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Schätzung
Optionspreistheorie
15,643
Option pricing theory
15,183
Öffentliche Anleihe
9,759
Public bond
9,582
Theorie
8,386
Theory
8,213
Anleihe
8,163
Bond
7,889
Optionsgeschäft
6,636
Option trading
6,430
Volatilität
5,480
Volatility
5,398
Zinsstruktur
5,050
Yield curve
5,004
Unternehmensanleihe
4,321
Corporate bond
4,308
Stochastischer Prozess
3,939
Stochastic process
3,884
Derivat
3,715
Derivative
3,708
Portfolio-Management
3,379
Portfolio selection
3,358
USA
3,241
United States
3,159
Rentenmarkt
2,901
Bond market
2,850
Kapitaleinkommen
2,782
Capital income
2,777
Risikoprämie
2,713
Risk premium
2,688
Credit risk
2,674
Kreditrisiko
2,652
Estimation
2,348
Börsenkurs
2,318
Share price
2,284
CAPM
2,064
EU-Staaten
2,063
Welt
2,046
World
2,023
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Online availability
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Free
950
Undetermined
549
CC license
28
Type of publication
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Book / Working Paper
1,289
Article
1,122
Type of publication (narrower categories)
All
Article in journal
1,058
Aufsatz in Zeitschrift
1,058
Graue Literatur
595
Non-commercial literature
595
Working Paper
591
Arbeitspapier
532
Hochschulschrift
170
Thesis
137
Aufsatz im Buch
57
Book section
57
Collection of articles written by one author
31
Sammlung
31
Bibliografie enthalten
16
Bibliography included
16
Collection of articles of several authors
7
Conference paper
7
Konferenzbeitrag
7
Sammelwerk
7
Aufsatzsammlung
6
Article
4
Konferenzschrift
4
Amtsdruckschrift
2
Government document
2
Mikroform
2
CD-ROM, DVD
1
Case study
1
Conference Paper
1
Conference proceedings
1
Dissertation u.a. Prüfungsschriften
1
Fallstudie
1
Glossar enthalten
1
Glossary included
1
Nachschlagewerk
1
Reference book
1
Statistics
1
Statistik
1
Systematic review
1
Übersichtsarbeit
1
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English
2,279
German
123
French
9
Spanish
2
Italian
1
Polish
1
Author
All
Afonso, António
25
Caporale, Guglielmo Maria
20
Engle, Robert F.
20
Adrian, Tobias
19
Härdle, Wolfgang
18
Rosenberg, Joshua V.
17
Wolff, Guntram B.
16
Bernoth, Kerstin
15
Werner, Thomas
14
Korn, Olaf
13
Todorov, Viktor
13
Bühler, Wolfgang
12
Jacobs, Kris
12
Bekaert, Geert
11
Campbell, John Y.
11
Giglio, Stefano
11
Gil-Alaña, Luis A.
11
Kelly, Bryan T.
11
Upper, Christian
11
Viceira, Luis M.
11
Cici, Gjergji
10
Craig, Ben R.
10
Madan, Dilip B.
10
Schlag, Christian
10
Vogt, Erik
10
Bauer, Michael D.
9
Jong, Frank de
9
Uhrig-Homburg, Marliese
9
Barone-Adesi, Giovanni
8
Christoffersen, Peter F.
8
Girardi, Alessandro
8
Guidolin, Massimo
8
Hamilton, James D.
8
Heston, Steven L.
8
Altavilla, Carlo
7
Asonuma, Tamon
7
Audrino, Francesco
7
Belke, Ansgar
7
Dew-Becker, Ian
7
Erdogan, Burcu
7
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Institution
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National Bureau of Economic Research
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Verlag Dr. Kovač
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European Central Bank
2
Federal Reserve Bank of Cleveland
2
International Center for Financial Asset Management and Engineering
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Chambre de commerce et d'industrie de Paris
1
ESCP-EAP European School of Management
1
Eric Cuvillier <Firma>
1
Ernst-Moritz-Arndt-Universität Greifswald
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
Financial Options Research Centre
1
Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
INSEAD-Wharton Alliance Center for Global Research & Development
1
Justus-Liebig-Universität Gießen
1
Karlsruher Institut für Technologie
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Rodney L. White Center for Financial Research
1
Shaker Verlag
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
The Wharton Financial Institutions Center
1
Trinity College Dublin / Department of Economics
1
University of California, San Diego / Department of Economics
1
University of Exeter / Department of Economics
1
University of Hong Kong / School of Economics and Finance
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Université de Lausanne / École des Hautes Études Commerciales
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Published in...
