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~subject:"Yield curve"
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Yield curve
Theorie
77
Theory
77
USA
54
CAPM
52
United States
51
Zinsstruktur
44
Estimation
34
Schätzung
34
Risikoprämie
33
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33
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31
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31
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29
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29
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24
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24
Estimation theory
22
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22
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21
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21
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14
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14
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English
44
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Singleton, Kenneth J.
32
Dai, Qiang
13
Nagel, Stefan
12
Joslin, Scott
6
He, Zhiguo
5
Le, Anh
5
Song, Zhaogang
5
Brunnermeier, Markus Konrad
3
Duffie, Darrell
3
Dunn, Kenneth B.
3
Pedersen, Lasse Heje
3
Kim, Don H.
2
Pan, Jun
2
Priebsch, Marcel
2
Xu, Zhengyang
2
Brunnermeier, Markus K.
1
Giacoletti, Marco
1
Krishnamurthy, Arvind
1
Laursen, Kristoffer
1
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1
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1
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
4
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3
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ECONIS (ZBW)
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Pricing coupon-bond options and swaptions in affine term structure models
Singleton, Kenneth J.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001741956
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2
Modeling term structures of defaultable bonds
Duffie, Darrell
;
Singleton, Kenneth J.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 687-720
Persistent link: https://www.econbiz.de/10001421853
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3
An econometric model of the term structure of interest rate swap yields
Duffie, Darrell
;
Singleton, Kenneth J.
-
1995
Persistent link: https://www.econbiz.de/10000904139
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4
Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
-
2001
Persistent link: https://www.econbiz.de/10001566888
Saved in:
5
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
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6
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
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7
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
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8
Fixed-income pricing
Dai, Qiang
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001832932
Saved in:
9
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
10
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 415-441
Persistent link: https://www.econbiz.de/10001661702
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