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isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Zinsstruktur"
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Search: subject_exact:"Zinsstruktur"
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CAPM
Kapitaleinkommen
Zinsstruktur
Yield curve
143
Theorie
66
Theory
66
Risikoprämie
40
Risk premium
40
Estimation
31
Schätzung
31
Credit risk
30
Kreditrisiko
30
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USA
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United States
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Unternehmensanleihe
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Term structure
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Zins
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Geldpolitik
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Option pricing theory
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Optionspreistheorie
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Public bond
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Risiko
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Risk
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Öffentliche Anleihe
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Derivat
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Derivative
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Bond
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126
French
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Longstaff, Francis A.
4
Artus, Patrick
3
Bai, Jennie
3
Bekaert, Geert
3
Binsbergen, Jules H. van
3
Chernov, Mikhail
3
Filipović, Damir
3
Goldstein, Robert S.
3
Koijen, Ralph S. J.
3
La Bruslerie, Hubert de
3
Yang, Fan
3
Bakshi, Gurdip S.
2
Boyarchenko, Nina
2
D'Amico, Stefania
2
Della Corte, Pasquale
2
Engstrom, Eric
2
Feldhütter, Peter
2
Jacobs, Kris
2
Joslin, Scott
2
Kimmel, Robert
2
King, Thomas B.
2
Le, Anh
2
Roger, Patrick
2
Ross, Stephen A.
2
Sarno, Lucio
2
Singleton, Kenneth J.
2
Song, Dongho
2
Song, Zhaogang
2
Vasicek, Oldrich Alfons
2
Wachter, Jessica
2
Yu, Fan
2
Acharya, Viral V.
1
Adrian, Tobias
1
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1
Amihud, Yakov
1
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1
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1
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Finance : revue de l'Association Française de Finance
Journal of financial economics
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
239
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
133
Journal of international money and finance
119
Working paper series / European Central Bank
112
International journal of theoretical and applied finance
111
Finance and economics discussion series
106
IMF working papers
105
ECB Working Paper
102
Working paper
96
Journal of money, credit and banking : JMCB
93
Finance research letters
90
International review of economics & finance : IREF
88
Economics letters
85
The review of financial studies
84
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
Journal of economic dynamics & control
67
Applied economics letters
61
Discussion papers / CEPR
61
Discussion paper
60
Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
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IMF working paper
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Finance and stochastics
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ECONIS (ZBW)
143
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143
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1
Partisanship in loan pricing
Dagostino, Ramona
;
Gao, Janet
;
Ma, Pengfei
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462638
Saved in:
2
Intermediary balance sheets and the treasury yield curve
Du, Wenxin
;
Hébert, Benjamin
;
Li, Wenhao
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462645
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
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:
5
Sovereign risk premia and global macroeconomic conditions
Andrade, Sandro C.
;
Ekponon, Adelphe
;
Jeanneret, Alexandre
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 172-197
Persistent link: https://www.econbiz.de/10013546048
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6
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:
7
The secured credit premium and the issuance of secured debt
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 143-171
Persistent link: https://www.econbiz.de/10013482169
Saved in:
8
It's what you say and what you buy : a holistic evaluation of the corporate credit facilities
Boyarchenko, Nina
;
Kovner, Anna
;
Shachar, Or
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 695-731
Persistent link: https://www.econbiz.de/10013413170
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9
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013350614
Saved in:
10
Treasury inconvenience yields during the COVID-19 crisis
He, Zhiguo
;
Nagel, Stefan
;
Song, Zhaogang
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10013350623
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