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~subject:"Interest rate derivative"
~subject:"EU-Staaten"
~type_genre:"Aufsatz im Buch"
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Interest rate derivative
EU-Staaten
Yield curve
408
Zinsstruktur
408
Theorie
151
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151
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65
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65
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59
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59
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Interest rate modelling after the financial crisis
8
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Developments in macro-finance Yield curve modelling
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Interest rate differentials, capital mobility and devaluation expectations
2
New methods in fixed income modeling : fixed income modeling
2
A new measure of competition in the financial industry : the performance-conduct-structure indicator
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in risk management
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Aftermath of financial crises and natural disasters on public budgets
1
Analytical models for financial modeling and risk management
1
Application of operations research to financial markets
1
Bewertung und Einsatz von Finanzderivaten
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Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic models and their applications in emerging markets
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Econometric analysis of financial markets
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Econometric measures of financial risk in high dimensions
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Economies et sociétés ; 44,5
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Essays on interest rates at the lower bound
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Euro - neues Geld für Europa : Argumente und Fakten zur Europäischen Währungsunion von A bis Z
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European Monetary Union : legal foundations and economic implications ; session de juillet 1993
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European Union at the crossroads : a critical analysis of monetary union and enlargement
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European monetary union : transition, international impact and policy options; with 31 tables
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European monetary union and capital markets
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Europäische Währungsunion und Kapitalmärkte
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Financial markets and instruments
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Financial supervision in an uncertain world : papers of an international conference organised by CEPR/European Summer Institute on 25-26 September 2009 at Venice International University, Italy
1
Finanzmärkte in Euroland : Funktionsbedingungen und Perspektiven
1
Geld- und Wirtschaftspolitik in gesellschaftlicher Verantwortung : Gedächtnisschrift für Karl-Heinz Ketterer
1
Investigating the relationship between the financial and real economy
1
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
1
Issues on monetary theory and policy : proceedings of a colloquium in honour of Wolfgang Gebauer ; [... colloquium on May 25, 2004 in Frankfurt ...]
1
Le système monétaire et financier international et sa réforme
1
Market microstructure and nonlinear dynamics : keeping financial crisis in context
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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)
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Nouveaux enjeux et nouvelles pratiques de la politique monétaire
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Interest rate swaps
Wei, Bin
;
Yue, Vivian Z.
- In:
Research handbook of financial markets
,
(pp. 407-428)
.
2023
Persistent link: https://www.econbiz.de/10014331087
Saved in:
2
Designing a euro area treasury
Klöckers, Hans-Joachim
;
Tordoir, Sander
- In:
Strengthening the institutional architecture of the …
,
(pp. 33-41)
.
2020
Persistent link: https://www.econbiz.de/10012264470
Saved in:
3
Forecasting government bond spreads with heuristic models : evidence from the Eurozone periphery
Fernandes, Filipa Da Silva
;
Stasinakis, Charalampos
; …
- In:
Application of operations research to financial markets
,
(pp. 87-118)
.
2019
Persistent link: https://www.econbiz.de/10012157355
Saved in:
4
Explosive government bond yields in European countries : sequential ADF tests and date stamping
Grass, Verena
- In:
Aftermath of financial crises and natural disasters on …
,
(pp. 105-134)
.
2018
Persistent link: https://www.econbiz.de/10012134719
Saved in:
5
Below the zero lower bound : a shadow-rate term structure model for the euro area
Vladu, Andreea L.
;
Lemke, Wolfgang
- In:
Essays on interest rates at the lower bound
,
(pp. 7-56)
.
2018
Persistent link: https://www.econbiz.de/10012098882
Saved in:
6
A new approach to CIR short-term rates modelling
Orlando, Giuseppe
;
Mininni, Rosa Maria
;
Bufalo, Michele
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 35-43)
.
2018
Persistent link: https://www.econbiz.de/10012011576
Saved in:
7
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
8
Market liquidity risk premia in Eurozone government bonds' yield spreads
Kahlert, Dennis
- In:
Three essays on capital and liquidity
,
(pp. 54-106)
.
2018
Persistent link: https://www.econbiz.de/10012116890
Saved in:
9
Convexity adjustment for constant maturity swaps in a multi-curve framework
Karouzakis, Nikolaos
;
Hatgioannides, John
; …
- In:
Analytical models for financial modeling and risk management
,
(pp. 159-181)
.
2018
Persistent link: https://www.econbiz.de/10011897166
Saved in:
10
Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 63-89)
.
