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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial economics"
~source:"econis"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Zinsstruktur"
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Kapitaleinkommen
Yield curve
216
Zinsstruktur
216
Theorie
83
Theory
83
Estimation
49
Schätzung
49
Risikoprämie
48
Risk premium
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Öffentliche Anleihe
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Capital income
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Geldpolitik
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Term structure
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Option pricing theory
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Optionspreistheorie
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Bai, Jennie
2
Goldstein, Robert S.
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Acharya, Viral V.
1
Amihud, Yakov
1
Anderson, Ronald W.
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Backus, David
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Bakshi, Gurdip S.
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Duran, Murat
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Finance : revue de l'Association Française de Finance
Economic modelling
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
17
CESifo working papers
12
International review of economics & finance : IREF
12
Journal of empirical finance
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
11
Working paper series / European Central Bank
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FEDS Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of fixed income
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Applied economics letters
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9
Economics letters
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Journal of financial and quantitative analysis : JFQA
9
Journal of forecasting
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
8
Journal of monetary economics
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The North American journal of economics and finance : a journal of financial economics studies
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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
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Journal of financial markets
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Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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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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ECB Working Paper
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International review of financial analysis
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
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:
8
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
9
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
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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