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Search: subject:"term structure model"
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Zinsstruktur
15,440
Yield curve
15,399
Theorie
6,112
Theory
6,112
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2,682
Interest rate
2,656
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2,512
Estimation
2,511
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2,481
Öffentliche Anleihe
2,481
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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
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1,618
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1,597
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1,590
Volatilität
1,270
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1,266
EU countries
1,229
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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
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740
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705
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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>
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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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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570
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561
Term structure and risk premiums of commodity futures with linear regressions
Kim, Daejin
-
2025
Persistent link: https://www.econbiz.de/10015376395
Saved in:
562
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
Saved in:
563
Capital structure and the yield curve
Duarte, Diogo
;
Öztekin, Özde
;
Saporito, Yuri F.
-
2025
Persistent link: https://www.econbiz.de/10015359098
Saved in:
564
Deconstructing the yield curve
Crump, Richard K.
;
Gospodinov, Nikolaj
-
2025
Persistent link: https://www.econbiz.de/10015371020
Saved in:
565
A new look at the finance-environment nexus : how yield spread affects environmental quality in the United States
Bulut, Umit
;
Apergēs, Nikolaos
;
Isik, Cem
;
Ongan, Serdar
-
2025
Persistent link: https://www.econbiz.de/10015357357
Saved in:
566
Accounting for changes in long-term interest rates : evidence from canada
Christensen, Jens H. E.
;
Rudebusch, Glenn D.
;
Shultz, …
-
2025
Persistent link: https://www.econbiz.de/10015339756
Saved in:
567
Exchange rates, uncovered interest parity, and time-varying fama regressions
Fu, Bowen
;
Li, Mengheng
;
Haque, Qazi
-
2025
Persistent link: https://www.econbiz.de/10015372763
Saved in:
568
The four r-stars : from interest rates to inflation and back
Reis, Ricardo
-
2025
Persistent link: https://www.econbiz.de/10015406495
Saved in:
569
Exploring the correlation between financial leverage and corporate bond credit spreads
Lin, Zi
;
Yang, Qing
;
Chen, Shasha
- In:
Finance research letters
75
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015408495
Saved in:
570
Can switching between predictive models and the historical average improve bond return predictability?
Wan, Runqing
;
Xing, Bingxin Ann
- In:
Finance research letters
75
(
2025
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015408419
Saved in:
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