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  • Search: subject:"Term structure model"
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Year of publication
Subject
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Zinsstruktur 6,450 Yield curve 6,441 Theorie 2,500 Theory 2,500 Interest rate 1,238 Zins 1,238 Public bond 1,223 Öffentliche Anleihe 1,223 Geldpolitik 1,219 Monetary policy 1,219 Risikoprämie 1,139 Risk premium 1,138 Schätzung 988 Estimation 987 Anleihe 789 Bond 786 Capital income 783 Kapitaleinkommen 783 Kreditrisiko 650 Credit risk 647 EU-Staaten 612 EU countries 611 USA 575 United States 575 Euro area 560 Eurozone 560 Volatility 502 Volatilität 502 Prognoseverfahren 475 Forecasting model 474 Corporate bond 428 Unternehmensanleihe 428 Rentenmarkt 341 Bond market 340 Interest rate derivative 339 Zinsderivat 339 Option pricing theory 330 Optionspreistheorie 330 Impact assessment 310 Wirkungsanalyse 310
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Online availability
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Free 6,509 CC license 158
Type of publication
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Book / Working Paper 6,004 Article 503 Journal 1 Other 1
Type of publication (narrower categories)
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Working Paper 2,570 Arbeitspapier 2,556 Graue Literatur 2,535 Non-commercial literature 2,535 Article in journal 500 Aufsatz in Zeitschrift 500 Hochschulschrift 54 Thesis 29 Collection of articles written by one author 10 Sammlung 10 Aufsatz im Buch 9 Book section 9 Konferenzschrift 9 Conference paper 8 Konferenzbeitrag 8 Aufsatzsammlung 7 Collection of articles of several authors 6 Sammelwerk 6 Article 3 Forschungsbericht 3 Statistik 3 Amtliche Publikation 2 Case study 2 Conference proceedings 2 Fallstudie 2 Statistics 2 Amtsdruckschrift 1 Conference Paper 1 Government document 1 Monografische Reihe 1 Nachschlagewerk 1 No longer published / No longer aquired 1 Reference book 1 Series 1
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Language
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English 6,420 Undetermined 27 German 23 Spanish 19 Portuguese 10 French 3 Italian 3 Danish 1 Hungarian 1 Polish 1 Romanian 1
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Author
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Rudebusch, Glenn D. 56 Akram, Tanweer 53 Christensen, Jens H. E. 44 Krippner, Leo 42 Wu, Jing Cynthia 37 Afonso, António 35 Wright, Jonathan H. 32 Wei, Min 30 Bekaert, Geert 29 Diebold, Francis X. 29 Bauer, Michael D. 28 Hördahl, Peter 28 Kim, Don H. 28 Gollier, Christian 27 Hamilton, James D. 27 Caporale, Guglielmo Maria 26 Lemke, Wolfgang 26 Renne, Jean-Paul 25 Meldrum, Andrew 23 Schlögl, Erik 23 Chernov, Mikhail 22 Dewachter, Hans 22 Joshi, Mark S. 22 Medvedev, Gennady 22 Campbell, John Y. 21 Pericoli, Marcello 21 D'Amico, Stefania 20 Kaminska, Iryna 20 Monfort, Alain 20 Chiarella, Carl 19 Iania, Leonardo 19 Li, Canlin 19 Mishkin, Frederic S. 19 Ang, Andrew 18 Gilchrist, Simon 18 Lyrio, Marco 18 Mönch, Emanuel 18 Favero, Carlo A. 17 Friedman, Benjamin M. 17 Goldstein, Robert S. 17
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Institution
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National Bureau of Economic Research 275 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 European Central Bank 11 Federal Reserve Bank of San Francisco 11 International Monetary Fund 9 Federal Reserve Bank of St. Louis 7 European Parliament / Directorate-General for Internal Policies of the Union 6 Federal Reserve Bank of Cleveland 5 Banco Central do Brasil 4 Bank of England 4 Ekonomiska forskningsinstitutet <Stockholm> 4 Crawford School of Public Policy, Australian National University 3 Department of Economics and Related Studies, University of York 3 Federal Reserve Bank of New York 3 International Center for Financial Asset Management and Engineering 3 Reserve Bank of New Zealand 3 Rodney L. White Center for Financial Research 3 University of York / Department of Economics and Related Studies 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Banque de France 2 Center for Economic Research <Tilburg> 2 Central Bank of Malta 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Erasmus Research Institute of Management 2 European Commission / Directorate-General for Economic and Financial Affairs 2 European Stability Mechanism 2 Institute of Finance and Accounting <London> 2 Reserve Bank of Australia 2 SUERF - The European Money and Finance Forum 2 Universität Hannover / Wirtschaftswissenschaftliche Fakultät 2 Waikato Management School / Department of Economics 2 ATC Expert Group on Insurance 1 Banca d'Italia 1 Banco Central del Ecuador / Dirección de Investigaciones Económicas 1 Bank for International Settlements (BIS) 1 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 Bank für Internationalen Zahlungsausgleich <Basel> 1 Bank of Canada 1 Bank of Japan 1 Banque Nationale de Belgique 1
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Published in...
