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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Rudebusch, Glenn D.
103
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62
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53
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51
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48
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47
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44
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41
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39
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38
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32
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32
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31
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31
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30
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30
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30
Meldrum, Andrew
30
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264
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237
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221
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211
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140
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132
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68
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64
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64
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63
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61
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60
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58
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ECONIS (ZBW)
14,194
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5801
Long-run risk and money market rates : an empirical assessment
D'Addona, Stefano
- In:
Macroeconomic dynamics
21
(
2017
)
4
,
pp. 1096-1117
Persistent link: https://www.econbiz.de/10011805440
Saved in:
5802
No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
Ji, Xiaoyu
;
Ke, Hua
- In:
Fuzzy optimization and decision making : a journal of …
16
(
2017
)
2
,
pp. 221-234
Persistent link: https://www.econbiz.de/10011805600
Saved in:
5803
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
5804
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
5805
Term-structure modelling at the zero lower bound : implications for estimating the forward term premium
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
- In:
Finance research letters
21
(
2017
),
pp. 100-106
Persistent link: https://www.econbiz.de/10011807514
Saved in:
5806
Sovereign bond markets and financial volatility dynamics : panel-GARCH evidence for six euro area countries
Ribeiro, Pedro Pires
;
Cermeño, Rodolfo
;
Curto, José Dias
- In:
Finance research letters
21
(
2017
),
pp. 107-114
Persistent link: https://www.econbiz.de/10011807517
Saved in:
5807
Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?
Kinateder, Harald
;
Hofstetter, Benedikt
;
Wagner, Niklas F.
- In:
Finance research letters
21
(
2017
),
pp. 144-150
Persistent link: https://www.econbiz.de/10011807738
Saved in:
5808
Real rate swaption and zero coupon inflation index swaption
Kamtchueng, Christian
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10011807756
Saved in:
5809
Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
Bousalam, Issam
;
Hamzaoui, Moustapha
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10011807765
Saved in:
5810
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
5811
Nonlinear impacts of debt ratio and term spread on inward FDI performance persistence
Wu, Po-Chin
;
Chang, Chia-Jui
- In:
Economia politica : journal of analytical and …
34
(
2017
)
3
,
pp. 369-388
Persistent link: https://www.econbiz.de/10011809695
Saved in:
5812
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
5813
Threshold effects in the relationship between interest rate and financial inclusion in Nigeria
Evans, Olaniyi
- In:
Journal of economics and business research
23
(
2017
)
1
,
pp. 7-22
Persistent link: https://www.econbiz.de/10011868843
Saved in:
5814
Significant difference in the yields of sukuk bonds versus conventional bonds
Ariff, Mohamed
;
Chazi, A.
;
Safari, M.
;
Zarei, A.
- In:
Journal of emerging market finance
16
(
2017
)
2
,
pp. 115-135
Persistent link: https://www.econbiz.de/10011875588
Saved in:
5815
The information content of the term structure of interest rates in emerging economies : the case of Thailand
Archawa Paweenawat
- In:
Journal of emerging market finance
16
(
2017
)
2
,
pp. 136-150
Persistent link: https://www.econbiz.de/10011875590
Saved in:
5816
Up-to-date interest rate curve and tax law changes : what are the effects on the municipal market?
Hatch, Kjerstin
;
Rai, Vikram
;
Doe, Thomas
;
Miller, John
- In:
Municipal finance journal : the state and local …
38
(
2017
)
3
,
pp. 23-43
Persistent link: https://www.econbiz.de/10011875743
Saved in:
5817
Do monetary policy expectations influence transmission mechanism of Danish interbank market under the negative interest rate policy?
Ito, Takayasu
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 223-234
Persistent link: https://www.econbiz.de/10011875981
Saved in:
5818
Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach
Evgenidis, Anastasios
;
Tsagkanos, Athanasios
; …
- In:
Research in international business and finance
39
(
2017
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011876475
Saved in:
5819
News and sovereign CDS markets : evidence from the Euro area
Chebbi, Tarek
;
Sarraj, Mounir
- In:
International journal of bonds and derivatives
3
(
2017
)
4
,
pp. 320-334
Persistent link: https://www.econbiz.de/10011877182
Saved in:
5820
An international forensic perspective of the determinants of bank CDS spreads
Benbouzid, Nadia
;
Mallick, Sushanta Kumar
;
Sousa, Ricardo M.
- In:
Journal of financial stability
33
(
2017
),
pp. 60-70
Persistent link: https://www.econbiz.de/10011877706
Saved in:
5821
Sovereign debt spreads in EMU : the time-varying role of fundamentals and market distrust
Paniagua, Jordi
;
Sapena, Juan
;
Tamarit Escalona, Cecilio R.
