//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
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:"Term structure of interest rates"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
61
Zinsstruktur
61
Estimation
22
Schätzung
22
Public bond
16
Öffentliche Anleihe
16
Geldpolitik
15
Interest rate
15
Monetary policy
15
Zins
15
Theorie
12
Theory
12
Forecasting model
10
Prognoseverfahren
10
Capital income
9
Euro area
9
Eurozone
9
Kapitaleinkommen
9
Corporate bond
8
Credit risk
8
Kreditrisiko
8
Risikoprämie
8
Risk premium
8
Unternehmensanleihe
8
Anleihe
7
Bond
7
EU countries
6
EU-Staaten
6
Frühindikator
6
Leading indicator
6
USA
6
United States
6
Bond market
5
China
5
Rentenmarkt
5
Public debt
4
Rendite
4
Risiko
4
Risk
4
VAR model
4
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
61
Type of publication (narrower categories)
All
Article in journal
61
Aufsatz in Zeitschrift
61
Language
All
English
61
Author
All
Fendel, Ralf
3
Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
2
Haan, Jakob de
2
Afonso, António
1
Ahn, Yongkil
1
Akram, Tanweer
1
Anatolyev, Stanislav
1
Baghestani, Hamid
1
Bastos e Santos, Edson
1
Beckworth, David
1
Broos, Menno
1
Cademártori Rosso, David
1
Caldeira, João F.
1
Cebula, Richard J.
1
Chan, Kam C.
1
Chang, Kai
1
Cheng Qin Shi
1
Choudhry, Taufiq
1
Das, Mitali
1
Dhakal, Chandra K.
1
Dodson, Charles B.
1
Díaz, Julián P.
1
End, Jan-Willem van den
1
Escalante, Cesar L.
1
Evgenidis, Anastasios
1
Feng, Yan Ling
1
Finlay, Richard
1
Frenkel, Michael
1
Gadanecz, Blaise
1
Galea, Manuel
1
Grazzini, Caterina Forti
1
Guidolin, Massimo
1
Gómez Puig, Marta
1
Hamori, Naoko
1
Hamori, Shigeyuki
1
Hanabusa, Kunihiro
1
Huang, Wei-Qiang
1
Hännikäinen, Jari
1
Ishii, Hokuto
1
more ...
less ...
Published in...
All
Applied economics letters
NBER working paper series
265
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
117
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
111
Finance and economics discussion series
106
IMF working papers
105
Journal of money, credit and banking : JMCB
92
Working paper
91
Economics letters
85
International review of economics & finance : IREF
85
Applied economics
83
The review of financial studies
83
Finance research letters
78
The journal of finance : the journal of the American Finance Association
76
Economic modelling
72
Journal of monetary economics
72
Journal of empirical finance
71
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
ECB Working Paper
65
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Journal of economic dynamics & control
63
Discussion paper
60
Journal of financial and quantitative analysis : JFQA
60
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
CESifo working papers
57
Discussion papers / CEPR
57
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
50
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
The determinants of interest rate spreads in dollarized economies
Díaz, Julián P.
;
Rumbea Pavisic, Juan Francisco
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2473-2480
Persistent link: https://www.econbiz.de/10014365984
Saved in:
3
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
4
Multifactor Keynesian models of the long-term interest rate
Akram, Tanweer
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1222-1227
Persistent link: https://www.econbiz.de/10014303847
Saved in:
5
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
6
The term structure of uncovered interest parity in emerging markets
Das, Mitali
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1589-1596
Persistent link: https://www.econbiz.de/10014304568
Saved in:
7
Extraction of proxy relative sovereign bond yield curve factors
Ishii, Hokuto
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1927-1930
Persistent link: https://www.econbiz.de/10013412335
Saved in:
8
Monetary policy shocks identified using the entire yield curve : an alternative approach
Jang, Woon Wook
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2020-2031
Persistent link: https://www.econbiz.de/10013552915
Saved in:
9
The expectations hypothesis of the term structure of interest rates : the Brazilian case revisited
Caldeira, João F.
;
Smaniotto, Emanuelle N.
