//--> //--> //-->
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
~subject:"Volatilität"
~subject:"USA"
~isPartOf:"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:"Yield spread"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
USA
Yield curve
85
Zinsstruktur
85
Theorie
38
Theory
38
United States
22
Geldpolitik
18
Monetary policy
18
Forecasting model
14
Prognoseverfahren
14
Risikoprämie
11
Risk premium
11
Estimation
10
Schätzung
10
Capital income
9
Kapitaleinkommen
9
Volatility
9
EU countries
7
EU-Staaten
7
Credit risk
6
Frühindikator
6
Interest rate
6
Japan
6
Kreditrisiko
6
Leading indicator
6
Zins
6
Erwartungsbildung
5
Euro area
5
Eurozone
5
Expectation formation
5
Großbritannien
5
Schock
5
Shock
5
United Kingdom
5
ARCH model
4
ARCH-Modell
4
Anleihe
4
Bond
4
Cointegration
4
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Kugler, Peter
3
Peel, David
2
Taylor, Mark P.
2
Adrian, Tobias
1
Avino, Davide
1
Baghestani, Hamid
1
Balaban, Ercan
1
Bordo, Michael D.
1
Boulier, Bryan L.
1
Caporale, Barbara
1
Caporale, Tony
1
Chauvet, Marcelle
1
Chen, Lin
1
Choi, Sun-Yong
1
Coleman, Simeon
1
Deaves, Richard
1
Ercolani, Valerio
1
Estrella, Arturo
1
Favero, Carlo A.
1
Fisher, Gordon
1
Foley, Sean
1
Haubrich, Joseph Gerard
1
Hiraki, Takato
1
Hsu, Chiente
1
Ioannidis, Christos
1
Karnizova, Lilia
1
Kim, Jaebeom
1
Koedijk, Kees
1
Lazar, Emese
1
Li, Jiaxiong
1
Li, Simeng
1
Lu, Shan
1
Lütkepohl, Helmut
1
Malloch, Hamish
1
Mody, Ashoka
1
Mosca, Federico
1
Natoli, Filippo
1
Otero, Jesús G.
1
Potter, Simon M.
1
Reimers, Hans-Eggert
1
more ...
less ...
Published in...
All
Economics letters
Working paper / National Bureau of Economic Research, Inc.
101
Journal of banking & finance
62
The review of financial studies
60
Discussion paper / Centre for Economic Policy Research
49
Finance and economics discussion series
47
The journal of finance : the journal of the American Finance Association
46
The journal of fixed income
45
Journal of money, credit and banking : JMCB
42
The journal of futures markets
39
Journal of financial economics
33
Journal of international money and finance
33
Journal of financial and quantitative analysis : JFQA
31
NBER working paper series
31
Journal of monetary economics
24
International journal of theoretical and applied finance
21
Applied financial economics
20
NBER Working Paper
20
Working papers series / Federal Reserve Bank of San Francisco
20
International review of financial analysis
19
Economic modelling
18
Journal of empirical finance
18
Staff reports / Federal Reserve Bank of New York
18
Working paper
18
Working paper series / European Central Bank
18
Journal of econometrics
17
Journal of economics & business
17
Applied economics
16
Journal of economic dynamics & control
16
The North American journal of economics and finance : a journal of financial economics studies
16
BIS working papers
15
International journal of forecasting
15
Review / Federal Reserve Bank of St. Louis
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
CESifo working papers
14
International finance discussion papers
14
Research paper series / Swiss Finance Institute
14
International review of economics & finance : IREF
13
The review of economics and statistics
13
Economic review
12
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
29
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
2
Forecasting US recessions : the role of economic uncertainty
Ercolani, Valerio
;
Natoli, Filippo
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509097
Saved in:
3
The influence of shock signals on the change in volatility term structure
Choi, Sun-Yong
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122602
Saved in:
4
Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan
;
Lu, Shan
- In:
Economics letters
141
(
2016
),
pp. 116-118
Persistent link: https://www.econbiz.de/10011616200
Saved in:
5
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
6
Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia
;
Li, Jiaxiong
- In:
Economics letters
125
(
2014
)
2
,
pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
Saved in:
7
Fractional integration and the volatility of UK interest rates
Coleman, Simeon
;
Sirichand, Kavita
- In:
Economics letters
116
(
2012
)
3
,
pp. 381-384
Persistent link: https://www.econbiz.de/10009674339
Saved in:
8
How well do experts predict interbank loan rates and spreads?
Baghestani, Hamid
- In:
Economics letters
109
(
2010
)
1
,
pp. 4-6
Persistent link: https://www.econbiz.de/10008806714
Saved in:
9
Forecasting with the yield curve; level, slope, and output 1875 - 1997
Bordo, Michael D.
