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  • Search: subject_exact:"Yield curve"
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Year of publication
Subject
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Yield curve 16,274 Zinsstruktur 16,216 Theorie 6,441 Theory 6,423 Zins 2,874 Interest rate 2,836 Öffentliche Anleihe 2,649 Schätzung 2,646 Public bond 2,645 Estimation 2,639 Risk premium 2,524 Risikoprämie 2,522 Geldpolitik 2,471 Monetary policy 2,463 USA 2,160 United States 2,134 Anleihe 1,829 Bond 1,824 Kapitaleinkommen 1,726 Capital income 1,721 Kreditrisiko 1,668 Credit risk 1,664 Volatilität 1,325 Volatility 1,323 EU countries 1,268 EU-Staaten 1,268 Prognoseverfahren 1,185 Forecasting model 1,181 Optionspreistheorie 1,102 Option pricing theory 1,097 Unternehmensanleihe 1,075 Corporate bond 1,074 Euro area 1,051 Eurozone 1,051 Interest rate derivative 1,004 Zinsderivat 1,004 CAPM 847 Rentenmarkt 811 Bond market 794 Welt 743
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Online availability
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Free 7,112 Undetermined 3,145 CC license 196 Digitizable 4
Type of publication
All
Book / Working Paper 9,004 Article 7,680 Other 6 Journal 4
Subcategories
All
Article in journal 7,006 Working paper 4,283 Book section 435 Proceedings 79 Textbook 25 Government document 23 Literature review 17 Case study 8 Glossary included 4 Review 4 Statistics 4 Handbook 2 Report 2 Guidebook 1 Introduction 1 Reference work 1
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Language
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English 15,677 German 412 Undetermined 261 Spanish 132 French 123 Portuguese 33 Italian 20 Polish 10 Dutch 9 Danish 6 Hungarian 5 Norwegian 5 Czech 4 Finnish 2 Croatian 2 Korean 2 Romanian 1 Russian 1 Turkish 1
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Author
All
Rudebusch, Glenn D. 116 Christensen, Jens H. E. 77 Akram, Tanweer 74 Favero, Carlo A. 70 Diebold, Francis X. 58 Wright, Jonathan H. 57 Wu, Jing Cynthia 55 Afonso, António 54 Bekaert, Geert 54 Krippner, Leo 52 Chernov, Mikhail 50 Caporale, Guglielmo Maria 48 Bauer, Michael D. 47 Monfort, Alain 47 Renne, Jean-Paul 45 Gollier, Christian 44 Campbell, John Y. 43 Chiarella, Carl 43 Hamilton, James D. 42 Mishkin, Frederic S. 42 Hördahl, Peter 40 Schlögl, Erik 40 Thornton, Daniel L. 40 Kaminska, Iryna 39 Kim, Don H. 39 Dewachter, Hans 38 Wei, Min 38 Fabozzi, Frank J. 37 Sarno, Lucio 37 Lemke, Wolfgang 36 Gouriéroux, Christian 35 Koopman, Siem Jan 35 Mönch, Emanuel 35 Filipović, Damir 34 Friedman, Benjamin M. 34 Goldstein, Robert S. 34 Joshi, Mark S. 34 Söderström, Ulf 34 Li, Canlin 33 Iania, Leonardo 32
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Institution
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National Bureau of Economic Research 295 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 27 International Monetary Fund 19 European Central Bank 18 Centre for Analytical Finance <Århus> 14 International Monetary Fund (IMF) 14 Federal Reserve Bank of San Francisco 13 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 C.E.P.R. Discussion Papers 10 Ekonomiska forskningsinstitutet <Stockholm> 10 Center for Financial Studies 8 Federal Reserve Bank of St. Louis 8 Department of Economics, Waikato Management School 7 University of Exeter / Department of Economics 7 Banque de France / Direction des Etudes Economiques et de la Recherche 6 EconWPA 6 European Parliament / Directorate-General for Internal Policies of the Union 6 OECD 6 Department of Economics, University of Pennsylvania 5 Federal Reserve Bank of Cleveland 5 HAL 5 Rodney L. White Center for Financial Research 5 Tinbergen Instituut 5 Banca d'Italia 4 Banco Central do Brasil 4 Federal Reserve Bank of New York 4 Federal Reserve System / Division of Research and Statistics 4 Internationaler Währungsfonds / European Department <1> 4 Schweizerische Nationalbank (SNB) 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 Banco de México 3 CESifo 3 Department of Accounting, Economics and Finance, Bristol Business School 3 Deutsche Forschungsgemeinschaft 3 Erasmus Research Institute of Management 3 Europäische Zentralbank 3 Finance Discipline Group, Business School 3
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Published in...
