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  • Search: subject:"term structure of interest rates"
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Year of publication
Subject
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Zinsstruktur 16,141 Yield curve 16,128 Theorie 6,415 Theory 6,405 Zins 2,867 Interest rate 2,829 Öffentliche Anleihe 2,639 Public bond 2,638 Schätzung 2,627 Estimation 2,625 Risikoprämie 2,519 Risk premium 2,519 Monetary policy 2,461 Geldpolitik 2,458 USA 2,146 United States 2,127 Anleihe 1,826 Bond 1,822 Kapitaleinkommen 1,720 Capital income 1,718 Kreditrisiko 1,664 Credit risk 1,663 Volatilität 1,322 Volatility 1,321 EU-Staaten 1,270 EU countries 1,268 Prognoseverfahren 1,179 Forecasting model 1,176 Optionspreistheorie 1,096 Option pricing theory 1,094 Corporate bond 1,069 Unternehmensanleihe 1,069 Eurozone 1,049 Euro area 1,048 Interest rate derivative 1,004 Zinsderivat 1,004 CAPM 847 Rentenmarkt 801 Bond market 793 Welt 743
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Online availability
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Free 7,076 Undetermined 3,162 CC license 194 Digitizable 4
Type of publication
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Book / Working Paper 8,945 Article 7,676 Journal 4 Other 1
Subcategories
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Article in journal 6,998 Working paper 4,281 Book section 435 Proceedings 81 Textbook 24 Government document 23 Literature review 17 Case study 8 Glossary included 4 Review 4 Statistics 4 Handbook 2 Guidebook 1 Introduction 1 Reference work 1
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Language
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English 15,616 German 373 Undetermined 289 Spanish 136 French 126 Portuguese 29 Italian 20 Polish 10 Dutch 9 Hungarian 7 Danish 6 Norwegian 5 Czech 3 Finnish 2 Croatian 2 Korean 1 Romanian 1 Russian 1 Turkish 1
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Author
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Rudebusch, Glenn D. 102 Christensen, Jens H. E. 76 Akram, Tanweer 74 Favero, Carlo A. 72 Wright, Jonathan H. 57 Wu, Jing Cynthia 56 Bekaert, Geert 55 Hördahl, Peter 52 Krippner, Leo 51 Afonso, António 50 Monfort, Alain 49 Chernov, Mikhail 48 Caporale, Guglielmo Maria 47 Renne, Jean-Paul 47 Chiarella, Carl 46 Lemke, Wolfgang 46 Diebold, Francis X. 44 Campbell, John Y. 43 Schlögl, Erik 43 Bauer, Michael D. 42 Gollier, Christian 42 Mishkin, Frederic S. 42 Hamilton, James D. 41 Sarno, Lucio 41 Kaminska, Iryna 40 Kim, Don H. 40 Thornton, Daniel L. 40 Wei, Min 38 Fabozzi, Frank J. 37 Valente, Giorgio 37 Gouriéroux, Christian 35 Tristani, Oreste 35 Filipović, Damir 34 Friedman, Benjamin M. 34 Goldstein, Robert S. 34 Joshi, Mark S. 34 Dewachter, Hans 33 Mönch, Emanuel 33 Jarrow, Robert A. 32 Singleton, Kenneth J. 32
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Institution
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National Bureau of Economic Research 295 C.E.P.R. Discussion Papers 27 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 16 Centre for Analytical Finance <Århus> 14 European Central Bank 13 Society for Computational Economics - SCE 13 Federal Reserve Bank of San Francisco 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Banque de France 9 International Monetary Fund 9 Federal Reserve Bank of St. Louis 8 Suomen Pankki 8 University of Bonn, Germany 8 University of Exeter / Department of Economics 7 Banque de France / Direction des Etudes Economiques et de la Recherche 6 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 6 European Parliament / Directorate-General for Internal Policies of the Union 6 Sveriges Riksbank 6 Tilburg University, Center for Economic Research 6 Department of Economics and Business, Universitat Pompeu Fabra 5 Department of Economics, Waikato Management School 5 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 5 Federal Reserve Bank of Cleveland 5 OECD 5 Rodney L. White Center for Financial Research 5 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 5 Banco Central do Brasil 4 Bank for International Settlements (BIS) 4 Bank of Japan 4 EconWPA 4 Federal Reserve Bank of New York 4 Federal Reserve System / Division of Research and Statistics 4 Finance Discipline Group, Business School 4 Internationaler Währungsfonds / European Department <1> 4 Springer Fachmedien Wiesbaden 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 Weierstraß-Institut für Angewandte Analysis und Stochastik 4 World Bank 4 Department of Economics, Oxford University 3
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Published in...