- In:
Journal of financial stability
33
(
2017
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011877743
Saved in:
5822
Yield curve in India and its interactions with the US bond market
Prasanna, Krishna
;
Sowmya, Subramaniam
- In:
International economics and economic policy : IEEP
14
(
2017
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10011877913
Saved in:
5823
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
Saved in:
5824
Yield curve responses to market sentiments and monetary policy
Demary, Markus
- In:
Journal of economic interaction and coordination : JEIC
12
(
2017
)
2
,
pp. 309-344
Persistent link: https://www.econbiz.de/10011878668
Saved in:
5825
Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets
Champagne, Claudia
;
Coggins, Frank
;
Sodjahin, Amos
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011878922
Saved in:
5826
Consistency of extended Nelson-Siegel curve families with the Ho-Lee and Hull and White short rate models
Kisbye, Patricia
;
Meier, Karem
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 919-933
Persistent link: https://www.econbiz.de/10011859943
Saved in:
5827
Monetary policy uncertainty and economic fluctuations
Creal, Drew
;
Wu, Jing Cynthia
- In:
International economic review
58
(
2017
)
4
,
pp. 1317-1354
Persistent link: https://www.econbiz.de/10011860388
Saved in:
5828
The role of credit in predicting US recessions
Ponka, Harri
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 469-482
Persistent link: https://www.econbiz.de/10011860598
Saved in:
5829
On the term structure of South African interest rates : cointegration and threshold adjustment
Iyke, Bernard Njindan
- In:
International journal of sustainable economy
9
(
2017
)
4
,
pp. 300-321
Persistent link: https://www.econbiz.de/10011862243
Saved in:
5830
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
5831
The impact of monetary policy expectations on interbank interest rates in Malaysia
Ito, Takayasu
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011862346
Saved in:
5832
Bond pricing under the generalised Black-Karasinski models
Thakoor, Nawdha
;
Tangman, Désiré Yannick
;
Bhuruth, Muddun
- In:
International journal of financial markets and derivatives
6
(
2017
)
1
,
pp. 57-73
Persistent link: https://www.econbiz.de/10011862372
Saved in:
5833
Liquidity risk and volatility risk in credit spread models : a unified approach
Perrakis, Stylianos
;
Zhong, Rui
- In:
European financial management : the journal of the …
23
(
2017
)
5
,
pp. 873-901
Persistent link: https://www.econbiz.de/10011865496
Saved in:
5834
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
5835
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
5836
How do political factors shape the bank risk-sovereign risk nexus in emerging markets?
Eichler, Stefan
- In:
Review of development economics
21
(
2017
)
3
,
pp. 451-474
Persistent link: https://www.econbiz.de/10011813852
Saved in:
5837
The composition of CMBS risk
Christopoulos, Andreas D.
- In:
Journal of banking & finance
76
(
2017
),
pp. 215-239
Persistent link: https://www.econbiz.de/10011814330
Saved in:
5838
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
5839
Interbank interest rates : funding liquidity risk and XIBOR basis spreads
Gallitschke, Janek
;
Seifried, Stefanie
;
Seifried, Frank …
- In:
Journal of banking & finance
78
(
2017
),
pp. 142-152
Persistent link: https://www.econbiz.de/10011815126
Saved in:
5840
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
5841
The affine inflation market models
Waldenberger, Stefan
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 281-301
Persistent link: https://www.econbiz.de/10011815230
Saved in:
5842
Interest rates
Gallagher, Timothy J.
- In:
The most important concepts in finance
,
(pp. 136-151)
.
2017
Persistent link: https://www.econbiz.de/10011816055
Saved in:
5843
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
5844
Reading between the ratings : modeling residual credit risk and yield overlap
Chang, Charles
;
Fuh, Cheng-Der
;
Kao, Chu-Lan Michael
- In:
Journal of banking & finance
81
(
2017
),
pp. 114-135
Persistent link: https://www.econbiz.de/10011816428
Saved in:
5845
The market price of risk of the variance term structure
Dotsis, George
- In:
Journal of banking & finance
84
(
2017
),
pp. 41-52
Persistent link: https://www.econbiz.de/10011816835
Saved in:
5846
Australian financial firms' exposures to the level, slope, and curvature of the interest rate term structure
Akhtaruzzaman, Md.
;
Shamsuddin, Abul
- In:
Applied economics
49
(
2017
)
19
,
pp. 1855-1874
Persistent link: https://www.econbiz.de/10011816952
Saved in:
5847
Is there an 'interest rate - speculation' relationship? : evidence from G7 in the pre- and post-2008 crisis
Li, Kui-wai
- In:
Applied economics
49
(
2017
)
21
,
pp. 2041-2059
Persistent link: https://www.econbiz.de/10011817101
Saved in:
5848
Empirical analysis of real credit risk data
Di Biase, Giuseppe
- In:
Accounting & taxation : AT
9
(
2017
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10011885848
Saved in:
5849
Do country-level financial structures explain bank-level CDS spreads?
Benbouzid, Nadia
;
Mallick, Sushanta Kumar
;
Sousa, Ricardo M.
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011892340
Saved in:
5850
Convergence patterns in sovereign bond yield spreads : evidence from the Euro Area
Antonakakis, Nikolaos
;
Christou, Christina
;
Cuñado …
- In:
Journal of international financial markets, …
49
(
2017
),
pp. 129-139
Persistent link: https://www.econbiz.de/10011892383
Saved in:
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