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Journal of banking & finance
51
The journal of futures markets
45
NBER working paper series
39
Finance research letters
37
Working paper / National Bureau of Economic Research, Inc.
36
NBER Working Paper
33
International review of economics & finance : IREF
25
Journal of econometrics
24
Discussion paper / Centre for Economic Policy Research
22
Journal of empirical finance
22
Journal of financial economics
21
The European journal of finance
21
Applied financial economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
The journal of finance : the journal of the American Finance Association
20
Research paper series / Swiss Finance Institute
19
Applied economics
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Working paper
18
Applied economics letters
17
Journal of international money and finance
16
Discussion paper
15
CESifo working papers
14
The journal of fixed income
14
The review of financial studies
14
Journal of economic dynamics & control
13
Journal of international financial markets, institutions & money
13
Economics letters
12
Gabler Edition Wissenschaft
12
SpringerLink / Bücher
12
Working paper / Centre for Financial Research
12
Discussion paper / Deutsche Bundesbank
11
Discussion paper / Tinbergen Institute
11
Journal of financial and quantitative analysis : JFQA
10
Review of derivatives research
10
Working paper series / European Central Bank
10
Discussion Paper Series 1
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International review of financial analysis
9
Journal of monetary economics
9
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Source
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ECONIS (ZBW)
2,344
EconStor
64
USB Cologne (business full texts)
1
RePEc
1
USB Cologne (EcoSocSci)
1
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1
Bond
variance risk premia
Mueller, Philippe
;
Vedolin, Andrea
;
Yen, Yu-min
-
2012
Persistent link: https://www.econbiz.de/10009552228
Saved in:
2
Pricing anomaly at the first sight : same borrower in different currencies faces different credit spreads : an explanation by means of a quanto option
Rathgeber, Andreas W.
;
Rudolph, David
;
Stöckl, Stefan
- In:
Review of derivatives research
18
(
2015
)
2
,
pp. 107-143
Persistent link: https://www.econbiz.de/10011477291
Saved in:
3
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
4
Monetary policy and risk-taking : evidence from Thai corporate
bond
markets
Warinthip Worasak
;
Nuwat Nookhwun
;
Pongpitch Amatyakul
-
2022
Persistent link: https://www.econbiz.de/10013431587
Saved in:
5
Systematic risk and yield premiums in the
bond
market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
Saved in:
6
Sovereign
bond
spreads and credit sensitivity
Schefer, Ricardo
-
2020
Expectations of risky
bond
payments are unobservable and recovery rates for sovereigns are hard to estimate because …
Persistent link: https://www.econbiz.de/10012307696
Saved in:
7
Default risk characteristics of poll-based
bond
spreads : evidence from India
M, Jayadev
;
Jacob, Joshy
- In:
Journal of emerging market finance
9
(
2010
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10010216670
Saved in:
8
Unsolicited versus solicited : credit ratings and
bond
yields
Han, Seung Hun
;
Moore, William Theodore
;
Shin, Yoon S.
; …
- In:
Journal of financial services research : JFSR
43
(
2013
)
3
,
pp. 293-319
Persistent link: https://www.econbiz.de/10009758096
Saved in:
9
An empirical analysis of segmented pricing of
bond
systematic risk
Benzschawel, Terry
;
Fu, Liang
;
Murphy, Austin
- In:
Credit and capital markets : Kredit und Kapital
47
(
2014
)
3
,
pp. 439-464
Persistent link: https://www.econbiz.de/10010433255
Saved in:
10
Analyzing determinants of
bond
yield spreads with Bayesian Model Averaging
Maltritz, Dominik
;
Molchanov, Alexander
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5275-5284
Persistent link: https://www.econbiz.de/10010343731
Saved in:
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