2017
Persistent link: https://www.econbiz.de/10011913346
Saved in:
11
Examining arguments made by interest rate cap advocates
Miller, Thomas W.
;
Black, Harold A.
- In:
Reframing financial regulation : enhancing stability …
,
(pp. 342-387)
.
2016
Persistent link: https://www.econbiz.de/10011799954
Saved in:
12
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
13
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
14
Impact of bank competition on the interest rate pass-through in the euro area
Bikker, Jacob A.
;
Leuvensteijn, Michiel van
;
Kok …
- In:
A new measure of competition in the financial industry …
,
(pp. 140-168)
.
2015
Persistent link: https://www.econbiz.de/10010422723
Saved in:
15
Anticipated macroeconomic fundamentals, sovereign spreads and regime-switching : the case of the euro area
Dufrénot, Gilles
;
Damette, Olivier
;
Frouté, Philippe
- In:
Market microstructure and nonlinear dynamics : keeping …
,
(pp. 205-234)
.
2014
Persistent link: https://www.econbiz.de/10010480449
Saved in:
16
Inflation risk premium and the term structure of macroeconomic announcements in the euro area and the United States
Pericoli, Marcello
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 412-454)
.
2014
Persistent link: https://www.econbiz.de/10010253809
Saved in:
17
Inflation compensation and inflation risk premia in the euro area term structure of interest rates
Garcia, Juan Angel
;
Werner, Thomas
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 361-389)
.
2014
Persistent link: https://www.econbiz.de/10010253954
Saved in:
18
Bootstrapping the illiquidity : multiple-yield-curve construction for market-coherent discount and FRA rates estimation
Ametrano, Ferdinando M.
;
Bianchetti, Marco
- In:
Interest rate modelling after the financial crisis
,
(pp. 153-215)
.
2013
Persistent link: https://www.econbiz.de/10011456972
Saved in:
19
Irony in derivative discounting : after the crisis
Henrard, Marc
- In:
Interest rate modelling after the financial crisis
,
(pp. 217-239)
.
2013
Persistent link: https://www.econbiz.de/10011456981
Saved in:
20
Interest rate modelling under full collateralisation
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Interest rate modelling after the financial crisis
,
(pp. 241-282)
.
2013
Persistent link: https://www.econbiz.de/10011456985
Saved in:
21
EMU sovereign spreads and macroeconomic news
Arru, Daniela
;
Iacovoni, Davide
;
Monteforte, Libero
; …
- In:
Public debt, global governance and economic dynamism
,
(pp. 343-363)
.
2013
Persistent link: https://www.econbiz.de/10011771281
Saved in:
22
Modelling sovereign bond spreads in the euro area : a nonlinear global VAR model
Favero, Carlo A.
- In:
The GVAR handbook : structure and applications of a …
,
(pp. 166-181)
.
2013
Persistent link: https://www.econbiz.de/10009729992
Saved in:
23
Building curves on a good basis
Chibane, Messaoud
;
Selvaraj, Jayaprakash
;
Sheldon, Guy
- In:
Interest rate modelling after the financial crisis
,
(pp. 283-310)
.
2013
Persistent link: https://www.econbiz.de/10011456993
Saved in:
24
Libor market models with stochastic basis
Mercurio, Fabio
- In:
Interest rate modelling after the financial crisis
,
(pp. 323-368)
.
2013
Persistent link: https://www.econbiz.de/10011456998
Saved in:
25
Calibration, simulation and hedging in a Heston libor market model with stochastic basis
Amin, Ahsan
- In:
Interest rate modelling after the financial crisis
,
(pp. 369-391)
.
2013
Persistent link: https://www.econbiz.de/10011457001
Saved in:
26
Multi-curve low dimensional Markovian models in an HJM framework
Torrealba Palacios, Manuel
- In:
Interest rate modelling after the financial crisis
,
(pp. 417-454)
.
2013
Persistent link: https://www.econbiz.de/10011457035
Saved in:
27
Short rate models with stochastic basis and smile
Kenyon, Chris
- In:
Interest rate modelling after the financial crisis
,
(pp. 455-474)
.
2013
Persistent link: https://www.econbiz.de/10011457037
Saved in:
28
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
Saved in:
29
An application of index numbers theory to interest rates
Huerga, Javier
- In:
Price indexes in time and space : methods and practice
,
(pp. 239-248)
.
2010
Persistent link: https://www.econbiz.de/10003961848
Saved in:
30
The interbank market after August 2007 : what has changed, and why?
Angelini, Paolo
;
Nobili, Andrea
;
Picillo, Cristina
- In:
Financial supervision in an uncertain world : papers of …
,
(pp. 89-108)
.
