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Search: subject:"term structure model"
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Zinsstruktur
15,440
Yield curve
15,399
Theorie
6,112
Theory
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2,682
Interest rate
2,656
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2,512
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2,389
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1,590
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Forecasting model
1,125
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Option pricing theory
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Euro area
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Eurozone
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Corporate bond
1,004
Unternehmensanleihe
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Interest rate derivative
979
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979
CAPM
809
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750
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740
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6,514
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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
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Ekonomiska forskningsinstitutet <Stockholm>
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International Monetary Fund
9
Federal Reserve Bank of St. Louis
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University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
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European Parliament / Directorate-General for Internal Policies of the Union
6
Federal Reserve Bank of Cleveland
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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
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
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Banca d'Italia
2
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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
The European journal of finance
55
Finance and stochastics
54
Journal of econometrics
53
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ECONIS (ZBW)
15,399
RePEc
75
USB Cologne (business full texts)
41
EconStor
18
BASE
2
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340
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331
The South African sovereign term premium and its drivers
Erasmus, Ruan
;
Steenkamp, Daan
-
2023
Persistent link: https://www.econbiz.de/10014428189
Saved in:
332
Sovereign spreads and the political leaning of nations
Cotoc, Johnny
;
Johri, Alok
;
Sosa Padilla, César
-
2023
Persistent link: https://www.econbiz.de/10014428500
Saved in:
333
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
334
A robust model for the term structure of interest rates: some applications in Colombia
Cabrera, Wilmar
;
Rodríguez-Novoa, Daniela
; …
-
2023
Persistent link: https://www.econbiz.de/10014430380
Saved in:
335
Macro-financial applications of vector autoregressions
Krogh, Mathias Sjøgreen
-
2023
-
This version: November 1, 2023
Persistent link: https://www.econbiz.de/10014431202
Saved in:
336
Konjunkturschlaglicht : Zinsausgaben des Privatsektors im Euroraum
Sonnenberg, Nils
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
103
(
2023
)
11
,
pp. 791-792
Persistent link: https://www.econbiz.de/10014431614
Saved in:
337
Uncertainty and the term structure of interest rates
Cross, Jamie
;
Poon, Aubrey
;
Zhu, Dan
-
2023
Persistent link: https://www.econbiz.de/10014431645
Saved in:
338
Sustainability and credit spreads in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
-
2023
Persistent link: https://www.econbiz.de/10014432283
Saved in:
339
Forward guidance and its effectiveness : a macro finance shadow-rate framework
Koeda, Junko
;
Wei, Bin
-
2023
-finance shadow rate
term
structure
model
by introducing unspanned macro factors and an outcome-based liftoff condition. We estimate …
Persistent link: https://www.econbiz.de/10014381169
Saved in:
340
The pass-through of market interest rates to bank interest rates
Mayordomo, Sergio
;
Roibás, Irene
-
2023
Persistent link: https://www.econbiz.de/10014381641
Saved in:
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