EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Term structure"
Narrow search

Narrow search

Year of publication
Subject
All
Zinsstruktur 15,517 Yield curve 15,427 Theorie 6,157 Theory 6,118 Zins 2,691 Interest rate 2,662 Schätzung 2,537 Estimation 2,520 Öffentliche Anleihe 2,488 Public bond 2,481 Risikoprämie 2,411 Risk premium 2,402 Monetary policy 2,335 Geldpolitik 2,317 USA 2,074 United States 2,042 Anleihe 1,712 Bond 1,702 Kapitaleinkommen 1,623 Capital income 1,619 Kreditrisiko 1,597 Credit risk 1,596 Volatilität 1,287 Volatility 1,277 EU-Staaten 1,244 EU countries 1,233 Prognoseverfahren 1,142 Forecasting model 1,130 Optionspreistheorie 1,071 Option pricing theory 1,069 Eurozone 1,013 Euro area 1,010 Corporate bond 1,004 Unternehmensanleihe 1,004 Interest rate derivative 979 Zinsderivat 979 CAPM 813 Rentenmarkt 755 Bond market 744 Welt 707
more ... less ...
Online availability
All
Free 7,402 Undetermined 3,019 CC license 161
Type of publication
All
Book / Working Paper 9,414 Article 7,512 Other 14 Journal 5
Type of publication (narrower categories)
All
Article in journal 6,596 Aufsatz in Zeitschrift 6,596 Working Paper 3,929 Graue Literatur 3,764 Non-commercial literature 3,764 Arbeitspapier 3,711 Aufsatz im Buch 427 Book section 427 Hochschulschrift 391 Thesis 313 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 Article 39 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 research-article 6 Bibliografie 5 Conference Paper 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4
more ... less ...
Language
All
English 15,345 Undetermined 862 German 377 Spanish 142 French 126 Portuguese 34 Italian 20 Polish 11 Dutch 9 Hungarian 7 Danish 6 Norwegian 5 Czech 3 Finnish 2 Croatian 2 Turkish 2 Korean 1 Romanian 1 Russian 1
more ... less ...
Author
All
Rudebusch, Glenn D. 115 Christensen, Jens H. E. 76 Akram, Tanweer 70 Favero, Carlo A. 62 Diebold, Francis X. 60 Wu, Jing Cynthia 60 Gollier, Christian 58 Krippner, Leo 57 Chiarella, Carl 56 Hördahl, Peter 56 Wright, Jonathan H. 56 Bekaert, Geert 53 Chernov, Mikhail 52 Monfort, Alain 52 Lemke, Wolfgang 51 Dewachter, Hans 49 Renne, Jean-Paul 49 Afonso, António 48 Caporale, Guglielmo Maria 47 Bauer, Michael D. 44 Campbell, John Y. 44 Hamilton, James D. 44 Kim, Don H. 42 Mishkin, Frederic S. 42 Wei, Min 42 Kaminska, Iryna 41 Schlögl, Erik 40 Carriero, Andrea 39 Sarno, Lucio 39 Gouriéroux, Christian 37 Tristani, Oreste 37 Lyrio, Marco 36 Thornton, Daniel L. 36 Fabozzi, Frank J. 35 Li, Canlin 35 Goldstein, Robert S. 34 Jarrow, Robert A. 34 Joshi, Mark S. 34 Meldrum, Andrew 34 Filipović, Damir 33
more ... less ...
Institution
All
National Bureau of Economic Research 292 C.E.P.R. Discussion Papers 56 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 51 Society for Computational Economics - SCE 32 EconWPA 28 European Central Bank 28 Banque de France 21 Institut für Schweizerisches Bankwesen <Zürich> 19 Université Paris-Dauphine (Paris IX) 18 Federal Reserve Bank of San Francisco 16 University of Bonn, Germany 15 Centre for Analytical Finance <Århus> 14 Center for Financial Studies 13 Econometric Society 13 School of Economics and Management, University of Aarhus 13 Finance Discipline Group, Business School 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen 10 Department of Economics and Related Studies, University of York 10 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 10 Ekonomiska forskningsinstitutet <Stockholm> 10 Bank of England 9 Federal Reserve Bank of St. Louis 9 HAL 9 International Monetary Fund 9 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 9 Banca d'Italia 8 Bank of Japan 8 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 8 Federal Reserve Bank of New York 8 Suomen Pankki 8 Department of Economics, University of Pennsylvania 7 Department of Economics, Waikato Management School 7 Deutsche Bundesbank 7 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 7 Tilburg University, Center for Economic Research 7 University of Exeter / Department of Economics 7 Université Paris-Dauphine 7 Bank for International Settlements (BIS) 6 Banque de France / Direction des Etudes Economiques et de la Recherche 6
more ... less ...
