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  • Search: subject_exact:"Zinsdifferenz"
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Year of publication
Subject
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Zinsstruktur 15,399 Yield curve 15,398 Theorie 6,115 Theory 6,112 Zins 2,684 Interest rate 2,656 Schätzung 2,521 Estimation 2,511 Öffentliche Anleihe 2,487 Public bond 2,482 Risikoprämie 2,392 Risk premium 2,389 Geldpolitik 2,294 Monetary policy 2,284 USA 2,048 United States 2,036 Anleihe 1,707 Bond 1,703 Capital income 1,618 Kapitaleinkommen 1,618 Kreditrisiko 1,595 Credit risk 1,590 Volatilität 1,267 Volatility 1,264 EU-Staaten 1,236 EU countries 1,229 Prognoseverfahren 1,127 Forecasting model 1,125 Optionspreistheorie 1,068 Option pricing theory 1,066 Eurozone 1,013 Euro area 1,009 Corporate bond 1,004 Unternehmensanleihe 1,004 Interest rate derivative 979 Zinsderivat 979 CAPM 809 Rentenmarkt 752 Bond market 741 Welt 709
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Online availability
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Free 6,468 Undetermined 2,672 CC license 160
Type of publication
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Book / Working Paper 8,332 Article 7,084 Journal 5
Type of publication (narrower categories)
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Article in journal 6,571 Aufsatz in Zeitschrift 6,571 Graue Literatur 3,752 Non-commercial literature 3,752 Working Paper 3,717 Arbeitspapier 3,699 Aufsatz im Buch 427 Book section 427 Hochschulschrift 391 Thesis 306 Collection of articles written by one author 92 Sammlung 92 Collection of articles of several authors 48 Sammelwerk 48 Bibliografie enthalten 46 Bibliography included 46 Conference paper 45 Konferenzbeitrag 45 Konferenzschrift 29 Lehrbuch 24 Aufsatzsammlung 23 Textbook 23 Amtsdruckschrift 21 Forschungsbericht 21 Government document 21 Systematic review 17 Übersichtsarbeit 17 Conference proceedings 16 Mikroform 12 Case study 8 Fallstudie 8 Bibliografie 5 Reprint 5 Statistik 5 Glossar enthalten 4 Glossary included 4 Rezension 4 Article 3 Statistics 3 Accompanied by computer file 2
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Language
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English 14,710 German 376 Spanish 126 French 123 Portuguese 28 Italian 20 Polish 10 Dutch 9 Danish 6 Hungarian 5 Norwegian 5 Undetermined 4 Czech 2 Finnish 2 Croatian 2 Korean 1 Romanian 1 Russian 1 Turkish 1
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Author
All
Rudebusch, Glenn D. 103 Christensen, Jens H. E. 72 Akram, Tanweer 70 Favero, Carlo A. 55 Wu, Jing Cynthia 55 Wright, Jonathan H. 54 Bekaert, Geert 51 Afonso, António 48 Monfort, Alain 47 Chernov, Mikhail 45 Diebold, Francis X. 45 Caporale, Guglielmo Maria 44 Renne, Jean-Paul 43 Campbell, John Y. 42 Chiarella, Carl 42 Gollier, Christian 42 Krippner, Leo 42 Mishkin, Frederic S. 42 Bauer, Michael D. 41 Hamilton, James D. 41 Hördahl, Peter 38 Kim, Don H. 38 Schlögl, Erik 38 Thornton, Daniel L. 36 Wei, Min 36 Fabozzi, Frank J. 35 Gouriéroux, Christian 35 Kaminska, Iryna 35 Goldstein, Robert S. 34 Joshi, Mark S. 34 Dewachter, Hans 33 Lemke, Wolfgang 33 Filipović, Damir 32 Jarrow, Robert A. 32 Singleton, Kenneth J. 32 Batten, Jonathan A. 30 Collin-Dufresne, Pierre 30 Friedman, Benjamin M. 30 Meldrum, Andrew 30 Mönch, Emanuel 30
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Institution
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National Bureau of Economic Research 292 Centre for Analytical Finance <Århus> 14 Federal Reserve Bank of San Francisco 12 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 12 Ekonomiska forskningsinstitutet <Stockholm> 10 European Central Bank 9 International Monetary Fund 9 Federal Reserve Bank of St. Louis 8 University of Exeter / Department of Economics 7 Banque de France / Direction des Etudes Economiques et de la Recherche 6 European Parliament / Directorate-General for Internal Policies of the Union 6 Federal Reserve Bank of Cleveland 5 OECD 5 Rodney L. White Center for Financial Research 5 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 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 Deutsche Forschungsgemeinschaft 3 Erasmus Research Institute of Management 3 Europäische Zentralbank 3 Innocenzo Gasparini Institute for Economic Research <Mailand> 3 International Center for Financial Asset Management and Engineering 3 Internationaler Währungsfonds 3 Internationaler Währungsfonds / Research Department 3 Reserve Bank of New Zealand 3 University of York / Department of Economics and Related Studies 3 Bank of Canada 2 Bank of England / Economics Division 2 Banque Nationale de Belgique 2 Center for Economic Analysis <Boulder, Colo.> 2 Center for Economic Research <Tilburg> 2 Central Bank of Malta 2 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2
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Published in...
