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  • Search: subject:"structure of interest"
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Year of publication
Subject
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Zinsstruktur 15,383 Yield curve 15,368 Theorie 6,106 Theory 6,096 Zins 2,675 Interest rate 2,646 Schätzung 2,507 Estimation 2,505 Öffentliche Anleihe 2,468 Public bond 2,467 Risikoprämie 2,387 Risk premium 2,386 Monetary policy 2,308 Geldpolitik 2,301 USA 2,050 United States 2,037 Anleihe 1,694 Bond 1,690 Kapitaleinkommen 1,613 Capital income 1,611 Kreditrisiko 1,586 Credit risk 1,584 Volatilität 1,264 Volatility 1,263 EU-Staaten 1,232 EU countries 1,230 Prognoseverfahren 1,125 Forecasting model 1,122 Optionspreistheorie 1,068 Option pricing theory 1,066 Eurozone 1,009 Euro area 1,008 Corporate bond 998 Unternehmensanleihe 998 Interest rate derivative 980 Zinsderivat 980 CAPM 807 Rentenmarkt 745 Bond market 738 Welt 703
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Online availability
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Free 6,762 Undetermined 2,756 CC license 156
Type of publication
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Book / Working Paper 8,674 Article 7,181 Journal 5 Other 1
Type of publication (narrower categories)
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Article in journal 6,553 Aufsatz in Zeitschrift 6,553 Working Paper 3,762 Graue Literatur 3,746 Non-commercial literature 3,746 Arbeitspapier 3,691 Aufsatz im Buch 428 Book section 428 Hochschulschrift 391 Thesis 307 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 Article 10 Case study 8 Fallstudie 8 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Conference Paper 3 Statistics 3
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Language
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English 14,855 German 373 Undetermined 285 Spanish 136 French 126 Portuguese 29 Italian 20 Polish 10 Dutch 9 Hungarian 7 Danish 6 Norwegian 5 Czech 3 Finnish 2 Croatian 2 Korean 1 Romanian 1 Russian 1 Turkish 1
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Author
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Rudebusch, Glenn D. 103 Christensen, Jens H. E. 71 Akram, Tanweer 70 Favero, Carlo A. 61 Wright, Jonathan H. 56 Wu, Jing Cynthia 56 Bekaert, Geert 52 Hördahl, Peter 50 Krippner, Leo 50 Monfort, Alain 49 Afonso, António 48 Chiarella, Carl 46 Chernov, Mikhail 45 Diebold, Francis X. 45 Renne, Jean-Paul 45 Caporale, Guglielmo Maria 44 Lemke, Wolfgang 43 Campbell, John Y. 42 Gollier, Christian 42 Mishkin, Frederic S. 42 Bauer, Michael D. 41 Hamilton, James D. 41 Schlögl, Erik 40 Kim, Don H. 39 Kaminska, Iryna 38 Thornton, Daniel L. 38 Wei, Min 37 Fabozzi, Frank J. 35 Gouriéroux, Christian 35 Goldstein, Robert S. 34 Joshi, Mark S. 34 Tristani, Oreste 34 Dewachter, Hans 33 Jarrow, Robert A. 33 Sarno, Lucio 32 Singleton, Kenneth J. 32 Filipović, Damir 31 Mönch, Emanuel 31 Valente, Giorgio 31 Batten, Jonathan A. 30
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Institution
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National Bureau of Economic Research 292 C.E.P.R. Discussion Papers 27 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 17 Centre for Analytical Finance <Århus> 14 European Central Bank 13 Society for Computational Economics - SCE 13 Federal Reserve Bank of San Francisco 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Banque de France 9 International Monetary Fund 9 Federal Reserve Bank of St. Louis 8 Suomen Pankki 8 University of Bonn, Germany 8 University of Exeter / Department of Economics 7 Banque de France / Direction des Etudes Economiques et de la Recherche 6 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 6 European Parliament / Directorate-General for Internal Policies of the Union 6 Sveriges Riksbank 6 Tilburg University, Center for Economic Research 6 Bank of Japan 5 Department of Economics and Business, Universitat Pompeu Fabra 5 Department of Economics, Waikato Management School 5 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 5 Federal Reserve Bank of Cleveland 5 OECD 5 Rodney L. White Center for Financial Research 5 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Banco Central do Brasil 4 Bank for International Settlements (BIS) 4 EconWPA 4 Federal Reserve Bank of New York 4 Federal Reserve System / Division of Research and Statistics 4 Finance Discipline Group, Business School 4 Internationaler Währungsfonds / European Department <1> 4 Springer Fachmedien Wiesbaden 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 Weierstraß-Institut für Angewandte Analysis und Stochastik 4 World Bank 4 Department of Economics, Oxford University 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 and economics discussion series 118 Finance research letters 114 Working paper series / European Central Bank 113 IMF working papers 105 Working paper 101 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 ECB Working Paper 75 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 Discussion paper 67 Applied economics letters 66 CESifo working papers 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 The European journal of finance 55 Finance and stochastics 54 Journal of econometrics 53
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Source
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ECONIS (ZBW) 15,368 RePEc 401 EconStor 84 BASE 3 ArchiDok 3 Other ZBW resources 2
Showing 101 - 110 of 15,861
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A contrast-tree-based approach to two-population models
Lizzi, Matteo - In: Risks : open access journal 12 (2024) 10, pp. 1-17
Building small-population mortality tables has great practical importance in actuarial applications. In recent years, several works in the literature have explored different methodologies to quantify and assess longevity and mortality risk, especially within the context of small populations, and...
Persistent link: https://www.econbiz.de/10015130320
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Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
Friesen, Martin; Karbach, Sven - In: Finance and stochastics 28 (2024) 4, pp. 1077-1116
Persistent link: https://www.econbiz.de/10015130554
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Tone or term : machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China
Peng, Yueqian; Li, Shi; Shi, Xiaojun; Tan, Songtao - In: Journal of empirical finance 78 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015132820
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Consensus credit ratings : a view from banks
Lourie, Ben; Ozel, N. Bugra; Nekrasov, Alexander; Zhu, … - In: Review of accounting studies 29 (2024) 3, pp. 2391-2436
Persistent link: https://www.econbiz.de/10015133665
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Dynamic impact of the US yield curve on green bonds : navigating through recent crises
Umar, Zaghum; Iqbal, Najaf; Teplova, Tamara V.; Tan, Duojiao - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015133670
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A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
Wang, Mei-Chih; Chang, Tsangyao; Mikhaylov, Alexey; … - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015133703
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Computing corporate bond returns : a word (or two) of caution
Andreani, Martina; Palhares, Diogo; Richardson, Scott - In: Review of accounting studies 29 (2024) 4, pp. 3887-3906
Persistent link: https://www.econbiz.de/10015133873
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ESG risks and corporate viability : insights from default probability term structure analysis
Ferriani, Fabrizio; Pericoli, Marcello - 2024
Persistent link: https://www.econbiz.de/10015183298
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Estimating the natural yield curve in Japan using a VAR with common trends
Hatayama, Yudai; Iwasaki, Yuto - 2024
Persistent link: https://www.econbiz.de/10015183380
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Fiscal spillover in emerging economies : real versus financial channels
Kumar, Abhishek; Mallick, Sushanta Kumar; Sinha, Apra - In: Journal of international money and finance 149 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015184819
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