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NBER working paper series 291 Working paper / National Bureau of Economic Research, Inc. 238 NBER Working Paper 236 Journal of banking & finance 227 Journal of financial economics 139 Journal of international money and finance 139 The journal of fixed income 137 Finance research letters 132 Discussion paper / Centre for Economic Policy Research 131 Finance and economics discussion series 124 International journal of theoretical and applied finance 121 Working paper series / European Central Bank 117 Journal of money, credit and banking : JMCB 110 Economics letters 106 IMF working papers 105 Working paper 105 The journal of finance : the journal of the American Finance Association 102 International review of economics & finance : IREF 100 Applied economics 95 The review of financial studies 94 International review of financial analysis 89 Journal of empirical finance 89 Journal of monetary economics 84 Economic modelling 81 Discussion papers / CEPR 80 Applied financial economics 79 Journal of economic dynamics & control 77 ECB Working Paper 75 Working papers series / Federal Reserve Bank of San Francisco 74 CESifo working papers 72 Mathematical finance : an international journal of mathematics, statistics and financial theory 70 Journal of financial and quantitative analysis : JFQA 69 Applied economics letters 68 Discussion paper 68 Journal of international financial markets, institutions & money 68 The journal of futures markets 66 The North American journal of economics and finance : a journal of financial economics studies 60 The European journal of finance 58 Journal of econometrics 56 Staff reports / Federal Reserve Bank of New York 56
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Source
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ECONIS (ZBW) 16,121 RePEc 388 EconStor 85 Other ZBW resources 26 BASE 3 ArchiDok 3
Showing 1 - 10 of 13,389
 
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Resampling asset prices : an identity-based approach
Crump, Richard K.; Gospodinov, Nikolaj - 2026
The authors introduce a novel bootstrap approach to resampling asset price data that can be used for both finite-maturity assets and equities. The key insight is that they bootstrap primitive objects with more appealing statistical properties to avoid resampling series with strong time-series...
Persistent link: https://www.econbiz.de/10015628844
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Modeling the term structure
Memmel, Christoph; Heckmann, Lotta - 2025
structure of interest rates and show empirically that this model with two parameters (relating to the interest level and slope …Based on an analysis of changes in the yields of German government bonds, we propose a simple model for the term …
Persistent link: https://www.econbiz.de/10015373252
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Macroeconomic determinants of the interest rate term structure : a Svensson model analysis
Benetti, Cristiane; Neto, José Monteiro Varanda; Mori, … - 2025
This study develops a model to predict and explain short-term fluctuations in the Brazilian local currency interest rate term structure. The model relies on the potential relationship between these movements and key macroeconomic factors. The methodology consists of two stages. First, the...
Persistent link: https://www.econbiz.de/10015409958
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Generating the term structure of interest rates with diffusion models
Fukunishi, Yosuke; Qiu, Haorong; Takahashi, Akihiko; Ye, Fan - 2025 - Revised version:November 30, 2025
Persistent link: https://www.econbiz.de/10015553639
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Generating the term structure of interest rates with diffusion models
Fukunishi, Yosuke; Qiu, Haorong; Takahashi, Akihiko; Ye, Fan - 2025
Book / Working Paper
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Behavioral biases, information frictions and interest rate expectations
Bulkley, George; Harris, Richard D. F.; Nawosah, Vivekanand - 2025
Persistent link: https://www.econbiz.de/10016062808
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Dynamic asset pricing in a unified Bachelier-Black-Scholes-Erton model
Lindquist, W. Brent; Račev, Svetlozar T.; Gnawali, Jagdish - 2024
bonds or a single riskless bank account. We derive option price formulas and extend our analysis to the term structure of … interest rates by deriving the pricing of zero-coupon bonds, forward contracts, and futures contracts. We identify a necessary …
Persistent link: https://www.econbiz.de/10015065971
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Interest rate options in one-factor mixed modified fractional Vasicek model
Djeutcha, Eric; Kamdem, Jules Sadefo; Fono, Louis Aimé - 2025
Persistent link: https://www.econbiz.de/10015550753
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Comparing term structure estimation techniques : an exercise with Brazilian data
Stivali, Matheus; Fiorucci, José Augusto; Matsushita, … - 2024
This text evaluates the empirical models of the Term Structure of Interest Rates (TSIR), comparing the resulting …
Persistent link: https://www.econbiz.de/10015076001
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Multi-dimensional monetary policy shocks based on heteroscedasticity
Burri, Marc; Kaufmann, Daniel - 2024
recursive zero restrictions along the term structure of interest rates to disentangle multi-dimensional monetary policy shocks …
Persistent link: https://www.econbiz.de/10015052047
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The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Salachas, Evangelos; Kouretas, Georgios P.; Laopodis, … - 2024
Persistent link: https://www.econbiz.de/10014554059
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