All
NBER working paper series 291 Working paper / National Bureau of Economic Research, Inc. 240 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 134 Discussion paper / Centre for Economic Policy Research 132 Finance and economics discussion series 124 International journal of theoretical and applied finance 121 Working paper series / European Central Bank 115 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 ECB Working Paper 82 Discussion papers / CEPR 81 Economic modelling 81 Applied financial economics 79 Journal of economic dynamics & control 77 Working papers series / Federal Reserve Bank of San Francisco 74 CESifo working papers 73 Mathematical finance : an international journal of mathematics, statistics and financial theory 70 Discussion paper 69 Journal of financial and quantitative analysis : JFQA 69 Applied economics letters 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) 16,172 RePEc 324 EconStor 119 USB Cologne (EcoSocSci) 40 Other ZBW resources 31 BASE 8
Showing 1 - 50 of 13,477
 
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Self-driving neural networks for term structure modeling
Kooiker, Sicco; Brummelen, Janneke van; Schaumburg, Julia; … - 2026
We propose a factor model with time-varying loadings for term structure modeling and fore casting. While maintaining the interpretation of the factors as level, slope, and curvature through explicit identification restrictions, we allow the loadings to take flexible shapes by specifying them as...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015611785
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US yield curve shift and slope shocks : domestic transmission and global spillovers
Kumar, Abhishek - 2026
We identify two novel US monetary policy shocks by combining high-frequency surprises around policy announcements with an estimated yield curve. The first, termed the shift shock, generates a humpshaped movement of the yield curve in the US without altering its slope. The second, the slope...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015651879
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Non-maturity deposit risk under interest rate stress : a behavioral modeling framework
Cappellina, Luca; Sartore, Domenico - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654875
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The impact of negative interest rate policy on interest rate formation and lending
Haba, Shunsuke; Ito, Yuichiro; Kasai, Yoshiyasu - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330615
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Generating the term structure of interest rates with diffusion models
Fukunishi, Yosuke; Qiu, Haorong; Takahashi, Akihiko; Ye, Fan - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015467236
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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
Edition: Revised version:November 30, 2025
Book / Working Paper
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Ex ante bond returns and time-varying monotonicity
Yahyaei, Hamid; Singh, Abhay; Smith, Tom - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015405693
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Predicting the Canadian yield curve using machine learning techniques
Rayeni, Ali; Naderi, Hosein - 2025
This study applies machine learning methods to predict the Canadian yield curve using a comprehensive set of macroeconomic variables. Lagged values of the yield curve and a wide array of Canadian and international macroeconomic variables are utilized across various machine learning models....
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015462915
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Solving the yield puzzle : building Lithuania's term structure from the fragmented data
Kaminskas, Rokas; Reichenbachas, Tomas - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015446096
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Macroeconomic drivers of Brazil's yield curve
Araújo, Gustavo Silva; Vicente, José Valentim Machado; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015597274
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Determinants of the risk premium in Brazilian nominal interest rates
Araújo, Gustavo Silva; Vicente, José Valentim Machado; … - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015604398
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Money supply and the yield curve
Xu, Libo - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617460
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The asymmetric and persistent effects of Fed policy on global bond yields
Adrian, Tobias; Gelos, Gaston; Lamersdorf, Nora; … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014634967
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Not all REITs are alike : modelling the dynamic connectedness of sectoral REITs and the US yield curve
Umar, Zaghum; Teplova, Tamara Viktorovna - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015443386
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Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application
Makovský, Petr - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014551375
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Predicting Chinese bond risk premium with machine learning
Zhai, Jia; Xi, Jiahui; Wen, Conghua; Zong, Lu - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015445581
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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 estimates regarding goodness-of-fit, robustness to outliers, and smoothness. In addition to the descriptive statistics on these metrics, the Friedman test and the multiple comparison...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015076001
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Modeling and forecasting serially dependent yield curves
Li, Hao - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015425419
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Robust difference-in-differences analysis when there is a term structure
Nyborg, Kjell G.; Woschitz, Jiri - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015571154
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Robust difference-in-differences analysis when there is a term structure
Nyborg, Kjell G.; Woschitz, Jiri - 2024
Book / Working Paper
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Robust difference-in-differences analysis when there is a term structure
Nyborg, Kjell G.; Woschitz, Jiri - 2024
Book / Working Paper
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The price of money: the reserves convertibility premium over the term structure
Nyborg, Kjell G.; Woschitz, Jiri - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014486914
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The price of money : the reserves convertibility premium over the term structure
Nyborg, Kjell; Woschitz, Jiri - 2023
Book / Working Paper
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The U.S. Treasury term premia in a low interest rate regime
Isakin, Maksim; Ngo, Phuong - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015425428
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The effects of Brazilian Central Bank communication on the yield curve
Alves, Cássio R. A.; Laurini, Márcio Poletti - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015619646
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The term structure of interest rates in a heterogeneous monetary union
Costain, James; Nuño, Galo; Thomas, Carlos - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015474353
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The term structure of interest rates in a heterogeneous monetary union
Costain, James; Nuño, Galo; Thomas, Carlos - 2024
Book / Working Paper
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The term structure of interest rates in a heterogeneous monetary union
Costain, James; Nuño, Galo; Thomas, Carlos - 2024
Book / Working Paper
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The term structure of interest rates in a heterogeneous Monetary Union
Costain, James; Nuño, Galo; Thomas, Carlos - 2022
Book / Working Paper
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The term structure of interest rates in a heterogeneous monetary union
Costain, James; Nuño, Galo; Thomas, Carlos - 2022
Book / Working Paper
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The Term Structure of Interest Rates in a Heterogeneous Monetary Union
Costain, James; Nuño, Galo; Thomas, Carlos - 2022
Book / Working Paper
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The Term Structure of Interest Rates in a Heterogeneous Monetary Union
Costain, James; Nuño, Galo; Thomas, Carlos - 2022
Book / Working Paper
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Forecasting the yield curve for the Eurozone and USA using standard methods and machine learning approach
Orlovic, Zrinka; Jurcevic, Jura; Zoricic, Davor - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650792
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The determination of bank interest rate margins : is there a role for macroprudential policy?
