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  • Search: subject:"structure Model"
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Year of publication
Subject
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Zinsstruktur 15,396 Yield curve 15,355 Theorie 6,101 Theory 6,101 Zins 2,670 Interest rate 2,644 Schätzung 2,505 Estimation 2,504 Public bond 2,467 Öffentliche Anleihe 2,467 Risikoprämie 2,383 Risk premium 2,382 Geldpolitik 2,292 Monetary policy 2,283 USA 2,043 United States 2,035 Anleihe 1,696 Bond 1,689 Capital income 1,610 Kapitaleinkommen 1,610 Kreditrisiko 1,587 Credit risk 1,580 Volatilität 1,270 Volatility 1,266 EU countries 1,228 EU-Staaten 1,228 Prognoseverfahren 1,123 Forecasting model 1,122 Optionspreistheorie 1,069 Option pricing theory 1,067 Euro area 1,008 Eurozone 1,008 Corporate bond 997 Unternehmensanleihe 997 Interest rate derivative 981 Zinsderivat 981 CAPM 805 Rentenmarkt 745 Bond market 735 Welt 703
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Online availability
All
Free 6,518 Undetermined 2,699 CC license 157
Type of publication
All
Book / Working Paper 8,428 Article 7,109 Journal 5 Other 1
Type of publication (narrower categories)
All
Article in journal 6,563 Aufsatz in Zeitschrift 6,563 Graue Literatur 3,749 Non-commercial literature 3,749 Working Paper 3,709 Arbeitspapier 3,694 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 Glossary included 4 Rezension 4 Statistics 3 Accompanied by computer file 2
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Language
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English 14,758 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 Jarrow, Robert A. 32 Filipović, Damir 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) 15,381 RePEc 94 USB Cologne (business full texts) 41 EconStor 20 BASE 5 Other ZBW resources 2
Showing 551 - 560 of 15,543
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Exchange rates, uncovered interest parity, and time-varying fama regressions
Fu, Bowen; Li, Mengheng; Haque, Qazi - 2025
Persistent link: https://www.econbiz.de/10015372763
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Capital structure and the yield curve
Duarte, Diogo; Öztekin, Özde; Saporito, Yuri F. - 2025
Persistent link: https://www.econbiz.de/10015359098
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Deconstructing the yield curve
Crump, Richard K.; Gospodinov, Nikolaj - 2025
Persistent link: https://www.econbiz.de/10015371020
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Term structure and risk premiums of commodity futures with linear regressions
Kim, Daejin - 2025
Persistent link: https://www.econbiz.de/10015376395
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USD interest rate swaption strategies during the unconventional monetary policy and pandemic eras
Shirokawa, Hiroaki; Yamaguchi, Kohei; Obata, Takahiro; … - 2025
Persistent link: https://www.econbiz.de/10015376607
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Interest rate modeling : theory and practice
Wu, Lixin - 2025 - Third edition
"Containing many results that are new, or which exist only in recent research articles, this thoroughly revised third edition of Interest Rate Modeling: Theory and Practice, Third Edition portrays the theory of interest rate modeling as a three-dimensional object of finance, mathematics, and...
Persistent link: https://www.econbiz.de/10015186492
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry; Duffie, Darrell; Luck, Stephan; Wang, … - 2025
Persistent link: https://www.econbiz.de/10015399755
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Yield curve dynamics and fiscal policy shocks
Kučera, Adam; Kočenda, Evžen; Maršá, Aleš - 2019
Persistent link: https://www.econbiz.de/10012134662
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Modeling persistent interest rates with volatility-induced stationarity
Hansen, Anne Lundgaard - 2019
processes. These properties are contradictory in the workhorse Gaussian affine term structure model in which persistent data … often result in unit roots that imply non-stationarity. We resolve this puzzle by proposing a term structure model with …. Compared to the Gaussian affine term structure model, we improve out-of-sample forecasting of the yield curve. …
Persistent link: https://www.econbiz.de/10012111254
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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019
Persistent link: https://www.econbiz.de/10012063987
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