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  • Search: subject:"term structure model"
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Year of publication
Subject
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Zinsstruktur 15,440 Yield curve 15,399 Theorie 6,112 Theory 6,112 Zins 2,682 Interest rate 2,656 Schätzung 2,512 Estimation 2,511 Public bond 2,481 Öffentliche Anleihe 2,481 Risikoprämie 2,390 Risk premium 2,389 Geldpolitik 2,296 Monetary policy 2,287 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 1,126 Forecasting model 1,125 Optionspreistheorie 1,069 Option pricing theory 1,067 Euro area 1,009 Eurozone 1,009 Corporate bond 1,004 Unternehmensanleihe 1,004 Interest rate derivative 979 Zinsderivat 979 CAPM 809 Rentenmarkt 750 Bond market 740 Welt 705
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Online availability
All
Free 6,514 Undetermined 2,696 CC license 160
Type of publication
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Book / Working Paper 8,422 Article 7,107 Journal 5 Other 1
Type of publication (narrower categories)
All
Article in journal 6,572 Aufsatz in Zeitschrift 6,572 Graue Literatur 3,752 Non-commercial literature 3,752 Working Paper 3,713 Arbeitspapier 3,699 Aufsatz im Buch 427 Book section 427 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 Case study 8 Fallstudie 8 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Article 3 Statistics 3 Accompanied by computer file 2
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Language
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English 14,770 German 373 Spanish 126 French 123 Undetermined 60 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
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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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Institution
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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 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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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 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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Source
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ECONIS (ZBW) 15,399 RePEc 75 USB Cologne (business full texts) 41 EconStor 18 BASE 2
Showing 391 - 400 of 15,535
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The determinants of liquidity commonality in the Euro-area sovereign bond market
Panagiotou, Panagiotis; Jiang, Xu; Gavilán, Ángel - In: The European journal of finance 29 (2023) 10, pp. 1144-1186
Persistent link: https://www.econbiz.de/10014322992
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Across-the-curve credit spread indices
Berndt, Antje; Duffie, Darrell; Zhu, Yichao - In: Financial markets, institutions & instruments 32 (2023) 3, pp. 115-130
Persistent link: https://www.econbiz.de/10014326682
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Essays in empirical finance
Jankauskas, Tomas - 2023
Persistent link: https://www.econbiz.de/10014330066
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Bank funding risk, reference rates, and credit supply
Cooperman, Harry R.; Duffie, Darrell; Yang, Yilin; … - 2023
Persistent link: https://www.econbiz.de/10014246457
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A preferred-habitat model of term premia, exchange rates, and monetary policy spillovers
Gourinchas, Pierre-Olivier; Ray, Walker; Vayanos, Dimitri - 2023
Persistent link: https://www.econbiz.de/10014247077
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The instability of the market for government bonds in the EMU
Kleinert, Jörn - 2023
Persistent link: https://www.econbiz.de/10014248434
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Welfare-enhancing inflation and liquidity premia
Andolfatto, David; Martin, Fernando M. - 2023
Persistent link: https://www.econbiz.de/10014249266
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Did interest rate guidance in emerging markets work?
Caballero, Julián; Gadanecz, Blaise - 2023
Persistent link: https://www.econbiz.de/10014249627
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What happens to emerging market economies when US yields go up?
Caballero, Julián; Upper, Christian - 2023
Persistent link: https://www.econbiz.de/10014249668
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Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - In: International review of finance : the official journal … 23 (2023) 1, pp. 158-186
Persistent link: https://www.econbiz.de/10014251350
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