;
Haubrich, Joseph Gerard
- In:
Economics letters
99
(
2008
)
1
,
pp. 48-50
Persistent link: https://www.econbiz.de/10003723216
Saved in:
10
Monetary tightening cycles and the predictability of economic activity
Adrian, Tobias
;
Estrella, Arturo
- In:
Economics letters
99
(
2008
)
2
,
pp. 260-264
Persistent link: https://www.econbiz.de/10003723732
Saved in:
11
Real exchange rates and real interest differentials for sectoral data : a dynamic SUR approach
Kim, Jaebeom
- In:
Economics letters
97
(
2007
)
3
,
pp. 247-252
Persistent link: https://www.econbiz.de/10003575586
Saved in:
12
Financial predicators of real activity and the financial accelerator
Mody, Ashoka
;
Taylor, Mark P.
- In:
Economics letters
82
(
2004
)
2
,
pp. 167-172
Persistent link: https://www.econbiz.de/10001895389
Saved in:
13
Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes
Peel, David
;
Ioannidis, Christos
- In:
Economics letters
78
(
2003
)
2
,
pp. 147-152
Persistent link: https://www.econbiz.de/10001728144
Saved in:
14
Investigating the effects of monetary regime shifts : the case of the Federal Reserve and the shrinking risk premium
Caporale, Barbara
;
Caporale, Tony
- In:
Economics letters
80
(
2003
)
1
,
pp. 87-91
Persistent link: https://www.econbiz.de/10001764758
Saved in:
15
Prediciting a recession : evidence from the yield curve in the presence of structural breaks
Chauvet, Marcelle
;
Potter, Simon M.
- In:
Economics letters
77
(
2002
)
2
,
pp. 245-253
Persistent link: https://www.econbiz.de/10001705613
Saved in:
16
The term premium, time varying interest rate volatility and central bank policy reaction
Kugler, Peter
- In:
Economics letters
76
(
2002
)
3
,
pp. 311-316
Persistent link: https://www.econbiz.de/10001691844
Saved in:
17
Uncertainty on monetary policy and the expectations model of the term structure of interest rates
Favero, Carlo A.
;
Mosca, Federico
- In:
Economics letters
71
(
2001
)
3
,
pp. 369-375
Persistent link: https://www.econbiz.de/10001574272
Saved in:
18
Testing for cointegration: power versus frequency of observation - further Monte Carlo results
Otero, Jesús G.
;
Smith, Jeremy
- In:
Economics letters
67
(
2000
)
1
,
pp. 5-9
Persistent link: https://www.econbiz.de/10001463489
Saved in:
19
The term spread as a montahly cyclical indicator : an evaluation
Boulier, Bryan L.
;
Stekler, Herman O.
- In:
Economics letters
66
(
2000
)
1
,
pp. 79-83
Persistent link: https://www.econbiz.de/10001435937
Saved in:
20
An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon
- In:
Economics letters
60
(
1998
)
2
,
pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
Saved in:
21
The slope of the yield curve and real economic activity : tracing the transmission mechanism
Peel, David
- In:
Economics letters
59
(
1998
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001242834
Saved in:
22
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente
- In:
Economics letters
55
(
1997
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001225271
Saved in:
23
How sensitive is short-term Japanese interest rate volatility to the level of the interest rate?
Hiraki, Takato
- In:
Economics letters
56
(
1997
)
3
,
pp. 325-332
Persistent link: https://www.econbiz.de/10001229817
Saved in:
24
Implied volatility from the term structure : a simple analytical approximation
Steeley, James M.
- In:
Economics letters
57
(
1997
)
3
,
pp. 345-352
Persistent link: https://www.econbiz.de/10001231497
Saved in:
25
Exchange rate returns, "news", and risk premia
Koedijk, Kees
;
Wolff, Christiaan Cornelis Petrus
- In:
Economics letters
50
(
1996
)
1
,
pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
Saved in:
26
The term structure of interest rates and regime shifts : some empirical results
Kugler, Peter
- In:
Economics letters
50
(
1996
)
1
,
pp. 121-126
Persistent link: https://www.econbiz.de/10001194156
Saved in:
27
A bond pricing formula under a non-trivial, three-factor model of interest rates
Chen, Lin
- In:
Economics letters
51
(
1996
)
1
,
pp. 95-99
Persistent link: https://www.econbiz.de/10001199673
Saved in:
28
Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut
- In:
Economics letters
40
(
1992
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
Saved in:
29
Market reactions to U.S. weekly money supply announcements after the introduction of contemporaneous reserve requirements : an empirical note
Deaves, Richard
- In:
Economics letters
1
(
1987
),
pp. 69-72
Persistent link: https://www.econbiz.de/10001032494
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->