 2024
Persistent link: https://www.econbiz.de/10015055867
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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
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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
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One month longer, one month later? : prepayments in the auto loan market
Katcher, Bradley; Li, Geng; Mezza, Alvaro; Ramos, Steve - 2024
Persistent link: https://www.econbiz.de/10015056327
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Airbnb pricing and term structure : a temporal analysis of omitted variable bias and repeat sales method as remedies
Cheung, Ka Shing - In: Tourism economics : the business and finance of tourism … 30 (2024) 5, pp. 1330-1338
Persistent link: https://www.econbiz.de/10015056936
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The impact of sovereign debt purchase programmes : a case study ; the Spanish-to-Portuguese bond yield spread
Cerezo, Fernando; Girón, Pablo; González-Pérez, María T. - 2024
Persistent link: https://www.econbiz.de/10014583724
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