Davis, E. Philip; Karim, Dilruba; Noel, Dennison - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015486017
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The determination of bank interest rate margins : is there a role for macroprudential policy?
Davis, E. Philip; Karim, Dilruba; Noel, Dennison - 2024
Book / Working Paper
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Across the borders, above the bounds : a non-linear framework for international yield curves
Coroneo, Laura; Kaminska, Iryna; Pastorello, Sergio - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015050688
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Yield curve forecasting using machine learning and econometrics : a comparative analysis
Singh, Aman; Ogunfunmi, Tokunbo; Das, Sanjiv R. - 2025
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015651881
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Movements in Yields, not the Equity Premium : Bernanke-Kuttner Redux
Nagel, Stefan; Xu, Zhengyang - 2024
We show that the stock market price reaction to monetary policy surprises upon announcements of the Federal Open Market Committee (FOMC) is explained mostly by changes in the default-free term structure of yields, not by changes in the equity premium. We reach this conclusion based on a new...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015056210
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Movements in yields, not the equity premium : Bernanke-Kuttner redux
Nagel, Stefan; Xu, Zhengyang - 2024
Book / Working Paper
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Movements in yields, not the equity premium : Bernanke-Kuttner redux
Nagel, Stefan; Xu, Zhengyang - 2024
We show that the stock market price reaction to monetary policy surprises upon announcements of the Federal Open Market Committee (FOMC) is explained mostly by changes in the default-free term structure of yields, not by changes in the equity premium. We reach this conclusion based on a new...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015052545
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Movements in Yields, not the Equity Premium : Bernanke-Kuttner Redux
Nagel, Stefan; Xu, Zhengyang - 2024
Book / Working Paper
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Optimal empirical strategy for deriving the spot curve : the case of Poland
Bartkiewicz, Piotr - 2024
We use a proprietary dataset of daily quotations of individual bonds from the period 2005-2018 to assess the appropriateness of three common yield curve intrapolation methods: Nelson-Siegel (NS), Diebold-Li (DL) and cubic splines. Spot (zero-coupon) yield curves derived from the methods are used...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015334711
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Foreign exchange interventions and intermediary constraints
Ferreira, Alex Luiz; Mullen, Rory; Ricco, Giovanni; … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015085106
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Foreign exchange interventions and intermediary constraints
Ferreira, Alex Luiz; Mullen, Rory; Ricco, Giovanni; … - 2024
Book / Working Paper
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Sovereign risk and economic complexity
Gómez González, José Eduardo; Uribe, Jorge; … - 2024
This paper investigates how a country's economic complexity influences its sovereign yield spread with respect to the United States. Notably, a one-unit increase in the Economic Complexity Index is associated with a reduction of about 87 basis points in the 10-year yield spread. However, this...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014536288
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Foreign exchange interventions and intermediary constraints
Ferreira, Alex Luiz; Mullen, Rory; Ricco, Giovanni; … - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015662957
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Foreign exchange interventions and intermediary constraints
Ferreira, Alex Luiz; Mullen, Rory; Ricco, Giovanni; … - 2024
Book / Working Paper
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The impact of macroeconomic news sentiment on interest rates
Audrino, Francesco; Offner, Eric A. - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014543983
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The influence of fiscal and monetary policies on the shape of the yield curve
Chang, Yoosoon; Gómez-Rodríguez, Fabio; Matthes, Christian - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014578033
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The influence of fiscal and monetary policies on the shape of the yield curve
Chang, Yoosoon; Gómez-Rodríguez, Fabio; Matthes, Christian - 2023
Book / Working Paper
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The influence of fiscal and monetary policies on the shape of the yield curve
Chang, Yoosoon; Gómez-Rodríguez, Fabio; Matthes, Christian - 2023
Book / Working Paper
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A rotated dynamic factor model for the yield curve: Squeezing out information when it matters
Casoli, Chiara; Lucchetti, Riccardo - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015619108
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Co-jumping of treasury yield curve rates
Baruník, Jozef; Fišer, Pavel - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014632034
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Co-jumping of Treasury Yield Curve Rates
Baruník, Jozef - 2019
Book / Working Paper
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Self-driving neural networks for term structure modeling
