//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Yield curve"
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
A Rational Model of the Closed...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
69
Theory
69
Hypothek
32
Mortgage
32
Investment Fund
31
Investmentfonds
31
USA
29
United States
29
CAPM
20
Betriebliche Finanzwirtschaft
18
Corporate finance
18
Managerial finance
18
Unternehmensfinanzierung
18
Portfolio selection
16
Portfolio-Management
16
Finanzierung
15
Asset-Backed Securities
12
Asset-backed securities
12
Capital income
12
Kapitaleinkommen
12
Zinsstruktur
12
Estimation
10
Financial market
10
Finanzmarkt
10
Schätzung
10
Financial crisis
8
Finanzkrise
8
Finanzmanagement
8
Firm performance
8
Unternehmenserfolg
8
Bank
7
Corporate Finance
7
Credit market
7
Human capital
7
Humankapital
7
Investitionsentscheidung
7
Investment decision
7
Kreditmarkt
7
Occupational qualification
7
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
7
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
12
Author
All
Stanton, Richard
11
Boudoukh, Jacob
5
Richardson, Matthew
5
Whitelaw, Robert F.
5
Wallace, Nancy E.
3
Duffee, Greg
2
Chapman, David A.
1
Pearson, Neil D.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER Working Paper
1
NBER working paper series
1
The quarterly journal of finance
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A nonparametric model of term structure dynamics and the market price of interest rate risk
Stanton, Richard
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 1973-2002
Persistent link: https://www.econbiz.de/10001232335
Saved in:
2
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
Saved in:
3
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1995
Persistent link: https://www.econbiz.de/10001442054
Saved in:
4
Mortgage choice : what's the point?
Stanton, Richard
;
Wallace, Nancy E.
-
1995
Persistent link: https://www.econbiz.de/10001442058
Saved in:
5
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
6
Mortgage choice : what's the point?
Stanton, Richard
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
2
,
pp. 173-205
Persistent link: https://www.econbiz.de/10001242768
Saved in:
7
ARM wrestling : valuing adjustable rate mortgages indexed to the Eleventh District Cost of Funds
Stanton, Richard
- In:
Real estate economics : journal of the American Real …
23
(
1995
)
3
,
pp. 311-345
Persistent link: https://www.econbiz.de/10001193482
Saved in:
8
Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Whitelaw, Robert F.
;
Richardson, Matthew
; …
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
Saved in:
9
Estimation of dynamic term structure models
Duffee, Greg
;
Stanton, Richard
- In:
The quarterly journal of finance
2
(
2012
)
2
,
pp. 801-851
Persistent link: https://www.econbiz.de/10009671287
Saved in:
10
Evidence on simulation inference for near unit-root processes with implications for term structure estimation
Duffee, Greg
;
Stanton, Richard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
1
,
pp. 108-142
Persistent link: https://www.econbiz.de/10003669274
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->