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Search: subject:"term structure models"
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Zinsstruktur
121
Yield curve
112
Theorie
69
Theory
63
Schätzung
51
Estimation
49
Affine term structure models
42
Risikoprämie
37
Risk premium
35
term structure models
35
Term structure models
28
affine term structure models
26
Geldpolitik
25
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25
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24
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23
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23
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23
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22
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21
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20
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19
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19
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17
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16
Option pricing theory
15
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15
monetary policy
15
Term Structure Models
14
Öffentliche Anleihe
14
Public bond
13
Stochastic process
13
Stochastischer Prozess
13
Zins
12
Zustandsraummodell
12
Affine Term Structure Models
11
Estimation theory
11
Interest rate
11
Low-interest-rate policy
11
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11
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Free
127
Undetermined
82
CC license
3
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129
Article
105
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3
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74
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74
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60
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37
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37
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36
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4
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English
163
Undetermined
73
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1
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Giacomini, Raffaella
10
Altavilla, Carlo
8
Halberstadt, Arne
8
Ragusa, Giuseppe
8
Kaminska, Iryna
7
Meldrum, Andrew
7
Rudebusch, Glenn D.
7
Lemke, Wolfgang
6
Bauer, Michael D.
5
Krippner, Leo
5
Realdon, Marco
5
Chen, Li
4
Macrina, Andrea
4
Mumtaz, Haroon
4
Nyholm, Ken
4
Orphanides, Athanasios
4
Poghosyan, Tigran
4
Poor, H. Vincent
4
Sögner, Leopold
4
Vidova-Koleva, Rositsa
4
Werner, Thomas
4
Wu, Jing Cynthia
4
Zinna, Gabriele
4
Alloza, Mario
3
Baumeister, Christiane
3
Breach, Tomas
3
Carriero, Andrea
3
Chiarella, Carl
3
Christensen, Jens H. E.
3
Coroneo, Laura
3
Costain, James
3
D'Amico, Stefania
3
Dorion, Christian
3
Fendel, Ralf
3
Hamilton, James D.
3
Hevia, Constantino
3
Hurtado, Samuel
3
Jacobs, Kris
3
Karoui, Lotfi
3
Lautier, Delphine
3
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7
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7
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5
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4
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4
Society for Computational Economics - SCE
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
School of Economics and Management, University of Aarhus
3
University of Bonn, Germany
3
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2
C.E.P.R. Discussion Papers
2
Econometric Society
2
Banca d'Italia
1
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1
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1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Crawford School of Public Policy, Australian National University
1
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1
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1
Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE)
1
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1
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1
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1
IBMEC Business School - Rio de Janeiro
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Tilburg University, Center for Economic Research
1
Université Paris-Dauphine
1
Université Paris-Dauphine (Paris IX)
1
William Davidson Institute, University of Michigan
1
de Nederlandsche Bank
1
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ECB Working Paper
7
Working Paper Series / European Central Bank
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Finance
5
International Journal of Theoretical and Applied Finance (IJTAF)
5
MPRA Paper
4
Quantitative finance
4
Risks : open access journal
4
Staff working papers / Bank of England
4
Working papers / Banque de France
4
CAMA working paper series
3
CREATES Research Papers
3
Discussion Paper Serie B
3
Discussion Paper Series 1
3
Discussion Paper Series 1: Economic Studies
3
Discussion papers / CEPR
3
Finance and Stochastics
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Post-Print / HAL
3
Review of finance : journal of the European Finance Association
3
Risks
3
The quarterly journal of finance
3
Annals of Finance
2
Applied Mathematical Finance
2
Bank of England working papers
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
2
Bundesbank Discussion Paper
2
CEPR Discussion Papers
2
CESifo Working Paper
2
CESifo working papers
2
CREATES research paper
2
Computing in Economics and Finance 2003
2
Discussion Papers / Deutsche Bundesbank
2
Discussion paper
2
Discussion paper / Centre for Economic Policy Research
2
Econometrics
2
Economics Bulletin
2
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Source
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ECONIS (ZBW)
112
RePEc
93
EconStor
28
BASE
4
Showing
51
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60
of
237
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51
What does a term structure model imply about very long-term interest rates?
Balter, Anne G.
;
Pelsser, Antoon André Jean
;
Schotman, …
- In:
Journal of empirical finance
62
(
2021
),
pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
Saved in:
52
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
-
2021
Persistent link: https://www.econbiz.de/10012694041
Saved in:
53
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
54
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine
term
structure
models
?
Juneja, Januj Amar
- In:
Computational management science
18
(
2021
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10012487048
Saved in:
55
Indicator variables for inflation expectations in the Euro area
Masten, Igor
;
Maver, Vida
- In:
International journal of sustainable economy : IJSE
13
(
2021
)
2
,
pp. 107-125
Persistent link: https://www.econbiz.de/10012533213
Saved in:
56
Discrete time affine
term
structure
models
with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
57
Measuring market expectations
Baumeister, Christiane
-
2021
Persistent link: https://www.econbiz.de/10012613628
Saved in:
58
Interest rate volatility and no-arbitrage affine
term
structure
models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
59
Unspanned global macro risks in bond returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
Saved in:
60
A comment on Wu and Xia (2016) from a macroeconomic perspective
Krippner, Leo
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011747433
Saved in:
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