//--> //--> //-->
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:"Zinsstruktur"
~person:"Steeley, James M."
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
Zinsstruktur
Yield curve
13
Großbritannien
6
United Kingdom
6
Volatility
5
Theorie
4
Theory
4
Bond market
3
Börsenkurs
3
Public bond
3
Rentenmarkt
3
Share price
3
USA
3
United States
3
Öffentliche Anleihe
3
1953-2001
2
Anleihe
2
Bond
2
Bond investors
2
Business cycle
2
Credit market
2
Credit risk
2
Estimation theory
2
Geldpolitik
2
Gilts
2
Konjunktur
2
Kreditmarkt
2
Kreditrisiko
2
Low-interest-rate policy
2
Monetary policy
2
Niedrigzinspolitik
2
Quantitative Lockerung
2
Quantitative easing
2
Schätztheorie
2
UK bonds
2
yield curve
2
1982-1996
1
1997-2002
1
Capital income
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
3
Book section
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
13
Author
All
Steeley, James M.
Rudebusch, Glenn D.
103
Akram, Tanweer
62
Christensen, Jens H. E.
60
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Diebold, Francis X.
44
Monfort, Alain
44
Afonso, António
43
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Campbell, John Y.
39
Chernov, Mikhail
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Kim, Don H.
37
Mishkin, Frederic S.
36
Gollier, Christian
35
Kaminska, Iryna
35
Wei, Min
35
Schlögl, Erik
34
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Sarno, Lucio
32
Singleton, Kenneth J.
32
Dewachter, Hans
31
Joshi, Mark S.
31
Filipović, Damir
30
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Lemke, Wolfgang
29
Guidolin, Massimo
27
Jondeau, Eric
27
Li, Canlin
27
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
1
Published in...
All
Applied financial economics
1
Consumer issues in global economics, finance and business
1
Developments in macro-finance Yield curve modelling
1
Discussion papers in economics
1
Economics letters
1
Finance and banking developments
1
International review of financial analysis
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Quarterly bulletin / Bank of England
1
The Manchester School of Economic and Social Studies
1
The economic and social review
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The side effects of quantitative easing : evidence from the UK bond market
Steeley, James M.
- In:
Journal of international money and finance
51
(
2015
),
pp. 303-336
Persistent link: https://www.econbiz.de/10011475561
Saved in:
2
The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.
;
Matyushkin, Alexander
- In:
International review of financial analysis
37
(
2015
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
Saved in:
3
Forecasting the term structure when short-term rates are near zero
Steeley, James M.
- In:
Journal of forecasting
33
(
2014
)
5
,
pp. 350-363
Persistent link: https://www.econbiz.de/10010425630
Saved in:
4
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
5
Yield curve dimensionality when short rates are near the zero lower bound
Steeley, James M.
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 169-199)
.
2014
Persistent link: https://www.econbiz.de/10010254021
Saved in:
6
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Consumer issues in global economics, finance and business
,
(pp. 179-210)
.
2011
Persistent link: https://www.econbiz.de/10009427419
Saved in:
7
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Finance and banking developments
,
(pp. 43-74)
.
2010
Persistent link: https://www.econbiz.de/10008860436
Saved in:
8
Testing term structure estimation methods : evidence from the UK STRIPS market
Steeley, James M.
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
7
,
pp. 1489-1512
Persistent link: https://www.econbiz.de/10003761422
Saved in:
9
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
10
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:
11
A two-factor model of the UK yield curve
Steeley, James M.
- In:
The Manchester School of Economic and Social Studies
65
(
1997
),
pp. 32-58
Persistent link: https://www.econbiz.de/10001236952
Saved in:
12
G7 yield curves
Cooper, Neil
- In:
Quarterly bulletin / Bank of England
36
(
1996
)
2
,
pp. 199-208
Persistent link: https://www.econbiz.de/10001198915
Saved in:
13
Modelling the dynamics of the term structure of interest rates
Steeley, James M.
- In:
The economic and social review
21
(
1990
)
4
,
pp. 337-361
Persistent link: https://www.econbiz.de/10001093723
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->