//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Credit spread"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Yield curve
130
Zinsstruktur
130
Public bond
36
Öffentliche Anleihe
36
Estimation
33
Risikoprämie
26
Risk premium
26
Geldpolitik
25
Monetary policy
25
Theorie
25
Theory
25
Welt
25
World
25
Interest rate
23
Zins
23
Credit risk
20
Kreditrisiko
20
EU countries
19
EU-Staaten
19
Volatility
17
Volatilität
16
Euro area
15
Eurozone
15
Financial crisis
15
USA
15
United States
15
Anleihe
14
Bond
14
Finanzkrise
14
Capital income
12
Corporate bond
12
Kapitaleinkommen
12
Unternehmensanleihe
12
Credit derivative
11
Forecasting model
11
Kreditderivat
11
Prognoseverfahren
11
Public debt
11
Öffentliche Schulden
11
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Afonso, António
1
Antonakakis, Nikolaos
1
Aydemir, Resul
1
Aysun, Uluc
1
Bu, Ruijun
1
Chang, Hsu-Ling
1
Chatterjee, Ujjal K.
1
Chatziantoniou, Ioannis
1
Cheng, Jie
1
Chevallier, Julien
1
Chiang, Thomas C.
1
Cho, Sungjun
1
Duran, Murat
1
Feng, Yun
1
Frömmel, Michael
1
Gabauer, David
1
Ge, Futing
1
Goda, Thomas
1
Güloğlu, Bülent
1
Gülşen, Eda
1
Hadri, Kaddour
1
Hainaut, Donatien
1
Hambuckers, J.
1
Hyde, Stuart
1
Jalles, João Tovar
1
Jeon, Kiyoung
1
Jiang, Chun
1
Kabukcuoglu, Zeynep
1
Kagraoka, Yusho
1
Kanas, Angelos
1
Kanjilal, Kakali
1
Kaya, Huseyin
1
Kębłowski, Piotr
1
Li, Matthew C.
1
Li, Xiao-Lin
1
Li, Xiao-ping
1
Lin, Bing-huei
1
Liu, Liu
1
Lysandrou, Photis
1
MacDonald, Ronald
1
more ...
less ...
Published in...
All
Economic modelling
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
37
Journal of banking & finance
36
NBER working paper series
34
Journal of financial economics
30
International review of economics & finance : IREF
29
NBER Working Paper
29
Journal of international money and finance
28
Finance and economics discussion series
27
Discussion paper / Centre for Economic Policy Research
25
Applied economics
24
Journal of empirical finance
23
Applied economics letters
22
Applied financial economics
22
International journal of finance & economics : IJFE
21
Working paper
21
Journal of money, credit and banking : JMCB
19
Finance research letters
18
The journal of finance : the journal of the American Finance Association
18
The journal of fixed income
18
Journal of financial and quantitative analysis : JFQA
17
The North American journal of economics and finance : a journal of financial economics studies
17
Research paper series / Swiss Finance Institute
16
CESifo working papers
15
Discussion paper
15
Discussion papers / CEPR
15
Journal of economic dynamics & control
14
Working paper series / European Central Bank
14
BIS working papers
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International review of financial analysis
12
Journal of econometrics
12
The review of financial studies
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Banque de France Working Paper
10
Economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
CAMA working paper series
9
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
33
of
33
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
2
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
3
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
4
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
5
Fiscal stimulus in a high-debt economy? : a DSGE analysis
Wang, Shu-Ling
- In:
Economic modelling
98
(
2021
),
pp. 118-135
Persistent link: https://www.econbiz.de/10012793641
Saved in:
6
Does high external debt predict lower economic growth? : role of sovereign spreads and institutional quality
Wang, Ruohan
;
Xue, Yi
;
Zheng, Wenping
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163900
Saved in:
7
Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence
Afonso, António
;
Jalles, João Tovar
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 208-224
Persistent link: https://www.econbiz.de/10012127849
Saved in:
8
A new test for fiscal sustainability with endogenous sovereign bond yields : evidence for EU economies
Mackiewicz-Łyziak, Joanna
;
Łyziak, Tomasz
- In:
Economic modelling
82
(
2019
),
pp. 136-151
Persistent link: https://www.econbiz.de/10012202846
Saved in:
9
A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel
;
Novales, Alfonso
;
Platania, Federico
- In:
Economic modelling
72
(
2018
),
pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
Saved in:
10
Is the credit channel alive? : firm-level evidence on the sensitivity of borrowing spreads to monetary policy
Aysun, Uluc
;
Jeon, Kiyoung
;
Kabukcuoglu, Zeynep
- In:
Economic modelling
75
(
2018
),
pp. 305-319
Persistent link: https://www.econbiz.de/10012101534
Saved in:
11
How do banks determine their spreads under credit and liquidity risks during business cycles?
