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  • Search: subject:"Term structure theory"
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Year of publication
Subject
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Yield curve 15,357 Zinsstruktur 15,357 Theorie 6,095 Theory 6,095 Zins 2,670 Interest rate 2,644 Estimation 2,503 Schätzung 2,503 Public bond 2,467 Öffentliche Anleihe 2,467 Risikoprämie 2,382 Risk premium 2,382 Geldpolitik 2,290 Monetary policy 2,280 USA 2,043 United States 2,035 Anleihe 1,694 Bond 1,690 Capital income 1,611 Kapitaleinkommen 1,611 Kreditrisiko 1,586 Credit risk 1,581 Volatility 1,263 Volatilität 1,263 EU countries 1,228 EU-Staaten 1,227 Forecasting model 1,122 Prognoseverfahren 1,122 Optionspreistheorie 1,068 Option pricing theory 1,066 Euro area 1,008 Eurozone 1,008 Corporate bond 998 Unternehmensanleihe 998 Interest rate derivative 980 Zinsderivat 980 CAPM 806 Rentenmarkt 745 Bond market 735 Welt 703
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Online availability
All
Free 6,423 Undetermined 2,658 CC license 156
Type of publication
All
Book / Working Paper 8,300 Article 7,053 Journal 5
Type of publication (narrower categories)
All
Article in journal 6,546 Aufsatz in Zeitschrift 6,546 Graue Literatur 3,742 Non-commercial literature 3,742 Arbeitspapier 3,687 Working Paper 3,687 Aufsatz im Buch 428 Book section 428 Hochschulschrift 391 Thesis 306 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 Case study 8 Fallstudie 8 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Statistics 3 Accompanied by computer file 2 Amtliche Publikation 2
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Language
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English 14,651 German 371 Spanish 126 French 123 Portuguese 28 Italian 20 Polish 10 Dutch 9 Danish 6 Hungarian 5 Norwegian 5 Undetermined 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. 71 Akram, Tanweer 70 Favero, Carlo A. 55 Wu, Jing Cynthia 55 Wright, Jonathan H. 54 Bekaert, Geert 51 Afonso, António 48 Monfort, Alain 47 Chernov, Mikhail 45 Diebold, Francis X. 45 Caporale, Guglielmo Maria 44 Renne, Jean-Paul 43 Campbell, John Y. 42 Chiarella, Carl 42 Gollier, Christian 42 Krippner, Leo 42 Mishkin, Frederic S. 42 Bauer, Michael D. 41 Hamilton, James D. 41 Hördahl, Peter 38 Kim, Don H. 38 Schlögl, Erik 38 Thornton, Daniel L. 36 Wei, Min 36 Fabozzi, Frank J. 35 Gouriéroux, Christian 35 Kaminska, Iryna 35 Goldstein, Robert S. 34 Joshi, Mark S. 34 Dewachter, Hans 33 Lemke, Wolfgang 33 Jarrow, Robert A. 32 Singleton, Kenneth J. 32 Filipović, Damir 31 Batten, Jonathan A. 30 Collin-Dufresne, Pierre 30 Friedman, Benjamin M. 30 Meldrum, Andrew 30 Mönch, Emanuel 30
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Institution
All
National Bureau of Economic Research 292 Centre for Analytical Finance <Århus> 14 Federal Reserve Bank of San Francisco 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Ekonomiska forskningsinstitutet <Stockholm> 10 European Central Bank 9 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 OECD 5 Rodney L. White Center for Financial Research 5 Banco Central do Brasil 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 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 Bank of Canada 2 Bank of England / Economics Division 2 Banque Nationale de Belgique 2 Center for Economic Analysis <Boulder, Colo.> 2 Center for Economic Research <Tilburg> 2 Central Bank of Malta 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2
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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 and economics discussion series 118 Finance research letters 114 Working paper series / European Central Bank 110 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 86 Journal of empirical finance 82 The journal of finance : the journal of the American Finance Association 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 Mathematical finance : an international journal of mathematics, statistics and financial theory 70 Discussion papers / CEPR 69 Applied economics letters 66 CESifo working papers 66 Discussion paper 66 ECB Working Paper 66 Journal of international financial markets, institutions & money 66 Journal of financial and quantitative analysis : JFQA 62 The journal of futures markets 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) 15,357 RePEc 1
Showing 191 - 200 of 15,358
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Multicountry time-varying Taylor rule : modeling unconventional monetary policies and bond premiums
Morita, Tohru - In: International advances in economic research 30 (2024) 2, pp. 135-158
Persistent link: https://www.econbiz.de/10014583856
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The effect of the European central bank’s asset purchase programmes on Spain’s public finances
Aguilar, Pablo A.; Alloza, Mario; Costain, James; … - 2024
Persistent link: https://www.econbiz.de/10014632117
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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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The asymmetric and persistent effects of Fed policy on global bond yields
Adrian, Tobias; Gelos, Gaston; Lamersdorf, Nora; … - 2024
Persistent link: https://www.econbiz.de/10014634967
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Sovereign green bond market : drivers of yields and liquidity
Tomczak, Kamila - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-18
The aim of this study is to analyse and assess the yields and liquidity of sovereign green bonds in selected countries and to compare the yields between sovereign green bonds and conventional bonds. Sovereign green bonds are issued by governments to finance environmental and social projects and...
Persistent link: https://www.econbiz.de/10014636295
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An empirical analysis of the cost of borrowing
Faria e Castro, Miguel; Jordan-Wood, Samuel; Kozlowski, … - 2024
Persistent link: https://www.econbiz.de/10015069805
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The monetary model of exchange rate determination for South Africa
Msomi, Simiso; Ngalawa, Harold - In: Economies : open access journal 12 (2024) 8, pp. 1-16
The disconnect between the exchange rate and its macroeconomic fundamentals has been extensively discussed in the literature. It nonetheless continues to pose theoretical and empirical challenges in the literature. This study examines the relationship between the exchange rate and its...
Persistent link: https://www.econbiz.de/10015070839
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Issuer term variability, bond yield spreads, and reaching for yield
Kim, Gi Hyun; Massa, Massimo - 2024 - Revised version of 2022/41/FIN
Persistent link: https://www.econbiz.de/10015071827
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Constructing fan charts from the ragged edge of SPF forecasts
Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2024
Persistent link: https://www.econbiz.de/10015072762
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Economic uncertainty and credit risk : evidence from international corporate bonds
Valenzuela, Patricio; Mella, Javier; Claveria, Juan - In: Economics letters 237 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015073923
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