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 134 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 119 Finance research letters 119 Working paper series / European Central Bank 113 IMF working papers 105 Working paper 104 Economics letters 99 Journal of money, credit and banking : JMCB 99 International review of economics & finance : IREF 98 ECB Working Paper 94 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 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 CESifo working papers 67 Discussion paper 67 Applied economics letters 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 CEPR Discussion Papers 56 The European journal of finance 55 Finance and stochastics 54
more ... less ...
Source
All
ECONIS (ZBW) 15,435 RePEc 1,168 EconStor 262 USB Cologne (business full texts) 41 BASE 29 Other ZBW resources 7 ArchiDok 3
more ... less ...
Showing 81 - 90 of 16,945
Cover Image
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.; Jain, Surbhi; Kandhai, B. D. - In: Quantitative finance 24 (2024) 3/4, pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Saved in:
Cover Image
Dynamic equity slope
Breugem, Matthijs; Colonnello, Stefano; Marfè, Roberto; … - 2024
Persistent link: https://www.econbiz.de/10014521078
Saved in:
Cover Image
Measuring market-based core inflation expectations
Grønlund, Asger Munch; Jørgensen, Kasper; Schupp, Fabian - 2024
We build a novel term structure model for pricing synthetic euro area core inflation-linked swaps, a hypothetical swap … contract indexed to core inflation. Our approach relies on a term structure model of traded headline inflation-linked swap …
Persistent link: https://www.econbiz.de/10014513976
Saved in:
Cover Image
Real activity and uncertainty shocks : the long and the short of it
Krogh, Mathias Sjøgreen; Pellegrino, Giovanni - 2024 - This version: February 14, 2024
Persistent link: https://www.econbiz.de/10014517579
Saved in:
Cover Image
Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.; Zhang, Xin - 2024
-free dynamic term structure model of nominal and real bond prices that accounts for bondspecific safety premia, we find that …
Persistent link: https://www.econbiz.de/10014517711
Saved in:
Cover Image
SOFR term structure dynamics : discontinuous short rates and stochastic volatility forward rates
Brace, Alan; Gellert, Karol; Schlögl, Erik - In: The journal of futures markets 44 (2024) 6, pp. 936-985
Persistent link: https://www.econbiz.de/10014536708
Saved in:
Cover Image
Constructing fan charts from the ragged edge of SPF forecasts
Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2024
We develop models that take point forecasts from the Survey of Professional Forecasters (SPF) as inputs and produce estimates of survey-consistent term structures of expectations and uncertainty at arbitrary forecast horizons. Our models combine fixed-horizon and fixed-event forecasts,...
Persistent link: https://www.econbiz.de/10015079872
Saved in:
Cover Image
Quantifying forward guidance and yield curve control
Koeda, Junko; Wei, Bin - 2024
a unified term structure framework. It specifically examines the impact of the Bank of Japan's (BOJ) outcome …
Persistent link: https://www.econbiz.de/10015081022
Saved in:
Cover Image
A constrained dynamic nelson-siegel model for monetary policy analysis
Cross, Jamie; Poon, Aubrey; Yao, Wenying; Zhu, Dan - 2024
Persistent link: https://www.econbiz.de/10015085254
Saved in:
Cover Image
Multi-dimensional monetary policy shocks based on heteroscedasticity
Burri, Marc; Kaufmann, Daniel - 2024
recursive zero restrictions along the term structure of interest rates to disentangle multi-dimensional monetary policy shocks …
Persistent link: https://www.econbiz.de/10015052047
Saved in:
  • First
  • Prev
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...