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  • Search: subject:"Term Structure of Interest Rates"
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Year of publication
Subject
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Zinsstruktur 15,423 Yield curve 15,408 Theorie 6,123 Theory 6,113 Zins 2,686 Interest rate 2,657 Schätzung 2,515 Estimation 2,513 Öffentliche Anleihe 2,482 Public bond 2,481 Risikoprämie 2,394 Risk premium 2,394 Monetary policy 2,307 Geldpolitik 2,304 USA 2,051 United States 2,038 Anleihe 1,706 Bond 1,702 Kapitaleinkommen 1,620 Capital income 1,618 Kreditrisiko 1,595 Credit risk 1,593 Volatilität 1,265 Volatility 1,264 EU-Staaten 1,233 EU countries 1,231 Prognoseverfahren 1,128 Forecasting model 1,125 Optionspreistheorie 1,068 Option pricing theory 1,066 Eurozone 1,010 Euro area 1,009 Corporate bond 1,004 Unternehmensanleihe 1,004 Interest rate derivative 979 Zinsderivat 979 CAPM 810 Rentenmarkt 750 Bond market 743 Welt 705
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Online availability
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Free 6,774 Undetermined 2,766 CC license 160
Type of publication
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Book / Working Paper 8,678 Article 7,198 Journal 5 Other 1
Type of publication (narrower categories)
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Article in journal 6,573 Aufsatz in Zeitschrift 6,573 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 14,889 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...
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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 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) 15,403 RePEc 388 EconStor 83 BASE 3 ArchiDok 3 Other ZBW resources 2
Showing 981 - 990 of 15,882
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Time-varying variance decomposition of macro-finance term structure models
Hansen, Anne Lundgaard - In: Journal of empirical finance 79 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015179717
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Variance dynamics and term structure of the natural gas market
Shao, Chengwu; Bhar, Ramaprasad; Colwell, David B.; … - In: Energy economics 137 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10015181844
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Interest rate forecasting with principal component analysis based on long-run covariance matrix
Hissinaga, Hugo; Laurini, Márcio Poletti - In: Annals of financial economics 19 (2024) 2, pp. 1-50
Persistent link: https://www.econbiz.de/10015323569
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Modeling Chilean long-term swap yields based on the short-term interest rate : a garch approach
Akram, Tanweer; Mamun, Khawaja - In: Annals of financial economics 19 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015323601
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Determinants of call money rate spread in India : role of durable and transitory liquidity shocks
Chakravarty, Suvojit Lahiri; Goel, Sonia - In: Mudra : journal of finance and accounting 11 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015325946
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Indian financial system's readiness for LIBOR-to-SOFR transition : an analytical study
Jain, Shweta; Mainkar, Shaunak - In: South Asian journal of management : SAJM 31 (2024) 5, pp. 121-149
Persistent link: https://www.econbiz.de/10015271392
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Unbundling quantitative easing : taking a cue from treasury auctions
Ray, Walker; Droste, Michael; Gorodnichenko, Yuriy - In: Journal of political economy 132 (2024) 9, pp. 3115-3172
Persistent link: https://www.econbiz.de/10015144346
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Monetary and fiscal policy impacts on the Indian sovereign bond market : a VAR approach
Kumar, Anshul; Sarkar, Agnirup; Sengupta, Bodhisattva - In: South Asian journal of macroeconomics and public finance 13 (2024) 2, pp. 143-168
Persistent link: https://www.econbiz.de/10015154379
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Are shadow rate models of the treasury yield curve structurally stable?
Kim, Don H.; Priebsch, Marcel A. - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 7, pp. 3500-3530
Persistent link: https://www.econbiz.de/10015156738
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Shedding light on the dynamics of the secured overnight financing rate (SOFR)
David-Pur, Lior; Galil, Koresh; Rosenboim, Mosi; … - In: International review of finance : the official journal … 24 (2024) 3, pp. 557-567
Persistent link: https://www.econbiz.de/10015135498
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