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Rudebusch, Glenn D.
103
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62
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60
Favero, Carlo A.
52
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51
Wright, Jonathan H.
48
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47
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44
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44
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43
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41
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41
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41
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39
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38
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38
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38
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37
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37
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35
Wei, Min
35
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34
Friedman, Benjamin M.
32
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32
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32
Singleton, Kenneth J.
32
Dewachter, Hans
31
Joshi, Mark S.
31
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30
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Lemke, Wolfgang
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27
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27
Li, Canlin
27
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Goethe-Universität Frankfurt am Main
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238
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211
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140
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117
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116
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105
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92
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83
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78
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76
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72
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72
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71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
International review of financial analysis
64
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64
Journal of economic dynamics & control
63
Applied economics letters
61
Discussion paper
59
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59
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58
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58
CESifo working papers
57
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57
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57
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ECONIS (ZBW)
14,190
RePEc
19
EconStor
12
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5,851
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5851
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:
5852
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:
5853
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:
5854
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:
5855
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:
5856
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:
5857
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:
5858
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:
5859
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:
5860
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:
5861
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:
5862
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:
5863
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:
5864
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:
5865
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:
5866
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:
5867
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:
5868
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:
5869
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:
5870
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:
5871
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:
5872
Pricing sovereign debt in resource rich economies?
McGregor, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011895959
Saved in:
5873
Multi-level factor analysis of bond risk premia
Kim, Dukpa
;
Kim, Yunjung
;
Bak, Yuhyeon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011897566
Saved in:
5874
Interest rate pass-through : a nonlinear vector error-correction approach
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011897618
Saved in:
5875
Three essays on the role of fiscal stress for the size of the government spending multiplier
Strobel, Felix
-
2017
Persistent link: https://www.econbiz.de/10011898212
Saved in:
5876
Long-term factorization of affine pricing kernels
Qin, Likuan
;
Linetsky, Vadim
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 479-498
Persistent link: https://www.econbiz.de/10011900582
Saved in:
5877
US monetary policy and corporate bond issuance in emerging markets
Masetti, Oliver
- In:
Essays on empirical macro-finance: the impact of …
,
(pp. 55-92)
.
2017
Persistent link: https://www.econbiz.de/10011900922
Saved in:
5878
Credit spread and bond mutual fund performance
Wang, Xiaoqiong
- In:
The empirical economics letters : a monthly …
16
(
2017
)
12
,
pp. 1247-1254
Persistent link: https://www.econbiz.de/10011907698
Saved in:
5879
Forward-looking estimates of interest-rate distributions
Wright, Jonathan H.
- In:
Annual review of financial economics
9
(
2017
),
pp. 333-351
Persistent link: https://www.econbiz.de/10011910883
Saved in:
5880
The term structure of credit spreads and business cycle in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
- In:
Journal of the Japanese and international economies : …
45
(
2017
),
pp. 27-36
Persistent link: https://www.econbiz.de/10011911793
Saved in:
5881
The fixed income securities market in the West African Economic and Monetary zone : are credit spread abnormally low?
Mbengue, Mohamed Lamine
;
Paget-Blanc, Eric
- In:
Research in international business and finance
41
(
2017
),
pp. 235-238
Persistent link: https://www.econbiz.de/10011913029
Saved in:
5882
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:
5883
Seasonality in government bond returns and factor premia
Zaremba, Adam
;
Schabek, Tomasz
- In:
Research in international business and finance
41
(
2017
),
pp. 292-302
Persistent link: https://www.econbiz.de/10011914502
Saved in:
5884
What determines the Japanese corporate credit spread? : a new evidence
Azad, A. S. M. Sohel
;
Chazi, Abdelaziz
;
Cooper, Peter
; …
- In:
Research in international business and finance
41
(
2017
),
pp. 354-361
Persistent link: https://www.econbiz.de/10011914512
Saved in:
5885
Accounting quality, information risk and the term structure of implied volatility around earnings announcements
Anagnostopoulou, Seraina C.
;
Tsekrekos, Andrianos E.
- In:
Research in international business and finance
41
(
2017
),
pp. 445-460
Persistent link: https://www.econbiz.de/10011914550
Saved in:
5886
Interest rates and financial fragility
Li, Yang
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 195-205
Persistent link: https://www.econbiz.de/10011915565
Saved in:
5887
The impact of EMU on bond yield convergence : evidence from a time-varying dynamic factor model
Bhatt, Vipul
;
Kishor, N. Kundan
;
Ma, Jun
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 206-222
Persistent link: https://www.econbiz.de/10011915566
Saved in:
5888
Scenario generation for long run interest rate risk assessment
Engle, Robert F.
;
Roussellet, Guillaume
;
Siriwardane, …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
Saved in:
5889
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
Saved in:
5890
Multilateral loans and interest rates : further evidence on the seniority conundrum
Steinkamp, Sven
;
Westermann, Frank
- In:
International journal of finance & economics : IJFE
22
(
2017
)
2
,
pp. 169-178
Persistent link: https://www.econbiz.de/10011960284
Saved in:
5891
Inter-dependencies among Asian bond markets
Subramaniam, Sowmya
;
Prasanna, Krishna P.
- In:
Studies in economics and finance
34
(
2017
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011961096
Saved in:
5892
Zero interest rate policy and economic order 2016
Belke, Ansgar
;
Schnabl, Gunther
- In:
Credit and capital markets : Kredit und Kapital
50
(
2017
)
2
,
pp. 101-103
Persistent link: https://www.econbiz.de/10011944031
Saved in:
5893
Alpha-CIR model with branching processes in sovereign interest rate modeling
Jiao, Ying
;
Ma, Chunhua
;
Scotti, Simone
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 789-813
Persistent link: https://www.econbiz.de/10011944426
Saved in:
5894
Valuation of certain CMS spreads
Wu, Ping
;
Elliott, Robert J.
- In:
Financial markets and portfolio management
31
(
2017
)
4
,
pp. 445-467
Persistent link: https://www.econbiz.de/10011944624
Saved in:
5895
The optimal trade-off between interest rate risk and annual return of bond ladders
Wosnitza, Jan Henrik
- In:
Financial markets and portfolio management
31
(
2017
)
4
,
pp. 469-489
Persistent link: https://www.econbiz.de/10011944627
Saved in:
5896
Asymmetry in lending-deposit rate spread : evidence from Chile
Habegger, Wendy
;
Thompson, Mark A.
- In:
International advances in economic research : IAER ; an …
23
(
2017
)
4
,
pp. 439-440
Persistent link: https://www.econbiz.de/10011944782
Saved in:
5897
Forecasting the term structure of Philippine interest rates using the dynamic Nelson-Siegel model
Lara-Tuprio, Elvira P. de
;
Bataller, Ramil T.
;
Torres, …
- In:
DLSU business & economics review
27
(
2017/2018
)
1
,
pp. 190-200
Persistent link: https://www.econbiz.de/10011948540
Saved in:
5898
Southern border recession predictability in the United States, 1990 - 2015
Fullerton, Thomas M.
;
Sanez-Rojo, Elías D.
;
Walke, Adam G.
-
2017
Persistent link: https://www.econbiz.de/10011949691
Saved in:
5899
Risk premia and the VIX term structure
Johnson, Travis L.
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2461-2490
Persistent link: https://www.econbiz.de/10011929346
Saved in:
5900
Equity volatility term structures and the cross section of option returns
Vasquez, Aurelio
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2727-2754
Persistent link: https://www.econbiz.de/10011929375
Saved in:
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