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NBER working paper series 288 Working paper / National Bureau of Economic Research, Inc. 238 NBER Working Paper 236 Journal of banking & finance 227 The journal of fixed income 137 Journal of international money and finance 132 Discussion paper / Centre for Economic Policy Research 131 Journal of financial economics 127 International journal of theoretical and applied finance 121 Finance research letters 119 Finance and economics discussion series 118 Working paper series / European Central Bank 110 IMF working papers 105 Working paper 101 Economics letters 99 Journal of money, credit and banking : JMCB 99 International review of economics & finance : IREF 98 Applied economics 90 The review of financial studies 88 The journal of finance : the journal of the American Finance Association 83 Journal of empirical finance 82 Economic modelling 80 Applied financial economics 79 Journal of monetary economics 79 Journal of economic dynamics & control 75 International review of financial analysis 73 Working papers series / Federal Reserve Bank of San Francisco 72 Discussion papers / CEPR 71 Mathematical finance : an international journal of mathematics, statistics and financial theory 70 Journal of international financial markets, institutions & money 68 Applied economics letters 66 CESifo working papers 66 Discussion paper 66 ECB Working Paper 66 Journal of financial and quantitative analysis : JFQA 62 The journal of futures markets 61 The North American journal of economics and finance : a journal of financial economics studies 60 The European journal of finance 55 Finance and stochastics 54 Journal of econometrics 53
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Source
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ECONIS (ZBW) 15,398 EconStor 22 RePEc 1
Showing 1 - 50 of 15,421
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The credit channel of the sovereign spread : a Bayesian SVAR analysis
Cafiso, Gianluca; Missale, Alessandro; Rivolta, Giulia - In: Economic modelling 144 (2025), pp. 1-17
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Green gains : The impact of REITs' environmental performance on sustainability-linked loan interest rates
Artiga González, Tanja; Capera Romero, Laura; … - In: Finance research letters 71 (2025), pp. 1-7
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Determinants of Bank Interest Spreads in Tajikistan
Calice, Pietro - 2025
Despite far-reaching banking sector reforms over the past few years, financial intermediation in Tajikistan continues to lag behind structural peers and the Caucasus and Central Asia region. At the same time, bank interest rate spreads, a standard measure of financial intermediation costs, have...
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Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model
Bletzinger, Tilman; Lemke, Wolfgang; Renne, Jean-Paul - 2025
Inflation risk premiums tend to be positive in an economy mainly hit by supply shocks, and negative if demand shocks dominate. Risk premiums also fluctuate with risk aversion. We shed light on this nexus in a linear-quadratic equilibrium macrofinance model featuring time variation in...
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The ECB's APP's impact on non-financial firms' cost of borrowing and debt choice
Kanda, Joana F.; Pinto, João M.; Silva, Beatriz P. - In: Journal of financial stability 77 (2025), pp. 1-18
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German inflation-linked bonds : overpriced, yet undervalued
Christensen, Jens H. E.; Mouabbi, Sarah; Paulson, Caroline - 2025 - This version: January 30, 2025
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Long-Term Debt and Short-Term Rates : Fixed-Rate Mortgages and Monetary Transmission
De Stefani, Alessia - 2025
We study the two-way relationship between fixed-rate mortgages (FRMs) and monetary policy in a panel of up to 35 countries over the last two decades. The dataset includes quarterly information on the composition of mortgage flows and stock by type of rate-fixation and monetary policy shocks...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015328148
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What 200 years of data tell us about the predictive variance of long-term bonds?
