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Search: subject:"structure Model"
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Zinsstruktur
15,440
Yield curve
15,399
Theorie
6,120
Theory
6,120
Zins
2,682
Interest rate
2,656
Schätzung
2,515
Estimation
2,514
Public bond
2,481
Öffentliche Anleihe
2,481
Risikoprämie
2,391
Risk premium
2,390
Geldpolitik
2,296
Monetary policy
2,287
USA
2,044
United States
2,036
Anleihe
1,709
Bond
1,702
Capital income
1,619
Kapitaleinkommen
1,619
Kreditrisiko
1,598
Credit risk
1,591
Volatilität
1,271
Volatility
1,267
EU countries
1,229
EU-Staaten
1,229
Prognoseverfahren
1,126
Forecasting model
1,125
Optionspreistheorie
1,070
Option pricing theory
1,068
Euro area
1,009
Eurozone
1,009
Corporate bond
1,004
Unternehmensanleihe
1,004
Interest rate derivative
979
Zinsderivat
979
CAPM
809
Rentenmarkt
750
Bond market
740
Welt
705
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Free
6,540
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161
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7,141
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5
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1
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Article in journal
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Collection of articles written by one author
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126
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Author
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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
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
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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Published in...
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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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14711
An error-correction model of the long-term bond rate
Mehra, Yash Pal
- In:
Economic quarterly
80
(
1994
)
4
,
pp. 49-68
Persistent link: https://www.econbiz.de/10001175111
Saved in:
14712
Die Struktur der Renditen auf deutschen Anlagemärkten : Schätzung und Prognose mit einem Portfoliomodell
Gubitz, Andrea
- In:
Kredit und Kapital
27
(
1994
)
4
,
pp. 571-590
Persistent link: https://www.econbiz.de/10001176320
Saved in:
14713
Numerical procedures for implementing term structure models I : single-factor models
Hull, John
- In:
The journal of derivatives : the official publication …
2
(
1994
)
1
,
pp. 7-16
Persistent link: https://www.econbiz.de/10001219340
Saved in:
14714
Value at Risk, Eigenkapitalausstattung und Zinsstrukturrisiken
Staub, Zeno
- In:
Finanzmarkt und Portfolio-Management
8
(
1994
)
3
,
pp. 381-393
Persistent link: https://www.econbiz.de/10001220870
Saved in:
14715
An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M.
- In:
Econometric analysis of financial markets
,
(pp. 139-161)
.
1994
Persistent link: https://www.econbiz.de/10001284431
Saved in:
14716
The expectation hypothesis and interest rate volatility on the Euromarket : some empirical results
Kugler, Peter
- In:
Econometric analysis of financial markets
,
(pp. 129-137)
.
1994
Persistent link: https://www.econbiz.de/10001284432
Saved in:
14717
Structuring volatile Swiss interest rates : some evidence on the present value model and a VAR-VARCH approach
Kunst, Robert M.
- In:
Econometric analysis of financial markets
,
(pp. 105-128)
.
1994
Persistent link: https://www.econbiz.de/10001284433
Saved in:
14718
Zinsstruktur oder Geldmenge?
Issing, Otmar
- In:
Wirtschaftspolitik in offenen Volkswirtschaften : …
,
(pp. 3-21)
.
1994
Persistent link: https://www.econbiz.de/10001286856
Saved in:
14719
The role of the capital markets as leading indicators : evidence from twelve OECD countries
Bange, Mary M.
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 133-171)
.
1994
Persistent link: https://www.econbiz.de/10001286944
Saved in:
14720
Monetary policy effects on long-term interest rates : a critical survey of the empirical literature
Akhtar, M. A.
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000146455
Saved in:
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