//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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:"Zinsspread"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
458
Zinsstruktur
458
Theorie
171
Theory
171
USA
133
United States
133
Risikoprämie
80
Risk premium
80
Estimation
73
Schätzung
73
Credit risk
64
Geldpolitik
64
Kreditrisiko
64
Monetary policy
64
Zins
53
Interest rate
50
Public bond
48
Öffentliche Anleihe
48
Capital income
40
Kapitaleinkommen
40
Volatility
39
Volatilität
39
Corporate bond
38
Unternehmensanleihe
38
Anleihe
27
Bond
27
Option pricing theory
26
Optionspreistheorie
26
Welt
23
World
23
EU countries
21
EU-Staaten
21
Großbritannien
20
United Kingdom
20
Financial crisis
19
Finanzkrise
19
Inflation
19
Derivat
18
Derivative
18
Deutschland
18
more ...
less ...
Online availability
All
Undetermined
126
Free
100
Type of publication
All
Book / Working Paper
238
Article
220
Type of publication (narrower categories)
All
Arbeitspapier
237
Working Paper
237
Article in journal
221
Aufsatz in Zeitschrift
221
Graue Literatur
189
Non-commercial literature
189
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
458
Author
All
Bekaert, Geert
9
Mishkin, Frederic S.
9
Wu, Jing Cynthia
9
Campbell, John Y.
8
Hamilton, James D.
8
Clarida, Richard H.
7
Ang, Andrew
6
Binsbergen, Jules H. van
6
Chen, Tsung-kang
6
Diebold, Francis X.
6
Foresi, Silverio
6
Friedman, Benjamin M.
6
Liao, Hsien-hsing
6
Backus, David
5
Shiller, Robert J.
5
Wright, Jonathan H.
5
Collin-Dufresne, Pierre
4
Creal, Drew
4
He, Zhiguo
4
Koijen, Ralph S. J.
4
Piazzesi, Monika
4
Rudebusch, Glenn D.
4
Svensson, Lars E. O.
4
Taylor, John B.
4
Viceira, Luis M.
4
Zin, Stanley E.
4
Balduzzi, Pierluigi
3
Brooks, Robert
3
Chernov, Mikhail
3
Cyree, Ken B.
3
Dai, Qiang
3
Evans, Martin D. D.
3
Gilchrist, Simon
3
Goldstein, Robert S.
3
Hodrick, Robert J.
3
Kuttner, Kenneth N.
3
Lewis, Karen K.
3
Liu, Zhuoshi
3
Lustig, Hanno
3
Maltritz, Dominik
3
more ...
less ...
Institution
All
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Published in...
All
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
264
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
Finance and economics discussion series
106
IMF working papers
105
Working paper series / European Central Bank
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
International review of financial analysis
64
Working papers series / Federal Reserve Bank of San Francisco
64
Journal of economic dynamics & control
63
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
CESifo working papers
57
Discussion papers / CEPR
57
ECB Working Paper
56
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)
458
Showing
1
-
50
of
458
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Information acquisition costs and credit spreads
Jaskowski, Marcin
;
Rettl, Daniel A.
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462460
Saved in:
3
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
6
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
7
Secured credit spread
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
-
2020
Persistent link: https://www.econbiz.de/10012219774
Saved in:
8
Overpricing in China's corporate bond market
Ding, Yi
;
Xiong, Wei
;
Zhang, Jinfan
-
2020
Persistent link: https://www.econbiz.de/10012220020
Saved in:
9
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
-
2020
Persistent link: https://www.econbiz.de/10012239319
Saved in:
10
Duration-based stock valuation
Binsbergen, Jules H. van
-
2020
Persistent link: https://www.econbiz.de/10012254574
Saved in:
11
Man vs. machine learning : the term structure of earnings expectations and conditional biases
Binsbergen, Jules H. van
;
Han, Xiao
;
Lopez-Lira, Alejandro
-
2020
Persistent link: https://www.econbiz.de/10012304150
Saved in:
12
Low interest rates, policy, and the predictive content of the Yield curve
Bordo, Michael D.
;
Haubrich, Joseph Gerard
-
2020
Persistent link: https://www.econbiz.de/10012291034
Saved in:
13
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
-
2020
Persistent link: https://www.econbiz.de/10012250590
Saved in:
14
Risk taking and low longer-term interest rates : evidence from the U.S. syndicated term loan market
Aramonte, Sirio
;
Lee, Seung Jung
;
Stebunovs, Viktors
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013461931
Saved in:
15
Individual investment bankers' reputation concerns and bond yield spreads : evidence from China
Lyu, Huaili
;
Wang, Wenming
;
Xu, Si
;
Zhou, Jingting
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463085
Saved in:
16
What are reference rates for?
Kirti, Divya
- In:
Journal of banking & finance
144
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013538875
Saved in:
17
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
18
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
19
Benchmark interest rates when the government is risky
Augustin, Patrick
;
Chernov, Mikhail
;
Schmid, Lukas
; …
-
2019
Persistent link: https://www.econbiz.de/10012136990
Saved in:
20
The Federal Reserve's current framework for monetary policy : a review and assessment
Eberly, Janice C.