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NBER working paper series 271 NBER Working Paper 236 Finance and economics discussion series 105 IMF working papers 104 Working paper series / European Central Bank 102 Working paper / National Bureau of Economic Research, Inc. 100 Working papers series / Federal Reserve Bank of San Francisco 72 ECB Working Paper 69 CESifo working papers 63 Working paper 58 Staff reports / Federal Reserve Bank of New York 51 Working papers / Bank for International Settlements 47 Discussion paper 45 FEDS Working Paper 45 Research paper series / Swiss Finance Institute 37 Discussion paper / Tinbergen Institute 36 Risks : open access journal 36 IMF Working Paper 35 Banque de France Working Paper 34 Working papers / The Levy Economics Institute 34 BIS Working Paper 33 Staff working paper / Bank of Canada 32 CREATES research paper 31 Série de trabalhos para discussão 30 Working papers 29 CAMA working paper series 28 Staff working papers / Bank of England 28 Bank of England Working Paper 27 Documents de travail / Banque de France 27 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 27 Temi di discussione / Banca d'Italia 26 CESifo Working Paper Series 25 FRB of New York Staff Report 24 BIS working papers 22 IMF working paper 22 Journal of risk and financial management : JRFM 22 Bank of Japan working paper series 21 CFS working paper series 21 International finance discussion papers 21 Federal Reserve Bank of Cleveland working paper series 20
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Source
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ECONIS (ZBW) 6,440 RePEc 40 EconStor 18 USB Cologne (business full texts) 9 BASE 2
Showing 1 - 10 of 6,509
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German inflation-linked bonds : overpriced, yet undervalued
Christensen, Jens H. E.; Mouabbi, Sarah; Paulson, Caroline - 2025 - This version: January 30, 2025
Persistent link: https://www.econbiz.de/10015210558
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Joint estimation of liquidity and credit risk premia in bond prices with an application
Christensen, Jens H. E.; Steenkamp, Daan - 2025
Persistent link: https://www.econbiz.de/10015406262
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A post-pandemic new normal for interest rates in emerging bond markets? : evidence from Chile
Ceballos, Luis; Christensen, Jens H. E.; Romero, Damian - 2024
Persistent link: https://www.econbiz.de/10014533411
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The natural rate of interest in the euro area : evidence from inflation-indexed bonds
Christensen, Jens H. E.; Mouabbi, Sarah - 2024
Persistent link: https://www.econbiz.de/10014533441
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Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.; Spiegel, Mark - 2024
Persistent link: https://www.econbiz.de/10014533476
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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/10014490417
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Effects and side effects of unconventional monetary policy : a shadow rate approach
Hirata, Atsuki; Kaihatsu, Sohei; Kasai, Yoshiyasu; … - 2024
Persistent link: https://www.econbiz.de/10015185047
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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
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Estimating the OIS term premium with analyst expectation surveys
Barahona, Ricardo; Rodríguez-Moreno, María - 2024
Persistent link: https://www.econbiz.de/10014632124
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Market-based estimates of the natural real rate : evidence from Latin American bond markets
Ceballos, Luis; Christensen, Jens H. E.; Romero, Damian - 2024
Persistent link: https://www.econbiz.de/10014467441
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