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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Zinsstruktur"
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Kapitaleinkommen
Yield curve
301
Zinsstruktur
301
Theorie
121
Theory
121
Estimation
59
Risikoprämie
59
Risk premium
59
Schätzung
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Bai, Jennie
2
Goldstein, Robert S.
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Acharya, Viral V.
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Amihud, Yakov
1
Anderson, Ronald W.
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Backus, David
1
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1
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1
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Finance : revue de l'Association Française de Finance
Economic modelling
Economics letters
Journal of financial economics
NBER working paper series
33
NBER Working Paper
27
Finance and economics discussion series
23
Working paper / National Bureau of Economic Research, Inc.
23
Journal of banking & finance
18
Finance research letters
16
International review of economics & finance : IREF
12
CESifo working papers
11
Journal of empirical finance
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
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Discussion papers / CEPR
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FEDS Working Paper
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The journal of fixed income
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Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
8
Journal of monetary economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly journal of finance
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CREATES research paper
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Discussion paper
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International journal of finance & economics : IJFE
7
Journal of financial markets
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics
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International review of financial analysis
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Journal of international financial markets, institutions & money
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
39
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1
Explaining long-term bond yields synchronization dynamics in Europe
Crespo Cuaresma, Jesús
;
Fernandez, Oscar
- In:
Economic modelling
133
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014548145
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
4
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
5
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
6
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
7
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
8
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
9
Yield spread determinants of sukuk and conventional bonds
Saeed, Momna
;
Elnahass, Marwa
;
Izzeldin, Marwan
; …
- In:
Economic modelling
105
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367188
Saved in:
10
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
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