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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
Kapitaleinkommen
25
Monetary policy
24
Anleihe
23
Capital income
23
Prognoseverfahren
23
USA
22
Bond
21
Forecasting model
20
CAPM
19
Volatilität
19
Volatility
17
United States
16
Option pricing theory
15
Optionspreistheorie
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
Niedrigzinspolitik
11
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Free
127
Undetermined
82
CC license
3
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Book / Working Paper
129
Article
105
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3
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Article in journal
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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1
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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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EconWPA
7
European Central Bank
7
Deutsche Bundesbank
5
Banque de France
4
HAL
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
Bank of England
2
C.E.P.R. Discussion Papers
2
Econometric Society
2
Banca d'Italia
1
CESifo
1
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
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
Department of Economics and Related Studies, University of York
1
Department of Economics, Boston College
1
Département des Études Économiques d'Ensemble (D3E), Institut National de la Statistique et des Études Économiques (INSEE)
1
Federal Reserve Bank of San Francisco
1
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1
Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
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
Finance and economics discussion series
2
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Source
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ECONIS (ZBW)
112
RePEc
93
EconStor
28
BASE
4
Showing
81
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90
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237
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81
Resolving the spanning puzzle in macro-finance
term
structure
models
Bauer, Michael Dominic
;
Rudebusch, Glenn
-
Federal Reserve Bank of San Francisco
-
2015
Previous macro-finance
term
structure
models
(MTSMs) imply that macroeconomic state variables are spanned by (i …
Persistent link: https://www.econbiz.de/10011123659
Saved in:
82
The term structure of interest rates and the macroeconomy : learning about economic dynamics from a FAVAR
Halberstadt, Arne
-
2015
Expectations about macroeconomic developments are important determinants of long term interest rates. In this paper, I compare two different assumptions on how agents may form their expectations about the economy and yields in a pseudo real time exercise. Based on the no-arbitrage...
Persistent link: https://www.econbiz.de/10010471626
Saved in:
83
Resolving the spanning puzzle in macro-finance
term
structure
models
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2015
Previous macro-finance
term
structure
models
(MTSMs) imply that macroeconomic state variables are spanned by (i …
Persistent link: https://www.econbiz.de/10010476670
Saved in:
84
A global factor in variance risk premia and local bond pricing
Kaminska, Iryna
;
Roberts-Sklar, Matt
-
2015
Persistent link: https://www.econbiz.de/10011443308
Saved in:
85
GMM estimation of affine
term
structure
models
Hlouskova, Jaroslava
;
Sögner, Leopold
-
2015
This article investigates parameter estimation of affine
term
structure
models
by means of the generalized method of …
Persistent link: https://www.econbiz.de/10011318406
Saved in:
86
A comment on Wu and Xia (2015), and the case for two-factor Shadow Short Rates
Krippner, Leo
-
2015
Persistent link: https://www.econbiz.de/10011758087
Saved in:
87
How does government spending news affect interest rates? : evidence from the United States
Chen, Yong
;
Liu, Dingming
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
Saved in:
88
The functional stochastic discount factor
Tran, Ngoc-Khanh
- In:
The quarterly journal of finance
9
(
2019
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012183345
Saved in:
89
A shadow rate or a quadratic policy rule? : the best way to enforce the zero lower bound in the United States
Andreasen, Martin Møller
;
Meldrum, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2261-2292
Persistent link: https://www.econbiz.de/10012140079
Saved in:
90
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
Saved in:
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