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  • Search: subject:"Term structure model"
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Year of publication
Subject
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Zinsstruktur 15,528 Yield curve 15,487 Theorie 6,155 Theory 6,155 Zins 2,710 Interest rate 2,683 Schätzung 2,529 Estimation 2,528 Public bond 2,503 Öffentliche Anleihe 2,503 Risikoprämie 2,406 Risk premium 2,405 Geldpolitik 2,310 Monetary policy 2,301 USA 2,059 United States 2,046 Anleihe 1,724 Bond 1,717 Capital income 1,634 Kapitaleinkommen 1,634 Kreditrisiko 1,606 Credit risk 1,599 Volatilität 1,274 Volatility 1,270 EU countries 1,233 EU-Staaten 1,233 Prognoseverfahren 1,133 Forecasting model 1,132 Optionspreistheorie 1,070 Option pricing theory 1,068 Corporate bond 1,014 Unternehmensanleihe 1,014 Euro area 1,012 Eurozone 1,012 Interest rate derivative 982 Zinsderivat 982 CAPM 813 Rentenmarkt 754 Bond market 744 Welt 707
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Online availability
All
Free 6,533 Undetermined 2,723 CC license 163
Type of publication
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Book / Working Paper 8,436 Article 7,182 Journal 4 Other 1
Type of publication (narrower categories)
All
Article in journal 6,600 Aufsatz in Zeitschrift 6,600 Graue Literatur 3,763 Non-commercial literature 3,763 Working Paper 3,725 Arbeitspapier 3,711 Aufsatz im Buch 432 Book section 432 Hochschulschrift 391 Thesis 307 Collection of articles written by one author 92 Sammlung 92 Collection of articles of several authors 48 Sammelwerk 48 Conference paper 47 Konferenzbeitrag 47 Bibliografie enthalten 46 Bibliography included 46 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 Bibliografie 5 Reprint 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Statistik 4 Article 3 Statistics 3 Accompanied by computer file 2
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Language
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English 14,859 German 373 Spanish 126 French 123 Undetermined 59 Portuguese 28 Italian 20 Polish 10 Dutch 9 Danish 6 Hungarian 6 Norwegian 5 Czech 2 Finnish 2 Croatian 2 Korean 1 Romanian 1 Russian 1 Turkish 1
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Author
All
Rudebusch, Glenn D. 103 Christensen, Jens H. E. 72 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. 43 Campbell, John Y. 42 Chiarella, Carl 42 Gollier, Christian 42 Mishkin, Frederic S. 42 Hamilton, James D. 41 Wei, Min 41 Hördahl, Peter 40 Kim, Don H. 40 Schlögl, Erik 38 Fabozzi, Frank J. 36 Kaminska, Iryna 36 Lemke, Wolfgang 36 Thornton, Daniel L. 36 Gouriéroux, Christian 35 Lyrio, Marco 35 Goldstein, Robert S. 34 Joshi, Mark S. 34 Singleton, Kenneth J. 33 Filipović, Damir 32 Friedman, Benjamin M. 32 Jarrow, Robert A. 32 Meldrum, Andrew 31 Batten, Jonathan A. 30 Collin-Dufresne, Pierre 30
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Institution
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National Bureau of Economic Research 293 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...
All
NBER working paper series 289 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 128 Finance research letters 127 International journal of theoretical and applied finance 121 Finance and economics discussion series 119 Working paper series / European Central Bank 110 IMF working papers 105 Journal of money, credit and banking : JMCB 105 Working paper 103 Economics letters 100 International review of economics & finance : IREF 98 The review of financial studies 92 Applied economics 91 The journal of finance : the journal of the American Finance Association 88 Journal of empirical finance 82 Economic modelling 81 Journal of monetary economics 80 Applied financial economics 79 Journal of economic dynamics & control 75 International review of financial analysis 73 Discussion papers / CEPR 72 Working papers series / Federal Reserve Bank of San Francisco 72 Mathematical finance : an international journal of mathematics, statistics and financial theory 70 ECB Working Paper 69 Journal of international financial markets, institutions & money 68 CESifo working papers 67 Applied economics letters 66 Discussion paper 66 The journal of futures markets 63 Journal of financial and quantitative analysis : JFQA 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
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ECONIS (ZBW) 15,487 RePEc 75 USB Cologne (business full texts) 41 EconStor 18 BASE 2
Showing 1 - 10 of 15,623
Cover Image
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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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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Macroeconomic drivers of inflation expectations and inflation risk premia
Boeckx, Jef; Iania, Leonardo; Wauters, Joris - 2024
no-arbitrage term structure model with stochastic endpoints, separating macroeconomic variables into transitory parts and …
Persistent link: https://www.econbiz.de/10014481266
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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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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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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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