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subject:"Erwartungsbildung"
~isPartOf:"Applied financial economics"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Erwartungsbildung
Yield curve
68
Zinsstruktur
68
Estimation
22
Schätzung
22
USA
16
United States
16
Theorie
14
Theory
14
Interest rate
11
Zins
11
Forecasting model
9
Großbritannien
9
Prognoseverfahren
9
Risikoprämie
9
Risk premium
9
United Kingdom
9
Volatility
8
Volatilität
8
Interest rate derivative
7
Public bond
7
Zinsderivat
7
Öffentliche Anleihe
7
Australia
6
Australien
6
Capital income
6
Deutschland
6
EU countries
6
EU-Staaten
6
Germany
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Kapitaleinkommen
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ARCH model
5
ARCH-Modell
5
Expectation formation
5
Geldmarkt
5
Japan
5
Money market
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Anleihe
4
Bond
4
Government securities
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English
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Giles, David E. A.
1
Maisondieu Laforge, Olivier J. P.
1
Mandeno, Robert J.
1
McDermott, C. John
1
Mili, Medhi
1
Sahut, Jean-Michel
1
Schich, Sebastian T.
1
Teulon, Fredéric
1
Volkman, David A.
1
Wohar, Mark E.
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Applied financial economics
Discussion paper / Centre for Economic Policy Research
14
NBER working paper series
13
NBER Working Paper
10
Journal of banking & finance
9
Working paper / National Bureau of Economic Research, Inc.
9
Journal of monetary economics
8
Journal of international money and finance
7
Applied economics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Europäische Hochschulschriften / 5
6
Journal of money, credit and banking : JMCB
6
Working paper
6
Discussion papers / CEPR
5
Economics letters
5
Journal of empirical finance
5
Journal of financial economics
5
Staff reports / Federal Reserve Bank of New York
5
Working paper series / European Central Bank
5
Banque de France Working Paper
4
Discussion paper
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European economic review : EER
4
Finance research letters
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Notes d'études et de recherche : NER
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Staff working papers / Bank of England
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Annales d'économie et de statistique
3
BIS working papers
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Bank of Finland research discussion papers
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Bundesbank Discussion Paper
3
CESifo working papers
3
CREATES research paper
3
Discussion paper series
3
Diskussionsbeiträge / Volkswirtschaftliches Institut der Universität Bern
3
FEDS Notes
3
Journal of applied econometrics
3
Journal of economics & business
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international financial markets, institutions & money
3
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
3
Oxford bulletin of economics and statistics
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New evidence of the expectation hypothesis of interest rates : a flexible nonlinear approach
Mili, Medhi
;
Sahut, Jean-Michel
;
Teulon, Fredéric
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009419561
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2
Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.
;
Maisondieu Laforge, Olivier J. P.
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
Saved in:
3
The information content of the German term structure regarding inflation
Schich, Sebastian T.
- In:
Applied financial economics
9
(
1999
)
4
,
pp. 385-395
Persistent link: https://www.econbiz.de/10001454667
Saved in:
4
Testing the expectations model of the term structure in times of financial transition
McDermott, C. John
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 663-669
Persistent link: https://www.econbiz.de/10001253245
Saved in:
5
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
- In:
Applied financial economics
5
(
1995
)
5
,
pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
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