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  • Search: subject:"term structure of"
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Year of publication
Subject
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Zinsstruktur 15,381 Yield curve 15,363 Theorie 6,106 Theory 6,094 Zins 2,674 Interest rate 2,645 Schätzung 2,510 Estimation 2,504 Öffentliche Anleihe 2,469 Public bond 2,467 Risikoprämie 2,389 Risk premium 2,388 Monetary policy 2,308 Geldpolitik 2,302 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
All
Free 6,803 Undetermined 2,769 CC license 156
Type of publication
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Book / Working Paper 8,719 Article 7,191 Journal 5 Other 2
Type of publication (narrower categories)
All
Article in journal 6,548 Aufsatz in Zeitschrift 6,548 Working Paper 3,777 Graue Literatur 3,751 Non-commercial literature 3,751 Arbeitspapier 3,696 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 14,875 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) 15,368 RePEc 443 EconStor 97 BASE 4 ArchiDok 3 Other ZBW resources 2
Showing 1 - 10 of 15,917
Cover Image
Modeling the term structure
Memmel, Christoph; Heckmann, Lotta - 2025
structure of interest rates and show empirically that this model with two parameters (relating to the interest level and slope …Based on an analysis of changes in the yields of German government bonds, we propose a simple model for the term …
Persistent link: https://www.econbiz.de/10015373252
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The influence of global uncertainty and financial shocks, and sovereign risk shock on the Brazilian term structure of interest rate
Ferreira, Mauro Sayar; Figueiredo, Joice Marques - 2024
Persistent link: https://www.econbiz.de/10015156837
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Dynamic asset pricing in a unified Bachelier-Black-Scholes-Erton model
Lindquist, W. Brent; Račev, Svetlozar T.; Gnawali, Jagdish - In: Risks : open access journal 12 (2024) 9, pp. 1-24
bonds or a single riskless bank account. We derive option price formulas and extend our analysis to the term structure of …
Persistent link: https://www.econbiz.de/10015065971
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Dynamic equity slope
Breugem, Matthijs; Colonnello, Stefano; Marfè, Roberto; … - 2024
Persistent link: https://www.econbiz.de/10014521078
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Constructing fan charts from the ragged edge of SPF forecasts
Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2024
We develop models that take point forecasts from the Survey of Professional Forecasters (SPF) as inputs and produce estimates of survey-consistent term structures of expectations and uncertainty at arbitrary forecast horizons. Our models combine fixed-horizon and fixed-event forecasts,...
Persistent link: https://www.econbiz.de/10015079872
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Multi-dimensional monetary policy shocks based on heteroscedasticity
Burri, Marc; Kaufmann, Daniel - 2024
recursive zero restrictions along the term structure of interest rates to disentangle multi-dimensional monetary policy shocks …
Persistent link: https://www.econbiz.de/10015052047
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Constructing fan charts from the ragged edge of SPF forecasts
Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2024
Persistent link: https://www.econbiz.de/10015072762
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Comparing term structure estimation techniques : an exercise with Brazilian data
Stivali, Matheus; Fiorucci, José Augusto; Matsushita, … - 2024
This text evaluates the empirical models of the Term Structure of Interest Rates (TSIR), comparing the resulting …
Persistent link: https://www.econbiz.de/10015076001
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Constructing fan charts from the ragged edge of SPF forecasts
Clark, Todd E.; Ganics, Gergely; Mertens, Elmar - 2024
Persistent link: https://www.econbiz.de/10015063828
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Dynamic impact of the US yield curve on green bonds : navigating through recent crises
Umar, Zaghum; Iqbal, Najaf; Teplova, Tamara V.; Tan, Duojiao - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015133670
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