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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~accessRights:"restricted"
~isPartOf:"The journal of fixed income"
~type_genre:"Article in journal"
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Search: subject_exact:"BGM model"
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Yield curve
9
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9
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Aruoba, S. Borağan
1
Bauer, Michael D.
1
Chan, Kung-sik
1
Chen, Song Xi
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Coroneo, Laura
1
Giannone, Domenico
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Hördahl, Peter
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Li, Junye
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Schwaab, Bernd
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
Finance research letters
81
Journal of banking & finance
66
International review of economics & finance : IREF
65
Journal of international money and finance
58
Journal of financial economics
50
Economic modelling
41
Journal of empirical finance
39
The North American journal of economics and finance : a journal of financial economics studies
39
Applied economics
37
The review of financial studies
30
International journal of theoretical and applied finance
29
International review of financial analysis
29
Journal of international financial markets, institutions & money
29
Journal of economic dynamics & control
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Quantitative finance
26
Economics letters
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
20
International journal of financial engineering
20
Research in international business and finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Applied economics letters
19
Energy economics
19
The European journal of finance
19
Journal of international economics
17
Journal of monetary economics
17
Pacific-Basin finance journal
17
Review of finance : journal of the European Finance Association
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Journal of macroeconomics
15
European journal of operational research : EJOR
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International journal of finance & economics : IJFE
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Journal of financial and quantitative analysis : JFQA
14
Journal of mathematical finance
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Review of quantitative finance and accounting
14
The journal of corporate finance : contracting, governance and organization
14
The journal of futures markets
14
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of forecasting
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1
Term structures of inflation expectations and real interest rates
Aruoba, S. Borağan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 542-553
Persistent link: https://www.econbiz.de/10012262493
Saved in:
2
Relative shortage of long-term treasury securities and the flat yield curve
Zhang, Peng
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 68-76
Persistent link: https://www.econbiz.de/10012253605
Saved in:
3
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
4
Bank business models at zero interest rates
Lucas, André
;
Schaumburg, Julia
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 542-555
Persistent link: https://www.econbiz.de/10012178195
Saved in:
5
The variance risk premium : components, term structures, and stock return predictability
Li, Junye
;
Zinna, Gabriele
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10012249166
Saved in:
6
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
7
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
8
Enhancing estimation for interest rate diffusion models with bond prices
Zou, Tao
;
Chen, Song Xi
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 486-498
Persistent link: https://www.econbiz.de/10011705972
Saved in:
9
Unspanned macroeconomic factors in the yield curve
Coroneo, Laura
;
Giannone, Domenico
;
Modugno, Michele
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011691663
Saved in:
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