;
Stock, James H.
;
Wright, Jonathan H.
-
2019
Persistent link: https://www.econbiz.de/10012060030
Saved in:
21
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
-
2019
Persistent link: https://www.econbiz.de/10012107992
Saved in:
22
Commonality in credit spread changes : dealer inventory and intermediary distress
He, Zhiguo
;
Khorrami, Paymon
;
Song, Zhaogang
-
2019
Persistent link: https://www.econbiz.de/10012169666
Saved in:
23
Low inflation : high default risk AND high equity valuations
Bhamra, Harjoat Singh
;
Dorion, Christian
;
Jeanneret, …
-
2018
Persistent link: https://www.econbiz.de/10011980017
Saved in:
24
The origins and effects of macroeconomic uncertainty
Bianchi, Francesco
;
Kung, Howard
;
Tirskikh, Mikhail
-
2018
Persistent link: https://www.econbiz.de/10011981540
Saved in:
25
The factor content of equilibrium exchange rates
Clarida, Richard H.
-
2018
Persistent link: https://www.econbiz.de/10011889330
Saved in:
26
Are interest rates really low?
Feenberg, Daniel
;
Tepper, Clinton
;
Welch, Ivo
-
2018
Persistent link: https://www.econbiz.de/10011799139
Saved in:
27
Multihorizon currency returns and purchasing power parity
Chernov, Mikhail
;
Creal, Drew
-
2018
Persistent link: https://www.econbiz.de/10011862726
Saved in:
28
The new Fama puzzle
Bussière, Matthieu
;
Chinn, Menzie David
;
Ferrara, Laurent
-
2018
Persistent link: https://www.econbiz.de/10011812918
Saved in:
29
A macroeconomic model with financially constrained producers and intermediaries
Elenev, Vadim
;
Landvoigt, Tim
;
Nieuwerburgh, Stijn van
-
2018
Persistent link: https://www.econbiz.de/10011892444
Saved in:
30
Quantitative sovereign default models and the European debt crisis
Bocola, Luigi
;
Bornstein, Gideon
;
Dovis, Alessandro
-
2018
Persistent link: https://www.econbiz.de/10011914338
Saved in:
31
Non-monetary news in central bank communication
Cieślak, Anna
;
Schrimpf, Andreas
-
2018
Persistent link: https://www.econbiz.de/10011916050
Saved in:
32
Negative interest rate policy and the yield curve
Wu, Jing Cynthia
;
Xia, Fan Dora
-
2018
Persistent link: https://www.econbiz.de/10011943969
Saved in:
33
Taking the Cochrane-Piazzesi term structure model out of sample : more data, additional currencies, and FX implications
Hodrick, Robert J.
;
Tomunen, Tuomas
-
2018
Persistent link: https://www.econbiz.de/10011922223
Saved in:
34
Post-FOMC announcement drift in U.S. bond markets
Brooks, Jordan
;
Katz, Michael
;
Lustig, Hanno
-
2018
Persistent link: https://www.econbiz.de/10011925158
Saved in:
35
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
36
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:
37
Pricing kernel monotonicity and term structure : evidence from China
Jiao, Yuhan
;
Liu, Qiang
;
Guo, Shuxin
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012662415
Saved in:
38
Central bank communication through interest rate projections
Brubakk, Leif
;
Ellen, Saskia ter
;
Xu, Hong
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012816490
Saved in:
39
Norwegian interbank market's response to changes in liquidity policy
Akram, Qaisar Farooq
;
Findreng, Jon
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012819744
Saved in:
40
No-arbitrage pricing of GDP-linked bonds
Eguren Martin, Fernando
;
Meldrum, Andrew
;
Yan, Wen
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820248
Saved in:
41
What determines wholesale funding costs of the global systemically important banks?
Cottrell, Simon
;
Yu, Xiao
;
Delpachitra, Sarath B.
;
Ma, …
- In:
Journal of banking & finance
132
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013270312
Saved in:
42
Intertemporal imitation behavior of interbank offered rate submissions
Li, Ming
;
Sun, Hang
;
Zong, Jichuan
- In:
Journal of banking & finance
132
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013270356
Saved in:
43
Interest rates, cash and short-term investments
Ysmailov, Bektemir
- In:
Journal of banking & finance
132
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013270410
Saved in:
44
China's no-bailout reform : impact on bond yields and rating standards
Mo, Guiqing
;
Gao, Zhi
;
Zhou, Lei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013256602
Saved in:
45
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
46
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
-
2017
Persistent link: https://www.econbiz.de/10011684596
Saved in:
47
Sovereign risk contagion
Arellano, Cristina
;
Bai, Yan
;
Lizarazo, Sandra
-
2017
Persistent link: https://www.econbiz.de/10011779785
Saved in:
48
The L-shaped Phillips curve : theoretical justification and empirical implications
Kocherlakota, Narayana Rao
-
2017
Persistent link: https://www.econbiz.de/10011783537
Saved in:
49
The effects of quantitative easing : taking a cue from treasury auctions
Gorodnichenko, Yuriy
;
Ray, Walker
-
2017
Persistent link: https://www.econbiz.de/10011785245
Saved in:
50
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->