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Search: subject:"structure Model"
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Subject
All
Zinsstruktur
15,388
Yield curve
15,347
Theorie
6,098
Theory
6,098
Zins
2,666
Interest rate
2,640
Schätzung
2,504
Estimation
2,503
Public bond
2,466
Öffentliche Anleihe
2,466
Risikoprämie
2,381
Risk premium
2,380
Geldpolitik
2,288
Monetary policy
2,279
USA
2,043
United States
2,035
Anleihe
1,695
Bond
1,688
Capital income
1,610
Kapitaleinkommen
1,610
Kreditrisiko
1,584
Credit risk
1,577
Volatilität
1,270
Volatility
1,266
EU countries
1,227
EU-Staaten
1,227
Prognoseverfahren
1,122
Forecasting model
1,121
Optionspreistheorie
1,068
Option pricing theory
1,066
Euro area
1,008
Eurozone
1,008
Corporate bond
995
Unternehmensanleihe
995
Interest rate derivative
981
Zinsderivat
981
CAPM
805
Rentenmarkt
745
Bond market
735
Welt
702
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Online availability
All
Free
6,512
Undetermined
2,697
CC license
156
Type of publication
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Book / Working Paper
8,426
Article
7,103
Journal
5
Other
1
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All
Article in journal
6,557
Aufsatz in Zeitschrift
6,557
Graue Literatur
3,747
Non-commercial literature
3,747
Working Paper
3,707
Arbeitspapier
3,692
Aufsatz im Buch
428
Book section
428
Hochschulschrift
391
Thesis
308
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
Article
4
Glossar enthalten
4
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4
Rezension
4
Statistics
3
Accompanied by computer file
2
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English
14,750
German
373
Spanish
126
French
123
Undetermined
80
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.
71
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
31
Jarrow, Robert A.
31
Meldrum, Andrew
31
Batten, Jonathan A.
30
Collin-Dufresne, Pierre
30
Friedman, Benjamin M.
30
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Institution
All
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 and economics discussion series
118
Finance research letters
114
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
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
ECB Working Paper
69
Applied economics letters
66
CESifo working papers
66
Discussion 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
Journal of econometrics
56
The European journal of finance
55
Finance and stochastics
54
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Source
All
ECONIS (ZBW)
15,373
RePEc
94
USB Cologne (business full texts)
41
EconStor
20
BASE
5
Other ZBW resources
2
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171
Government debt, limited foresight, and longer-term interest rates
Gust, Christopher J.
;
Skaperdas, Arsenios
-
2024
Persistent link: https://www.econbiz.de/10015054042
Saved in:
172
Estimating time-varying factors’ variance in the string-term
structure
model
with stochastic volatility
Almeida, Thiago Ramos
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015055200
Saved in:
173
What did the yield curve control policy do?
Shiratsuka, Shigenori
-
2024
Persistent link: https://www.econbiz.de/10015055278
Saved in:
174
Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Devolder, Pierre
;
Russo, Emilio
;
Staino, Alessandro
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
2
,
pp. 385-409
Persistent link: https://www.econbiz.de/10015055294
Saved in:
175
Generalized disappointment aversion and the variance term structure
Babiak, Mykola
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1796-1820
Persistent link: https://www.econbiz.de/10015055429
Saved in:
176
The 2023 banking turmoil and the Bank Term Funding Program
Glancy, David
;
Ionescu, Felicia
;
Klee, Elizabeth
; …
-
2024
Persistent link: https://www.econbiz.de/10015055867
Saved in:
177
Foreign trade and China's yield curve during the COVID-19 pandemic : an analysis based on an extended arbitrage-free Nelson–Siegel model
Hong, Zhiwu
;
Wang, Zhenhan
;
Li, Xinda
- In:
Research in international business and finance
70
(
2024
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10015055886
Saved in:
178
Why have long-term treasury yields fallen since the 1980s? : expected short rates and term premiums in (quasi-) real time
Kiley, Michael T.
-
2024
-
Final version
Persistent link: https://www.econbiz.de/10015056293
Saved in:
179
One month longer, one month later? : prepayments in the auto loan market
Katcher, Bradley
;
Li, Geng
;
Mezza, Alvaro
;
Ramos, Steve
-
2024
Persistent link: https://www.econbiz.de/10015056327
Saved in:
180
Airbnb pricing and term structure : a temporal analysis of omitted variable bias and repeat sales method as remedies
Cheung, Ka Shing
- In:
Tourism economics : the business and finance of tourism …
30
(
2024
)
5
,
pp. 1330-1338
Persistent link: https://www.econbiz.de/10015056936
Saved in:
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