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institution:"Centre for Analytical Finance <Århus>"
~institution:"Innocenzo Gasparini Institute for Economic Research <Mailand>"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject_exact:"Zinskurve"
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Yield curve
16
Zinsstruktur
16
Theorie
11
Theory
11
Markov chain
3
Markov-Kette
3
Erwartungsbildung
2
Expectation formation
2
Interest rate derivative
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Statistical test
2
Statistischer Test
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Zinsderivat
2
1993-2002
1
Agency theory
1
Arbitrage
1
Brasilien
1
Brazil
1
CAPM
1
Central bank independence
1
Cointegration
1
Credit derivative
1
Credit rating
1
Credit risk
1
Currency derivative
1
Debt management
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Denmark
1
Dänemark
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Einheitswurzeltest
1
Estimation theory
1
Financial economics
1
Geldpolitik
1
Interest rate
1
Kapitalmarkttheorie
1
Kointegration
1
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Book / Working Paper
16
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Graue Literatur
Working Paper
Arbeitspapier
16
Non-commercial literature
16
Language
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English
16
Author
All
Favero, Carlo A.
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Shin Jensen, Malene
2
Carriero, Andrea
1
Daniels, Kenneth N.
1
Giavazzi, Francesco
1
Kaminska, Iryna
1
Schmid, Wolfgang
1
Svenstrup, Mikkel
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
Innocenzo Gasparini Institute for Economic Research <Mailand>
National Bureau of Economic Research
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
11
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of St. Louis
7
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
International Monetary Fund
5
Rodney L. White Center for Financial Research
5
Banco Central do Brasil
4
Federal Reserve System / Division of Research and Statistics
4
Internationaler Währungsfonds / European Department <1>
4
Erasmus Research Institute of Management
3
Federal Reserve Bank of New York
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Reserve Bank of New Zealand
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of York / Department of Economics and Related Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of England / Economics Division
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Europäische Zentralbank
2
Federal Reserve System / Board of Governors
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
School of Finance and Business Economics <Perth, Western Australia>
2
The Wharton Financial Institutions Center
2
University of Western Sydney, Macarthur / Department of Economics and Finance
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Source
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ECONIS (ZBW)
16
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1
Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates
Carriero, Andrea
(
contributor
);
Favero, Carlo A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002159186
Saved in:
2
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
3
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
4
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
5
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
6
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
7
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
8
Taylor rules and the term structure
Favero, Carlo A.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002155791
Saved in:
9
Why are Brazil's interest rates so high?
Favero, Carlo A.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156326
Saved in:
10
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
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