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 633-637
Persistent link: https://www.econbiz.de/10012204293
Saved in:
10
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
11
The default and liquidity premia of corporate bonds : evidence from the trade reporting and compliance engine
Ahn, Yongkil
- In:
Applied economics letters
28
(
2021
)
15
,
pp. 1271-1276
Persistent link: https://www.econbiz.de/10012609650
Saved in:
12
The impacts of liquidity measures and credit rating on corporate bond yield spreads : evidence from China's green bond market
Chang, Kai
;
Feng, Yan Ling
;
Liu, Wang
;
Lu, Ning
;
Li, …
- In:
Applied economics letters
28
(
2021
)
17
,
pp. 1446-1457
Persistent link: https://www.econbiz.de/10012626592
Saved in:
13
ECB's communication and the yield curve : core versus periphery effects
Fendel, Ralf
;
Neugebauer, Frederik
;
Kilinc, Mustafa
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 630-634
Persistent link: https://www.econbiz.de/10012501561
Saved in:
14
Bank-sovereign risk spillovers in the Euro Area
Singh, Manish K.
;
Gómez Puig, Marta
;
Sosvilla-Rivero, …
- In:
Applied economics letters
27
(
2020
)
8
,
pp. 642-646
Persistent link: https://www.econbiz.de/10012205771
Saved in:
15
Heterogeneity of farm loan packaging term decisions : a finite mixture approach
Dhakal, Chandra K.
;
Escalante, Cesar L.
;
Dodson, Charles B.
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1528-1532
Persistent link: https://www.econbiz.de/10012204835
Saved in:
16
Political uncertainty, risk of Frexit and European sovereign spreads
Malgouyres, Clément
;
Mazet-Sonilhac, Clément
- In:
Applied economics letters
25
(
2018
)
14
,
pp. 1004-1009
Persistent link: https://www.econbiz.de/10012131671
Saved in:
17
Credit ratings and bond spreads of the GIIPS
Vries, Tim de
;
Haan, Jakob de
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 107-111
Persistent link: https://www.econbiz.de/10011414439
Saved in:
18
The mortgage spread as a predictor of real-time economic activity
Hännikäinen, Jari
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 112-116
Persistent link: https://www.econbiz.de/10011414443
Saved in:
19
Quantitative easing tilts the balance between monetary and macroprudential policy
End, Jan-Willem van den
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 743-746
Persistent link: https://www.econbiz.de/10011628488
Saved in:
20
Budgetary decomposition and yield spreads
Afonso, António
;
Jalles, João Tovar
- In:
Applied economics letters
23
(
2016
)
13/15
,
pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
Saved in:
21
Optimized Taylor rules with domestic bond yields in emerging market economies
Gadanecz, Blaise
;
Miyajima, Ken
;
Urban, Jörg
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 688-692
Persistent link: https://www.econbiz.de/10010530105
Saved in:
22
China's sovereign bond yield : some lessons
Pham, Thi Hong Hanh
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 223-227
Persistent link: https://www.econbiz.de/10010481966
Saved in:
23
Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios
;
Siriopoulos, Costas
- In:
Applied economics letters
21
(
2014
)
10/12
,
pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
Saved in:
24
Does the level of the yield curve predict inflation?
Kaya, Hüseyin
- In:
Applied economics letters
21
(
2014
)
7/9
,
pp. 477-480
Persistent link: https://www.econbiz.de/10010414286
Saved in:
25
Estimation of affine term structure models under the Milstein approximation
Park, Hail
- In:
Applied economics letters
21
(
2014
)
7/9
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010414746
Saved in:
26
An exploratory inquiry into the impact of budget deficits on the nominal interest rate yield on Moody's Aaa-rated corporate bonds, 1973 - 2012
Cebula, Richard J.
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1497-1500
Persistent link: https://www.econbiz.de/10010221289
Saved in:
27
Spread and depth adjustment process : analysis of high-quality microstrucutre data
Ryu, Doojin
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1506-1510
Persistent link: https://www.econbiz.de/10010221174
Saved in:
28
Forecasting macroeconomy based on the term structure of credit spreads : evidence from China
Zhou, Rongxi
;
Wang, Xianliang
;
Tong, Guanqun
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1363-1367
Persistent link: https://www.econbiz.de/10010203468
Saved in:
29
Has political communication during the crisis impacted sovereign bond spreads in the euro area?
