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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Applied economics"
~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
256
Zinsstruktur
256
Theorie
96
Theory
96
USA
63
United States
63
Estimation
53
Schätzung
53
Interest rate
44
Zins
44
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38
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Estimation theory
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256
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256
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English
256
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Fabozzi, Frank J.
7
Ho, Thomas S. Y.
4
Durham, J. Benson
3
Ilmanen, Antti
3
Rudebusch, Glenn D.
3
Russo, Vincenzo
3
Umar, Zaghum
3
Yi, Sang-bin
3
Akhtaruzzaman, Md.
2
Akram, Tanweer
2
Almeida, Caio
2
Bauer, Michael D.
2
Bhanot, Karan
2
Bhansali, Vineer
2
Bhattacharjee, Ranjit
2
Brzoza-Brzezina, Michał
2
Buetow, Gerald W.
2
Ceballos, Luis
2
Chen, Li-Hsueh
2
Chen, Ren-Raw
2
Chua, Choong Tze
2
Curtillet, Jean-Christophe
2
Das, Sanjiv R.
2
Enders, Walter
2
Eom, Young Ho
2
Goodman, Laurie Sharon
2
Gregory-Allen, Russell B.
2
Guo, Liang
2
Heidari, Massoud
2
Heston, Steven L.
2
Ho, Jeffrey
2
Hodges, Stewart D.
2
Johnson, Paul A.
2
Kagraoka, Yusho
2
Kalotay, Andrew J.
2
Kotłowski, Jacek
2
Koutmos, Gregory
2
Lange, Ronald H.
2
Lapshin, Victor
2
Li, Huiqing
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
The journal of fixed income
Journal of banking & finance
221
Journal of international money and finance
119
Journal of financial economics
115
International journal of theoretical and applied finance
111
Finance research letters
98
Journal of money, credit and banking : JMCB
89
International review of economics & finance : IREF
88
Economics letters
83
The review of financial studies
83
The journal of finance : the journal of the American Finance Association
75
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
67
Journal of economic dynamics & control
67
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
The North American journal of economics and finance : a journal of financial economics studies
56
Finance and stochastics
51
Journal of econometrics
51
Applied mathematical finance
50
The European journal of finance
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
International journal of finance & economics : IJFE
43
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Asia-Pacific financial markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Review of finance : journal of the European Finance Association
36
Journal of international economics
34
Journal of macroeconomics
34
Review of quantitative finance and accounting
33
Journal of forecasting
32
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ECONIS (ZBW)
256
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256
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1
A new take on the relationship between interest rates and credit spreads
Dupoyet, Brice
;
Jiang, Xiaoquan
;
Zhang, Qianying
- In:
Applied economics
56
(
2024
)
5
,
pp. 520-536
Persistent link: https://www.econbiz.de/10014440088
Saved in:
2
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
3
Explaining rotated linkages between monetary policy and long-term interest rates
Kumar Rohit, Abhishek
;
Bhat, Raghavendra S.
- In:
Applied economics
55
(
2023
)
25
,
pp. 2835-2846
Persistent link: https://www.econbiz.de/10014295382
Saved in:
4
A non-knotty inflation risk premium model
Vicente, José Valentim Machado
- In:
Applied economics
55
(
2023
)
28
,
pp. 3271-3278
Persistent link: https://www.econbiz.de/10014299150
Saved in:
5
Yield curve shapes and foreign exchange rates : the term structure of interest rates model approach
Ishii, Hokuto
- In:
Applied economics
55
(
2023
)
38
,
pp. 4402-4414
Persistent link: https://www.econbiz.de/10014301246
Saved in:
6
Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor
- In:
Applied economics
54
(
2022
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
Saved in:
7
Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan
;
Virmani, Vineet
- In:
Applied economics
54
(
2022
)
6
,
pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
Saved in:
8
Astonishing insights : emerging market debt spreads throughout the pandemic
Gubareva, Mariya
;
Umar, Zaghum
;
Sokolova, Tatiana V.
; …
- In:
Applied economics
54
(
2022
)
18
,
pp. 2067-2076
Persistent link: https://www.econbiz.de/10012875721
Saved in:
9
Beyond the interest rate pass-through : monetary policy and banks interest rates since the effective lower bound
Blot, Christophe
;
Labondance, Fabien
- In:
Applied economics
54
(
2022
)
51
,
pp. 5976-5990
Persistent link: https://www.econbiz.de/10013411333
Saved in:
10
A revisit on the validity of the uncovered interest rate parity-evidence from time-varying parameter models
Zhong, Wanling
;
Fu, Yunjie
;
Ma, Wei
- In:
Applied economics
53
(
2021
)
48
,
pp. 5518-5534
Persistent link: https://www.econbiz.de/10012626914
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