//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kozicki, Sharon"
~person:"Kaminska, Iryna"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LIBOR-Markt-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
15
Zinsstruktur
15
Geldpolitik
8
Monetary policy
8
Theorie
7
Theory
7
Estimation
5
Geldpolitische Transmission
5
Monetary transmission
5
Schätzung
5
Erwartungsbildung
4
Expectation formation
4
Inflation
4
Inflation expectations
4
Inflationserwartung
4
USA
4
United States
4
Bond market
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Rentenmarkt
3
Risikoprämie
3
Risk premium
3
Schock
3
Shock
3
Interest rate
2
Learning process
2
Lernprozess
2
VAR model
2
VAR-Modell
2
Zins
2
1955-2005
1
1960-2001
1
1963-2005
1
1965-1995
1
ARCH model
1
ARCH-Modell
1
Affine arbitrage-free dynamic term structure model
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Aufsatz in Zeitschrift
15
Aufsatz im Buch
1
Book section
1
Company information
1
Firmeninformation
1
more ...
less ...
Language
All
English
15
Author
All
Kozicki, Sharon
Kaminska, Iryna
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
18
Akram, Tanweer
17
Monfort, Alain
16
Wu, Liuren
16
Gupta, Rangan
15
Singleton, Kenneth J.
15
Umar, Zaghum
15
Wohar, Mark E.
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Gouriéroux, Christian
14
Thornton, Daniel L.
14
Almeida, Caio
13
Fabozzi, Frank J.
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Rebonato, Riccardo
13
Schwartz, Eduardo S.
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Chen, Son-nan
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Spencer, Peter D.
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Kugler, Peter
11
Li, Haitao
11
Longstaff, Francis A.
11
Realdon, Marco
11
Sarno, Lucio
11
Subrahmanyam, Marti G.
11
Tzavalis, Elias
11
more ...
less ...
Published in...
All
Journal of monetary economics
3
Economic review
2
Journal of economic dynamics & control
2
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of money, credit and banking : JMCB
1
Oxford bulletin of economics and statistics
1
Review of finance : journal of the European Finance Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
2
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
3
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Saved in:
4
A global model of international yield curves : no-arbitrage term structure approach
Kaminska, Iryna
;
Meldrum, Andrew
;
Smith, James
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 352-374
Persistent link: https://www.econbiz.de/10010355970
Saved in:
5
A no-arbitrage structural vector autoregressive model of the UK yield curve
Kaminska, Iryna
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
5
,
pp. 680-704
Persistent link: https://www.econbiz.de/10010225407
Saved in:
6
Effective use of survey information in estimating the evolution of expected inflation
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
1
,
pp. 145-169
Persistent link: https://www.econbiz.de/10009563642
Saved in:
7
Understanding the real rate conundrum : an application of no-arbitrage models to the UK real yield curve
Joyce, Michael A. S.
;
Kaminska, Iryna
;
Lildholdt, Peter
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
3
,
pp. 837-866
Persistent link: https://www.econbiz.de/10009682002
Saved in:
8
Term structure transmission of monetary policy
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
The North American journal of economics and finance : a …
19
(
2008
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10003742576
Saved in:
9
Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
Carriero, Andrea
;
Favero, Carlo A.
;
Kaminska, Iryna
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 339-358
Persistent link: https://www.econbiz.de/10003298590
Saved in:
10
What do you expect? : Imperfect policy credibility and tests of the expectations hypothesis
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of monetary economics
52
(
2005
)
2
,
pp. 421-447
Persistent link: https://www.econbiz.de/10002757831
Saved in:
11
Longer-term perspectives on yield curve and monetary policy
Kozicki, Sharon
;
Sellon, Gordon H.
- In:
Economic review
90
(
2005
)
4
,
pp. 5-33
Persistent link: https://www.econbiz.de/10003298761
Saved in:
12
Permanent and transitory policy shocks in an empirical macro model with asymmetric information
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of economic dynamics & control
29
(
2005
)
11
,
pp. 1985-2015
Persistent link: https://www.econbiz.de/10003172925
Saved in:
13
Shifting endpoints in the term structure of interest rates
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of monetary economics
47
(
2001
)
3
,
pp. 613-652
Persistent link: https://www.econbiz.de/10001588945
Saved in:
14
Term structure views of monetary policy under alternative models of agent expectations
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of economic dynamics & control
25
(
2001
)
1/2
,
pp. 149-184
Persistent link: https://www.econbiz.de/10001518180
Saved in:
15
Predicting real growth and inflation with the yield spread
Kozicki, Sharon
- In:
Economic review
82
(
1997
)
4
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001233104
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->