2010
Persistent link: https://www.econbiz.de/10009552040
Saved in:
31
Financement bancaire à long terme et structure des taux d'intérêt
Duport, Noe͏̈lle
;
Goyeau, Daniel
;
Léonard, Jacques
-
2010
Persistent link: https://www.econbiz.de/10003988977
Saved in:
32
The determinants of the swap spread and understanding the LIBOR term premium
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763816
Saved in:
33
Managing interest rate risk under non-parallel changes : an application of a two-factor model
Moreno, Manuel
- In:
Advances in risk management
,
(pp. 69-85)
.
2007
Persistent link: https://www.econbiz.de/10003401583
Saved in:
34
Théorie des anticipations et prévision des taux monétaires à partir d'un modèle VAR
Hamza, Hichem
- In:
Nouveaux enjeux et nouvelles pratiques de la politique …
,
(pp. 803-834)
.
2006
Persistent link: https://www.econbiz.de/10003385412
Saved in:
35
Investigating nonlinearities and undelared narrow zones in the exchange rate mechanism
Veestraeten, Dirk
- In:
Issues on monetary theory and policy : proceedings of a …
,
(pp. 147-174)
.
2005
Persistent link: https://www.econbiz.de/10002733073
Saved in:
36
Econometric modelling of the euro using two-factor continous time dynamic interest rate models
Nowman, Khalid B.
;
Thapar, Harry
- In:
Dynamic models and their applications in emerging markets
,
(pp. 69-76)
.
2005
Persistent link: https://www.econbiz.de/10003225351
Saved in:
37
The term structure as a predictor of real activity and inflation in the euro area : a reassessment
Crespo Cuaresma, Jesús
;
Gnan, Ernest
; …
- In:
Investigating the relationship between the financial …
,
(pp. 177-192)
.
2005
Persistent link: https://www.econbiz.de/10003072606
Saved in:
38
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
39
Forward-Rates als Prediktor für die Entwicklung der Geldmarktzinsen
Holthusen, Jan
- In:
Geld- und Wirtschaftspolitik in gesellschaftlicher …
,
(pp. 255-267)
.
2004
Persistent link: https://www.econbiz.de/10002412082
Saved in:
40
The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation
Bårdsen, Gunnar
;
Becker, Ralf
;
Hurn, Stan
- In:
Contemporary issues in economics and econometrics : …
,
(pp. 147-161)
.
2004
Persistent link: https://www.econbiz.de/10002544738
Saved in:
41
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
Saved in:
42
Integration benefits on EU retail credit markets : evidence from interest rate pass-through
Heinemann, Friedrich
;
Schüler, Martin
- In:
The incomplete European market for financial services : …
,
(pp. 105-128)
.
2003
Persistent link: https://www.econbiz.de/10001749432
Saved in:
43
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
Saved in:
44
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Wolters, Jürgen
- In:
Contributions to modern econometrics : from data …
,
(pp. 271-282)
.
2002
Persistent link: https://www.econbiz.de/10001905329
Saved in:
45
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 198-218)
.
2002
Persistent link: https://www.econbiz.de/10001672236
Saved in:
46
On the term structure of futures and forward prices
Björk, Tomas
;
Landén, Camilla
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 111-149)
.
2002
Persistent link: https://www.econbiz.de/10001679437
Saved in:
47
Spezielle Zinskurven - zeitdiskrete Modelle für Zinsstrukturkurven
Schlüchtermann, Georg
- In:
Investmentmodelle für das Asset-liability-Modelling …
,
(pp. 285-317)
.
2001
Persistent link: https://www.econbiz.de/10001661210
Saved in:
48
A retrospective structural break analysis of the French German interest rate differential in the run-up to EMU
Henry, Jérôme
;
McAdam, Peter
- In:
European monetary union and capital markets
,
(pp. 21-49)
.
2001
Persistent link: https://www.econbiz.de/10001685213
Saved in:
49
Der Euro-Kapitalmarkt : Status Quo und Perspektiven
Issing, Otmar
- In:
Pfandbrief und Kapitalmarkt : 23. Symposium zur …
,
(pp. 26-43)
.
2000
Persistent link: https://www.econbiz.de/10001585368
Saved in:
50
Die europäischen Kapitalmärkte nach der Einführung des Euro
Köhler, Petra
- In:
Finanzmärkte in Euroland : Funktionsbedingungen und …
,
(pp. 157-180)
.
2000
Persistent link: https://www.econbiz.de/10001481647
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