Mohl, Philipp
;
Sondermann, David
- In:
Applied economics letters
20
(
2013
)
1/3
,
pp. 48-61
Persistent link: https://www.econbiz.de/10009692654
Saved in:
30
On the internal consistency of the term structure of forecasts of housing starts
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 847-851
Persistent link: https://www.econbiz.de/10009763285
Saved in:
31
Re-evaluation of Japan's monetary policy in the late 1980s with the interest rate gap
Umino, Shingo
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 1027-1031
Persistent link: https://www.econbiz.de/10010195952
Saved in:
32
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
Saved in:
33
Government bond yields and foreign ownership of debt
Broos, Menno
;
Haan, Jakob de
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 435-438
Persistent link: https://www.econbiz.de/10009630702
Saved in:
34
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 431-434
Persistent link: https://www.econbiz.de/10009630703
Saved in:
35
How does yield curve predict GDP growth? : a macro-finance approach revisited
Koeda, Junko
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 929-933
Persistent link: https://www.econbiz.de/10009633142
Saved in:
36
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1085-1088
Persistent link: https://www.econbiz.de/10009655655
Saved in:
37
An EBIT-based variant of the Duffie-Lando credit risk model
Simonian, Joseph
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 57-60
Persistent link: https://www.econbiz.de/10009412690
Saved in:
38
The US term structure and central bank policy
Weber, Enzo
;
Wolters, Jürgen
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 41-45
Persistent link: https://www.econbiz.de/10009412693
Saved in:
39
On estimability of parsimonious term structure models : an experiment with the Nelson-Siegel specification
Virmani, Vineet
- In:
Applied economics letters
19
(
2012
)
16/18
,
pp. 1703-1706
Persistent link: https://www.econbiz.de/10009683964
Saved in:
40
Time-varying term premia and the expectations hypothesis in Australia
Finlay, Richard
;
Jones, Callum
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 133-136
Persistent link: https://www.econbiz.de/10009230264
Saved in:
41
Domestic lending when financial markets are integrated : is it all for real?
Zanforlin, Luisa
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1517-1520
Persistent link: https://www.econbiz.de/10009383451
Saved in:
42
Predicting recessions with the term spread : recent evidence from seven countries
Moersch, Mathias
;
Pohl, Armin
- In:
Applied economics letters
18
(
2011
)
13/15
,
pp. 1285-1288
Persistent link: https://www.econbiz.de/10009348089
Saved in:
43
Monetary policy and corporate bond yield spreads
Beckworth, David
;
Moon, Kenneth P.
;
Toles, J. Holland
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1139-1144
Persistent link: https://www.econbiz.de/10008699238
Saved in:
44
"Extended black" sovereign credit default swap pricing model
Realdon, Marco
;
Cheng Qin Shi
- In:
Applied economics letters
17
(
2010
)
10/12
,
pp. 1133-1137
Persistent link: https://www.econbiz.de/10008699240
Saved in:
45
Did the turmoil affect money-market segmentation in the euro area?
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1783-1788
Persistent link: https://www.econbiz.de/10009232144
Saved in:
46
The effects of zero interest rate commitment in Japan
Hanabusa, Kunihiro
- In:
Applied economics letters
17
(
2010
)
13/15
,
pp. 1273-1277
Persistent link: https://www.econbiz.de/10008938319
Saved in:
47
Long-term interest rates and expected future budget deficits : evidence from the term structure
Thomas, Lloyd Brewster
;
Wu, Danhua
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 365-368
Persistent link: https://www.econbiz.de/10003842413
Saved in:
48
Yield spreads and real economic activity in East European transition economies
Papadamou, Stephanos
- In:
Applied economics letters
16
(
2009
)
4/6
,
pp. 531-537
Persistent link: https://www.econbiz.de/10003842560
Saved in:
49
A note on Taylor rules and the term structure
Fendel, Ralf
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1097-1101
Persistent link: https://www.econbiz.de/10003886649
Saved in:
50
International term structure of interest rates in the euro area
Hamori, Shigeyuki
;
Hamori, Naoko
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1113-1116
Persistent link: https://www.econbiz.de/10003886654
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->