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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Journal of banking & finance"
~subject:"Credit rating"
~subject:"Theorie"
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Search: subject_exact:"Zinsstruktur"
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Credit rating
Theorie
Yield curve
248
Zinsstruktur
248
Theory
94
Credit risk
59
Kreditrisiko
59
Risikoprämie
51
Risk premium
51
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45
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37
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2
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2
Mele, Antonio
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Obayashi, Yoshiki
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
Carrington, Samantha
1
Casalin, Fabrizio
1
Casassus, Jaime
1
Chadha, Jagjit
1
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1
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Finance : revue de l'Association Française de Finance
Journal of banking & finance
NBER working paper series
103
Working paper / National Bureau of Economic Research, Inc.
95
NBER Working Paper
84
The journal of fixed income
64
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
International journal of theoretical and applied finance
52
Journal of financial economics
52
Working paper
45
Discussion paper / Centre for Economic Policy Research
42
The journal of finance : the journal of the American Finance Association
41
The review of financial studies
41
Economics letters
40
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39
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38
Journal of money, credit and banking : JMCB
38
Finance and economics discussion series
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Journal of international money and finance
33
Working paper series / European Central Bank
33
Journal of empirical finance
31
Journal of financial and quantitative analysis : JFQA
31
Applied mathematical finance
28
ECB Working Paper
28
Discussion papers / CEPR
27
Journal of monetary economics
27
Finance research letters
24
The European journal of finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Working papers series / Federal Reserve Bank of San Francisco
24
Discussion paper
23
International review of economics & finance : IREF
23
Journal of econometrics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Staff reports / Federal Reserve Bank of New York
22
CESifo working papers
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economic modelling
18
International review of financial analysis
18
Asia-Pacific financial markets
17
CREATES research paper
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ECONIS (ZBW)
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1
Information acquisition costs and credit spreads
Jaskowski, Marcin
;
Rettl, Daniel A.
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462460
Saved in:
2
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
5
Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
6
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
7
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
8
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
9
Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
Saved in:
10
Credit spread determinants : how loan officer seniority matters
Dupire, Marion
;
Lobez, Frédéric
;
Statnik, Jean-Christophe
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
3
,
pp. 139-179
Persistent link: https://www.econbiz.de/10012792337
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