Della Corte, Pasquale; Gao, Can; Preve, Daniel P.A.; … - 2025
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Monetary policy and the secular decline in long-term interest rates : a global perspective
Hofmann, Boris; Li, Zehao; Wu, Steve Pak Yeung - 2025
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Monetary policy along the yield curve : why can central banks affect long-term real rates?
Beaudry, Paul; Cavallino, Paolo; Willems, Tim - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330892
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The global credit spread puzzle
Huang, Jing-Zhi; Nozawa, Yoshio; Shi, Zhan - 2025
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Monetary policy along the yield curve : why can central banks affect long-term real rates?
Beaudry, Paul; Cavallino, Paolo; Willems, Tim - 2025 - This version: April 2025
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Liquidity, collateral quality and interest rate
Ahn, Jung-Hyun; Bignon, Vincent; Breton, Régis; … - 2025
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Bond supply expectations and the term structure of interest rates
Billio, Monica; Busetto, Francesca; Dufour, Alfonso; … - In: Journal of international money and finance 150 (2025), pp. 1-27
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A note on simulating the effect of monetary policy changes using only forward curves as inputs
Rannenberg, Ansgar - 2025
I show that in linear rational expectation models, the effect of a monetary tightening can be simulated using contemporaneous and anticipated monetary policy shocks that replicate the forward curves observed during the period of interest, normalized with the forward curve observed in the quarter...
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Impact of US monetary policy spillovers and yield curve control policy
Nakajima, Jouchi - 2025
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Measure-valued processes for energy markets
Cuchiero, Christa; Di Persio, Luca; Guida, Francesco; … - 2025
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The zero lower bound on deposit rates, monetary policy and bank insolvency risk
Driussi, Lorenz - 2025 - This version: March, 2025
I develop a banking model with monopolistic competition to analyze the effect of reserve rate policy on bank insolvency risk, when banks are constrained by a zero lower bound on deposit rates. When binding, the lower bound compresses the solvency relevant deposit spread and causes it to be a...
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Long-term risk with stochastic interest rates
Severino, Federico - 2025
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The impact of yield curve control under different regimes on Japanese Government Bonds and swap markets in the super long term
Ito, Takayasu - 2025
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The term structure of Japanese Government Bonds in the super long term under different aspects of yield curve control
Ito, Takayasu - 2025
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How Emerging Market Companies are Withstanding Global Interest Rate Shifts
Gandolfo, John; Mauro, Paolo - 2025
This International Finance Corporation (IFC) Research Note analyzes the cost of borrowing for firms in emerging and developing economies, changes in their debt structure, and indicators of indebtedness and profitability. It finds reasons for optimism on their resilience, while noting that...
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Monetary policy effectiveness under the ultra-low interest rate environment : evidence from yield curve dynamics in Japan
Shiratsuka, Shigenori - 2025
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The four R-stars : from interest rates to inflation and back
Reis, Ricardo - 2025
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Forward guidance and its effectiveness : a macro-finance shadow-rate framework
Koeda, Junko; Wei, Bin - 2025 - This Draft: March 2025
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US Treasury market default risk and global interbank liquidity risk
Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78
Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...
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Predictive power of key financial variables during the unconventional monetary policy era
Kuosmanen, Petri; Vataja, Juuso - In: Journal of forecasting 44 (2025) 3, pp. 856-866
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Modeling the term structure
Memmel, Christoph; Heckmann, Lotta - 2025
Based on an analysis of changes in the yields of German government bonds, we propose a simple model for the term structure of interest rates and show empirically that this model with two parameters (relating to the interest level and slope of the term structure) fits empirically well the data...
