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Search: subject:"structure Model"
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Zinsstruktur
15,435
Yield curve
15,394
Theorie
6,119
Theory
6,119
Zins
2,681
Interest rate
2,655
Schätzung
2,514
Estimation
2,513
Public bond
2,479
Öffentliche Anleihe
2,479
Risikoprämie
2,390
Risk premium
2,389
Geldpolitik
2,294
Monetary policy
2,285
USA
2,044
United States
2,036
Anleihe
1,709
Bond
1,702
Capital income
1,618
Kapitaleinkommen
1,618
Kreditrisiko
1,597
Credit risk
1,590
Volatilität
1,270
Volatility
1,266
EU countries
1,229
EU-Staaten
1,229
Prognoseverfahren
1,125
Forecasting model
1,124
Optionspreistheorie
1,070
Option pricing theory
1,068
Euro area
1,009
Eurozone
1,009
Corporate bond
1,003
Unternehmensanleihe
1,003
Interest rate derivative
979
Zinsderivat
979
CAPM
809
Rentenmarkt
749
Bond market
739
Welt
704
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Free
6,538
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2,714
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159
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Book / Working Paper
8,440
Article
7,136
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5
Other
1
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Article in journal
6,587
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3,758
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3,720
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3,705
Aufsatz im Buch
427
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427
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391
Thesis
308
Collection of articles written by one author
92
Sammlung
92
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48
Sammelwerk
48
Bibliografie enthalten
46
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46
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45
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Lehrbuch
24
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21
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21
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17
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12
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8
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8
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5
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5
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English
14,797
German
373
Spanish
126
French
123
Undetermined
80
Portuguese
28
Italian
20
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10
Dutch
9
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6
Hungarian
6
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5
Czech
2
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2
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1
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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...
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 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
All
ECONIS (ZBW)
15,420
RePEc
94
USB Cologne (business full texts)
41
EconStor
20
BASE
5
Other ZBW resources
2
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15,341
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15341
Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng
-
1987
Persistent link: https://www.econbiz.de/10000167721
Saved in:
15342
The case of the negative nominal interest rates : new estimates of the term structure of interest rates during the great depression
Cecchetti, Stephen G.
-
1987
Persistent link: https://www.econbiz.de/10000755413
Saved in:
15343
Der internationale Zinsstrukturzusammenhang bei flexiblen Wechselkursen : e. kapitalmarkttheoret. Perspektive
Reither, Franco
- In:
Kapitalmarkt und Finanzierung : Jahrestagung des …
,
(pp. 137-151)
.
1987
Persistent link: https://www.econbiz.de/10001308036
Saved in:
15344
Portfoliotheoretische Untersuchungen zum Einfluß von Erwartungsbildungen auf die Zins- und Laufzeitstruktur des Kapitalmarktes
Brase, Matthias
-
1987
Persistent link: https://www.econbiz.de/10012699507
Saved in:
15345
Dynamische Optimierung der Zinsbindungsstruktur von Bankbilanzen mittels Simulation
Wild, Klaus-Dieter
-
1987
Persistent link: https://www.econbiz.de/10012699512
Saved in:
15346
The predictive power of the term structure during recent monetary regimes
Hardouvelis, Gikas A.
-
1987
Persistent link: https://www.econbiz.de/10000082837
Saved in:
15347
The information in long-maturity forward rates
Fama, Eugene F.
- In:
The American economic review
77
(
1987
)
4
,
pp. 680-692
Persistent link: https://www.econbiz.de/10015130928
Saved in:
15348
The adjustment of expectations to a change in regime : a study of the founding of the Federal Reserve
Mankiw, Nicholas Gregory
- In:
The American economic review
77
(
1987
)
3
,
pp. 358-374
Persistent link: https://www.econbiz.de/10015130940
Saved in:
15349
Duration analysis : managing interest rate risk
Bierwag, Gerald O.
-
1987
Persistent link: https://www.econbiz.de/10013542493
Saved in:
15350
The term structure of interest rates during a financial reform : Argentina 1977 - 81
Leiderman, Leonardo
;
Bléjer, Mario I.
-
1986
-
Rev. version of paper No. 6/84
Persistent link: https://www.econbiz.de/10000697781
Saved in:
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