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subject:"Erwartungsbildung"
~isPartOf:"Applied financial economics"
~subject:"Capital income"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Erwartungsbildung
Capital income
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
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Volatilität
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Interest rate derivative
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Public bond
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Zinsderivat
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Öffentliche Anleihe
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Australia
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Australien
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Deutschland
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EU countries
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EU-Staaten
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Germany
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Kapitaleinkommen
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ARCH model
5
ARCH-Modell
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Expectation formation
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Geldmarkt
5
Japan
5
Money market
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Bond
4
Government securities
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Ayling, David E.
1
Chua, Choong Tze
1
Giles, David E. A.
1
Hodgkinson, Lynn
1
Koh, Winston T. H.
1
Li, Matthew C.
1
Li, Ning
1
Maisondieu Laforge, Olivier J. P.
1
Mandeno, Robert J.
1
McDermott, C. John
1
Mili, Medhi
1
Nyholm, Ken
1
Ramaswamy, Krishna
1
Rebonato, Riccardo
1
Sahut, Jean-Michel
1
Schich, Sebastian T.
1
Steeley, James M.
1
Teulon, Fredéric
1
Volkman, David A.
1
Wohar, Mark E.
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Applied financial economics
NBER working paper series
43
NBER Working Paper
35
Working paper / National Bureau of Economic Research, Inc.
29
Journal of financial economics
26
Finance and economics discussion series
25
Journal of banking & finance
25
Discussion paper / Centre for Economic Policy Research
22
Finance research letters
18
Journal of international money and finance
18
Journal of monetary economics
16
Working paper series / European Central Bank
16
Journal of empirical finance
15
Staff reports / Federal Reserve Bank of New York
15
Economics letters
14
Discussion papers / CEPR
13
The journal of fixed income
13
CESifo working papers
12
International review of economics & finance : IREF
12
Discussion paper
11
FEDS Working Paper
11
Journal of financial and quantitative analysis : JFQA
11
Working paper
11
Applied economics letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Applied economics
9
Journal of money, credit and banking : JMCB
9
Research paper series / Swiss Finance Institute
9
CREATES research paper
8
ECB Working Paper
8
Economic modelling
8
International journal of finance & economics : IJFE
8
Journal of economic dynamics & control
8
Journal of forecasting
8
Journal of international financial markets, institutions & money
8
Staff working papers / Bank of England
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly journal of finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
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
Saved in:
4
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:
5
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
6
Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
Saved in:
7
An examination of the information role of the yield spread and stock returns for predicting future GDP
Li, Ning
;
Ayling, David E.
;
Hodgkinson, Lynn
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 593-597
Persistent link: https://www.econbiz.de/10001770839
Saved in:
8
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:
9
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:
10
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
Saved in:
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