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Reassessing the predictive power of the yield spread for recessions in the United States
Coe, Patrick J.; Vahey, Shaun P. - 2025
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Stock and sovereign returns linkages : time-varying causality and extreme-quantile determinants
Afonso, António; Alves, José; Grabowski, Wojciech; … - 2025
We employ a cross-quantilogram approach to assess relationships between quantiles of stock returns and sovereign yields, in the U.S. and Germany, in the period 1990-2024. Specifically, we focus on the lowest 5% quantile of stock returns and the highest 5% quantile of bond returns, providing...
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Multi-step double barrier options under time-varying interest rates
Lee, Hangsuck; Kye, Yisub; Kong, Byungdoo; Song, Seongjoo - 2025
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A predictive term-spread model in the age of inflation targeting
Tvedt, Jostein - 2025
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Exploring the drivers of the real term premium in Canada
Tarshi, Zabi; Garriott, Gitanjali Kumar - 2025
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Effects of QE on sovereign bond spreads through the safe asset channel
End, Jan-Willem van den - 2025
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Examining the transmission of credit and liquidity risks : a network analysis for EMU sovereign debt markets
Fernandez-Perez, Adrian; Gómez Puig, Marta; … - 2025
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Interest rate sensitivity of callable bonds and higher-order approximations
Dow, Scott S.; Orfanos, Stefanos C. - In: Risks : open access journal 13 (2025) 4, pp. 1-24
Certain fixed-income securities, such as callable bonds and mortgage-backed securities subject to prepayment, typically exhibit negative convexity at low yields and cannot be adequately immunized through duration and convexity-matching alone. To address this residual risk, we examine the...
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Transfer learning across fixed-income product classes
Camenzind, Nicolas; Filipović, Damir - 2025
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Ex ante bond returns and time-varying monotonicity
Yahyaei, Hamid; Singh, Abhay; Smith, Tom - In: Journal of international financial markets, … 99 (2025), pp. 1-22
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Sovereign debt cost and economic complexity
Gómez González, José Eduardo; Uribe, Jorge; … - In: Journal of international financial markets, … 99 (2025), pp. 1-24
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High-dimensional parameter calibration of interest rate model for the Korean insurance capital standard
Baik, Seung Min; Choi, Changhui; Jang, Bong-Gyu - In: Journal of derivatives and quantitative studies : … 33 (2025) 1, pp. 23-44
We propose a method for calibrating high-dimensional parameters in the Hull-White one-factor model using market prices of swaptions, aimed at generating mark-to-market interest rate scenarios in the Korean insurance industry. Our approach integrates a trust region-based Bayesian optimization...
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A large Bayesian vector autoregression of the yield curve and macroeconomic variables with no-arbitrage restriction
Lee, Sunho; Kang, Kyu Ho - 2025
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The impact of SOE defaults on municipal corporate bond spreads in China
Zhang, Zhilin - In: Finance research letters 75 (2025), pp. 1-9
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407208
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Spillovers between sovereign bonds and the banking sector : evidence from Italy
Cafiso, Gianluca; Rivolta, Giulia - 2025
This study examines the relationship between sovereign spreads and banks in terms of risk transmission, using the seven largest Italian banks as a sample over the period from 2003 to 2023. Our objective is to quantify and compare volatility spillovers, and to investigate whether bank-specific...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372003
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Revisiting the interest rate effects of federal debt
Plante, Michael; Richter, Alexander W.; Zubairy, Sarah - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406606
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Joint estimation of liquidity and credit risk premia in bond prices with an application
Christensen, Jens H. E.; Steenkamp, Daan - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015406262
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015407026
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Measuring and explaining the CDS-bond basis term-structure shape and dynamics
Khanna, Yonas; Lucas, André; Seeger, Norman - 2025 - This version: May 26, 2025
The CDS-bond basis quantifies the difference in risk premia between credit default swap (CDS) and bond markets. It is hard to measure at the individual firm level given substantial missing-value problems (30%-100%) in either or both markets, even for highly liquid blue-chip financial firms. We...
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Macroeconomic determinants of the interest rate term structure : a Svensson model analysis
Benetti, Cristiane; Neto, José Monteiro Varanda; Mori, … - In: Economies : open access journal 13 (2025) 4, pp. 1-21
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...
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The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities
Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410324
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Capital structure, the adjusted present value, and mortgage choice
Tırtıroğlu, Doğan; Tırtıroğlu, Ercan - In: Journal of housing economics 68 (2025), pp. 1-11
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