Aydemir, Resul
;
Güloğlu, Bülent
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 147-157
Persistent link: https://www.econbiz.de/10011745483
Saved in:
12
US term structure and international stock market volatility : the role of the expectations factor and the maturity premium
Li, Matthew C.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
Saved in:
13
The macroeconomic determinants of the US term structure during the Great Moderation
Paccagnini, Alessia
- In:
Economic modelling
52
(
2016
),
pp. 216-225
Persistent link: https://www.econbiz.de/10011645630
Saved in:
14
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
15
Do stock market trading activities forecast recessions?
Chatterjee, Ujjal K.
- In:
Economic modelling
59
(
2016
),
pp. 370-386
Persistent link: https://www.econbiz.de/10011647870
Saved in:
16
An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
Saved in:
17
Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Stillwagon, Josh R.
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 85-101
Persistent link: https://www.econbiz.de/10011474715
Saved in:
18
Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan
;
Yagil, Yossi
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
Saved in:
19
Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 82-99
Persistent link: https://www.econbiz.de/10010411577
Saved in:
20
Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Antonakakis, Nikolaos
;
Vergos, Konstantinos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 258-272
Persistent link: https://www.econbiz.de/10010234872
Saved in:
21
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
22
The yield curve and the macroeconomy : evidence from Turkey
Kaya, Huseyin
- In:
Economic modelling
32
(
2013
),
pp. 100-107
Persistent link: https://www.econbiz.de/10009760702
Saved in:
23
Estimating inflation compensation for Turkey using yield curves
Duran, Murat
;
Gülşen, Eda
- In:
Economic modelling
32
(
2013
),
pp. 592-601
Persistent link: https://www.econbiz.de/10009762014
Saved in:
24
Quantitative easing, credibility and the time-varying dynmics of the term structure of interest rate in Japan
Kagraoka, Yusho
;
Moussa, Zakaria
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 181-201
Persistent link: https://www.econbiz.de/10009762795
Saved in:
25
Uncovered interest parity and risk premium convergence in Central and Eastern European countries
Jiang, Chun
;
Li, Xiao-Lin
;
Chang, Hsu-Ling
;
Su, Chi-Wei
- In:
Economic modelling
33
(
2013
),
pp. 204-208
Persistent link: https://www.econbiz.de/10010191990
Saved in:
26
The contribution of US bond demand to the US bond yield conundrum of 2004 - 2007 : an empirical investigation
Goda, Thomas
;
Lysandrou, Photis
;
Stewart, Chris
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 113-136
Persistent link: https://www.econbiz.de/10010411749
Saved in:
27
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
28
Factors causing movements of yield curve in India
Kanjilal, Kakali
- In:
Economic modelling
31
(
2013
),
pp. 739-751
Persistent link: https://www.econbiz.de/10009731392
Saved in:
29
A risk-driven approach to exchange rate modelling
Kębłowski, Piotr
;
Welfe, Aleksander
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1473-1482
Persistent link: https://www.econbiz.de/10009667319
Saved in:
30
Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-switching analysis
Chevallier, Julien
- In:
Economic modelling
29
(
2012
)
3
,
pp. 943-973
Persistent link: https://www.econbiz.de/10009545490
Saved in:
31
Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
Saved in:
32
Estimation for factor models term structure of interest rates with jumps : the case of the Taiwanese government bond market
Lin, Bing-huei
;
Yeh, Shih-kuo
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 167-197
Persistent link: https://www.econbiz.de/10001575250
Saved in:
33
The monotonicity of the foreign exchange risk premium
Chiang, Thomas C.
- In:
Journal of international financial markets, …
3
(
1993
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001165012
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->