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Search: subject:"structure Model"
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Zinsstruktur
15,440
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15,399
Theorie
6,120
Theory
6,120
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2,682
Interest rate
2,656
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2,515
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2,514
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2,481
Öffentliche Anleihe
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2,391
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2,390
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2,296
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2,287
USA
2,044
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2,036
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1,709
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1,702
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1,619
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1,619
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1,598
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1,591
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1,271
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1,267
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1,229
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1,229
Prognoseverfahren
1,126
Forecasting model
1,125
Optionspreistheorie
1,070
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1,068
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1,009
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1,009
Corporate bond
1,004
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1,004
Interest rate derivative
979
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979
CAPM
809
Rentenmarkt
750
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740
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705
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6,540
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161
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5
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1
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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.
42
Campbell, John Y.
42
Chiarella, Carl
42
Gollier, Christian
42
Mishkin, Frederic S.
42
Hamilton, James D.
41
Hördahl, Peter
40
Kim, Don H.
40
Wei, Min
40
Schlögl, Erik
38
Kaminska, Iryna
36
Thornton, Daniel L.
36
Fabozzi, Frank J.
35
Gouriéroux, Christian
35
Lemke, Wolfgang
35
Lyrio, Marco
35
Goldstein, Robert S.
34
Joshi, Mark S.
34
Singleton, Kenneth J.
33
Filipović, Damir
32
Jarrow, Robert A.
32
Meldrum, Andrew
31
Batten, Jonathan A.
30
Collin-Dufresne, Pierre
30
Friedman, Benjamin M.
30
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National Bureau of Economic Research
292
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
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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
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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
de Nederlandsche Bank
3
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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
110
IMF working papers
105
Working paper
103
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
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
ECB Working Paper
69
Journal of international financial markets, institutions & money
68
Applied economics letters
66
CESifo working papers
66
Discussion paper
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
Journal of econometrics
56
The European journal of finance
55
Finance and stochastics
54
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Source
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ECONIS (ZBW)
15,425
RePEc
94
USB Cologne (business full texts)
41
EconStor
20
BASE
5
Other ZBW resources
2
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14291
Integrating the risk and term structures of interest rates
Décamps, Jean-Paul
- In:
The European journal of finance
2
(
1996
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10001210194
Saved in:
14292
Déficit públicos, expectativas inflacionarias y tipos de interés nominales en la economía española
Esteve García, Vicente
- In:
Moneda y crédito : revista de economía
(
1996
),
pp. 11-41
Persistent link: https://www.econbiz.de/10001210589
Saved in:
14293
The term structure of interest rates and economic activity in South Africa
Nel, Hugo F.
- In:
The South African journal of economics
64
(
1996
)
3
,
pp. 161-173
Persistent link: https://www.econbiz.de/10001210639
Saved in:
14294
Mean reversion in interest rates : new evidence from a panel of OECD countries
Wu, Yangru
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
4
,
pp. 604-621
Persistent link: https://www.econbiz.de/10001211018
Saved in:
14295
The domestic term structure and international interest rate linkages : a cointegration analysis
Hansen, Gerd
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
132
(
1996
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10001211561
Saved in:
14296
Monetary policy shifts and long-term interest rates
Fuhrer, Jeffrey C.
- In:
The quarterly journal of economics
111
(
1996
)
4
,
pp. 1183-1209
Persistent link: https://www.econbiz.de/10001211907
Saved in:
14297
News and the exchange rate revisited
Mauleón Torres, Ignacio
- In:
International advances in economic research : IAER ; an …
2
(
1996
)
3
,
pp. 300-313
Persistent link: https://www.econbiz.de/10001212041
Saved in:
14298
A monetary explanation of the equity premium, term premium, and risk-free rate puzzles
Bansal, Ravi
- In:
Journal of political economy
104
(
1996
)
6
,
pp. 1135-1171
Persistent link: https://www.econbiz.de/10001212368
Saved in:
14299
Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik
;
Coughenour, Jay F.
;
Seguin, Paul John
- In:
The journal of derivatives : the official publication …
4
(
1996
)
2
,
pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
Saved in:
14300
A binomial tree for the Hull and White model with probabilities independent of the initial term structure
Reisman, Haim
- In:
The journal of fixed income
6
(
1996
)
3
,
pp. 92-96
Persistent link: https://www.econbiz.de/10001214245
Saved in:
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