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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Search: subject_exact:"Zinsstruktur"
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Kapitaleinkommen
Volatilität
Yield curve
216
Zinsstruktur
216
Theorie
83
Theory
83
Estimation
49
Schätzung
49
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Bai, Jennie
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Finance : revue de l'Association Française de Finance
Economic modelling
Journal of financial economics
NBER working paper series
44
Journal of banking & finance
39
NBER Working Paper
37
Working paper / National Bureau of Economic Research, Inc.
36
Finance and economics discussion series
26
The journal of futures markets
26
Finance research letters
23
International journal of theoretical and applied finance
22
Journal of empirical finance
22
Journal of international money and finance
20
The journal of fixed income
20
Economics letters
17
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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FEDS Working Paper
11
International journal of finance & economics : IJFE
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International review of financial analysis
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Journal of international financial markets, institutions & money
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The journal of finance : the journal of the American 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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ECB Working Paper
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
48
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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
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
3
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:
4
Spillovers from the European Central Bank's asset purchases to countries in Central and Eastern Europe
Antal, Mark
;
Kaszab, Lorant
- In:
Economic modelling
113
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013349300
Saved in:
5
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:
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
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet
;
Usman, Ojonugwa
;
Gungor, Hasan
; …
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
Saved in:
8
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
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:
10
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
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