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~subject:"Germany"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Geld und Währung : working papers"
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Search: subject_exact:"Term structure model"
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Forte, Santiago
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Journal of banking & finance
Geld und Währung : working papers
Journal of international money and finance
12
Kredit und Kapital
12
Discussion paper / Centre for Economic Policy Research
11
Working paper / National Bureau of Economic Research, Inc.
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International review of economics & finance : IREF
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Jahrbücher für Nationalökonomie und Statistik
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ECONIS (ZBW)
12
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
3
Dissecting long-term Bund yields in the run-up to the ECB's public sector purchase programme
Lemke, Wolfgang
;
Werner, Thomas
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012221020
Saved in:
4
Decomposing global yield curve co-movement
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of banking & finance
106
(
2019
),
pp. 500-513
Persistent link: https://www.econbiz.de/10012224340
Saved in:
5
Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
Memmel, Christoph
- In:
Journal of banking & finance
35
(
2011
)
2
,
pp. 282-289
Persistent link: https://www.econbiz.de/10009244330
Saved in:
6
Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago
;
Peña Sánchez de Rivera, Juan Ignacio
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2013-2025
Persistent link: https://www.econbiz.de/10003892177
Saved in:
7
Term structure linkages surrounding the Plaza and Louvre accords : evidence from Euro-rates and long-memory components
Patel, Ajay
;
Shoesmith, Gary L.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2051-2075
Persistent link: https://www.econbiz.de/10002153110
Saved in:
8
Bank behavior based on internal credit ratings of borrowers
Machauer, Achim
- In:
Journal of banking & finance
22
(
1998
)
10
,
pp. 1355-1383
Persistent link: https://www.econbiz.de/10001338694
Saved in:
9
A term structure approach to German monetary policy
Gebauer, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000124681
Saved in:
10
A term structure approach to German monetary policy
Gebauer, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10000833758
Saved in:
11
Zinsstrukturpolitik
Gebauer, Wolfgang
-
1988
Persistent link: https://www.econbiz.de/10013416925
Saved in:
12
Zur Konzeption der Bundesbankpolitik : Geldmengen- versus Zinssteuerung
Gebauer, Wolfgang
-
1987
Persistent link: https://www.econbiz.de/10000732254
Saved in:
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