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  • Search: subject:"term structure of"
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Year of publication
Subject
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Zinsstruktur 15,382 Yield curve 15,364 Theorie 6,107 Theory 6,095 Zins 2,674 Interest rate 2,645 Schätzung 2,511 Estimation 2,505 Öffentliche Anleihe 2,469 Public bond 2,467 Risikoprämie 2,389 Risk premium 2,388 Monetary policy 2,309 Geldpolitik 2,303 USA 2,054 United States 2,041 Anleihe 1,693 Bond 1,689 Kapitaleinkommen 1,611 Capital income 1,609 Kreditrisiko 1,584 Credit risk 1,582 Volatilität 1,266 Volatility 1,265 EU-Staaten 1,234 EU countries 1,232 Prognoseverfahren 1,129 Forecasting model 1,125 Optionspreistheorie 1,068 Option pricing theory 1,066 Eurozone 1,010 Euro area 1,009 Corporate bond 997 Unternehmensanleihe 997 Interest rate derivative 981 Zinsderivat 981 CAPM 807 Rentenmarkt 747 Bond market 738 Welt 703
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Online availability
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Free 6,804 Undetermined 2,769 CC license 156
Type of publication
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Book / Working Paper 8,720 Article 7,191 Journal 5 Other 2
Type of publication (narrower categories)
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Article in journal 6,548 Aufsatz in Zeitschrift 6,548 Working Paper 3,778 Graue Literatur 3,752 Non-commercial literature 3,752 Arbeitspapier 3,697 Aufsatz im Buch 428 Book section 428 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 Article 13 Mikroform 12 Case study 8 Fallstudie 8 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Conference Paper 3 Statistics 3
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Language
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English 14,876 German 373 Undetermined 319 Spanish 137 French 126 Portuguese 29 Italian 20 Polish 11 Dutch 9 Hungarian 7 Danish 6 Norwegian 5 Czech 3 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. 71 Akram, Tanweer 70 Favero, Carlo A. 61 Wright, Jonathan H. 56 Wu, Jing Cynthia 56 Bekaert, Geert 52 Hördahl, Peter 50 Krippner, Leo 50 Monfort, Alain 49 Afonso, António 48 Renne, Jean-Paul 47 Chiarella, Carl 46 Chernov, Mikhail 45 Diebold, Francis X. 45 Caporale, Guglielmo Maria 44 Lemke, Wolfgang 43 Campbell, John Y. 42 Gollier, Christian 42 Mishkin, Frederic S. 42 Bauer, Michael D. 41 Hamilton, James D. 41 Schlögl, Erik 40 Kim, Don H. 39 Kaminska, Iryna 38 Wei, Min 37 Thornton, Daniel L. 36 Fabozzi, Frank J. 35 Gouriéroux, Christian 35 Goldstein, Robert S. 34 Joshi, Mark S. 34 Tristani, Oreste 34 Dewachter, Hans 33 Jarrow, Robert A. 33 Sarno, Lucio 32 Singleton, Kenneth J. 32 Filipović, Damir 31 Mönch, Emanuel 31 Valente, Giorgio 31 Batten, Jonathan A. 30
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Institution
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National Bureau of Economic Research 292 C.E.P.R. Discussion Papers 30 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 19 Centre for Analytical Finance <Århus> 14 European Central Bank 13 Society for Computational Economics - SCE 13 Federal Reserve Bank of San Francisco 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Banque de France 10 Ekonomiska forskningsinstitutet <Stockholm> 10 International Monetary Fund 9 Federal Reserve Bank of St. Louis 8 Suomen Pankki 8 University of Bonn, Germany 8 University of Exeter / Department of Economics 7 Banque de France / Direction des Etudes Economiques et de la Recherche 6 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 6 European Parliament / Directorate-General for Internal Policies of the Union 6 Federal Reserve Bank of New York 6 Sveriges Riksbank 6 Tilburg University, Center for Economic Research 6 Bank for International Settlements (BIS) 5 Bank of Japan 5 Department of Economics and Business, Universitat Pompeu Fabra 5 Department of Economics, Waikato Management School 5 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 5 Federal Reserve Bank of Cleveland 5 OECD 5 Rodney L. White Center for Financial Research 5 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Banco Central do Brasil 4 EconWPA 4 Federal Reserve System / Division of Research and Statistics 4 Finance Discipline Group, Business School 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 Department of Economics, Oxford University 3
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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 and economics discussion series 119 Finance research letters 114 Working paper series / European Central Bank 113 IMF working papers 105 Working paper 101 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 86 Journal of empirical finance 82 The journal of finance : the journal of the American Finance Association 82 Economic modelling 80 Applied financial economics 79 Journal of monetary economics 79 ECB Working Paper 75 Journal of economic dynamics & control 75 International review of financial analysis 73 Working papers series / Federal Reserve Bank of San Francisco 72 Mathematical finance : an international journal of mathematics, statistics and financial theory 70 Discussion papers / CEPR 69 CESifo working papers 67 Discussion paper 67 Applied economics letters 66 Journal of international financial markets, institutions & money 66 Journal of financial and quantitative analysis : JFQA 62 The journal of futures markets 62 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) 15,369 RePEc 443 EconStor 97 BASE 4 ArchiDok 3 Other ZBW resources 2
Showing 231 - 240 of 15,918
Cover Image
A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
Wang, Mei-Chih; Chang, Tsangyao; Mikhaylov, Alexey; … - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015133703
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Computing corporate bond returns : a word (or two) of caution
Andreani, Martina; Palhares, Diogo; Richardson, Scott - In: Review of accounting studies 29 (2024) 4, pp. 3887-3906
Persistent link: https://www.econbiz.de/10015133873
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ESG risks and corporate viability : insights from default probability term structure analysis
Ferriani, Fabrizio; Pericoli, Marcello - 2024
Persistent link: https://www.econbiz.de/10015183298
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Estimating the natural yield curve in Japan using a VAR with common trends
Hatayama, Yudai; Iwasaki, Yuto - 2024
Persistent link: https://www.econbiz.de/10015183380
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Monetary policy independence during reversal phases of domestic-foreign interest rate differentials
Kim, Kyunghun - In: East Asian economic review 28 (2024) 2, pp. 221-244
Persistent link: https://www.econbiz.de/10015184795
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Fiscal spillover in emerging economies : real versus financial channels
Kumar, Abhishek; Mallick, Sushanta Kumar; Sinha, Apra - In: Journal of international money and finance 149 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015184819
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Effects and side effects of unconventional monetary policy : a shadow rate approach
Hirata, Atsuki; Kaihatsu, Sohei; Kasai, Yoshiyasu; … - 2024
Persistent link: https://www.econbiz.de/10015185047
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Credit spread drivers and cross-country connectedness : a study of emerging economies in Asia
Kumar, Mohit; Prasanna, P. Krishna - In: Journal of Asian business and economic studies : JABES 31 (2024) 5, pp. 338-350
Persistent link: https://www.econbiz.de/10015187581
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Monetary policy and illiquidity
Toporowski, Jan - 2024
Persistent link: https://www.econbiz.de/10015097587
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Bond supply, yield drifts, and liquidity provision before macroeconomic announcements
Lou, Dong; Pinter, Gabor; Uslu, Semih; Walker, Danny - 2024
Persistent link: https://www.econbiz.de/10015148012
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