Kooiker, Sicco; van Brummelen, Janneke; Schaumburg, Julia; … - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015619462
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Monetary and fiscal policy impacts on the Indian sovereign bond market : a VAR approach
Kumar, Anshul; Sarkar, Agnirup; Sengupta, Bodhisattva - 2024
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015154379
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The effects of increased Korea Treasury Bond issuance on the yield curve
Kim, Meeroo; Hong, Jong Soo - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015655006
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Repo market networks : dynamics under financial stress
Schöller, Vanessa - 2026
The smooth functioning of the repo market is essential to financial stability. However, the market has faced repeated episodes of stress in recent years. This paper examines the resilience of the euro-denominated repo market during recent episodes of elevated financial stress, drawing on...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015618106
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Sovereign bond spreads and climate risk : an empirical analysis in the Euro Area
Capriotti, Alessio; Muzzioli, Silvia - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654388
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Long memory in Latin American sovereign risk : daily evidence on the EMBI
Asturias Schaub, Luis Rodrigo; Caporale, Guglielmo Maria; … - 2026
This paper analyses the long-memory properties of sovereign bond spreads in 17 Latin American countries as well as two regional aggregates using daily EMBI (Emerging Markets Bond Index) data from April 2013 to January 2026 (3,163 observations per series). Parametric methods show that all 19...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654662
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The effects of increased Korea Treasury Bond issuance on the yield curve
Kim, Meeroo; Hong, Jong Soo - 2026
This study examines the impact of the sharp increase in Korea Treasury Bond (KTB) issuance following the COVID-19 crisis and analyzes the effects of bond buybacks as a policy countermeasure. Using a dynamic Nelson-Siegel model with macroeconomic factors, we estimate the effects of changes in the...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015654796
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Optimal conventional and unconventional monetary policy mix
Alpanda, Sami; Kabaca, Serdar; Mavromatis, Kostas - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015563940
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Optimal conventional and unconventional monetary policy mix
Alpanda, Sami; Kabaca, Serdar; Mavromatis, Kostas - 2026 - Last updated: June 2, 2026
Edition: Last updated: June 2, 2026
Book / Working Paper
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Transfer learning of discount curves between bonds and swaps : an empirical study
Camenzind, Nicolas; Filipović, Damir - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609770
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Explaining contract heterogeneity in the credit card market
Chatterjee, Satyajit; Eyigungor, Burcu - 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609891
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A market-based assessment of the outlook for inflation : expectations and monetary policy in South Africa
Christensen, Jens H. E.; Steenkamp, Daan - 2026
Using a novel arbitrage-free dynamic term structure model of nominal and real bond prices that accounts for bond-specific liquidity risk premia, this paper provides estimates of bond investors' inflation expectations and associated inflation risk premia in South African sovereign bonds. The...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612457
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A market-based assessment of the outlook for inflation expectations and monetary policy in South Africa
Christensen, Jens H. E.; Steenkamp, Daan - 2026
Book / Working Paper
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Intermediation, Interrupted? Bank-Level Analysis of Interest Spreads in Montenegro
Cevik, Serhan - 2026
Financial intermediation in Montenegro has been on a declining trend since independence, with domestic credit to the private sector decreasing from a peak of 86.5 percent of GDP in 2008 to 46.4 percent in 2024. Net interest margin (NIM)—a common indicator of intermediation costs—has remained...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015612601
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Monetary policy and private equity acquisitions : tracing the links
Avalos, Fernando; Hofmann, Boris; Serena, José María - 2026 - This version: 19 January 2026
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015613610
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Overnight interbank rate volatility across liquidity states : key drivers and policy implications
Mukhtarov, Elmir; Hajili, Ali; Garayeva, Aygun; … - 2026
Effective monetary policy requires maintaining the short-term interbank rate close to the policy rate while limiting its volatility, ensuring smooth transmission, and reducing banks' liquidity and interest rate risks. This paper seeks to identify and explain the drivers of volatility in...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614335
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Overnight interbank rate volatility across liquidity states : key drivers and policy implications
Mukhtarov, Elmir; Hajili, Ali; Garayeva, Aygun; … - 2025
Book / Working Paper
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