//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"International review of financial analysis"
~isPartOf:"The journal of fixed income"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"BGM model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
242
Zinsstruktur
242
Theorie
97
Theory
97
USA
64
United States
64
Risikoprämie
44
Risk premium
44
Estimation
42
Schätzung
42
Credit risk
36
Kreditrisiko
36
Public bond
29
Öffentliche Anleihe
29
Anleihe
26
Bond
26
CAPM
26
Interest rate
26
Zins
25
Corporate bond
23
Unternehmensanleihe
23
Government securities
22
Interest rate derivative
22
Staatspapier
22
Zinsderivat
22
Capital income
20
Kapitaleinkommen
20
Option pricing theory
20
Optionspreistheorie
20
Forecasting model
18
Prognoseverfahren
18
Time series analysis
18
Zeitreihenanalyse
18
Volatility
17
Volatilität
17
Credit derivative
14
Derivat
14
Derivative
14
Estimation theory
14
Kreditderivat
14
more ...
less ...
Online availability
All
Undetermined
38
Free
2
Type of publication
All
Article
239
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
242
Aufsatz in Zeitschrift
242
Collection of articles of several authors
3
Sammelwerk
3
Language
All
English
242
Author
All
Batten, Jonathan A.
7
Fabozzi, Frank J.
7
Ho, Thomas S. Y.
4
Durham, J. Benson
3
Fang, Victor
3
Hogan, Warren Pat
3
Ilmanen, Antti
3
Rudebusch, Glenn D.
3
Russo, Vincenzo
3
Yi, Sang-bin
3
Almeida, Caio
2
Audrino, Francesco
2
Avino, Davide
2
Bauer, Michael D.
2
Bhanot, Karan
2
Bhansali, Vineer
2
Bhattacharjee, Ranjit
2
Brown, Rob
2
Buetow, Gerald W.
2
Chen, Ren-Raw
2
Christiansen, Charlotte
2
Chua, Choong Tze
2
Curtillet, Jean-Christophe
2
Das, Sanjiv R.
2
Enders, Walter
2
Eom, Young Ho
2
Goodman, Laurie Sharon
2
Guo, Liang
2
Heidari, Massoud
2
Heston, Steven L.
2
Ho, Jeffrey
2
Hodges, Stewart D.
2
In, Francis Haeuck
2
Kagraoka, Yusho
2
Kalotay, Andrew J.
2
Koutmos, Gregory
2
Liu, Sheen
2
Longstaff, Francis A.
2
Nawalkha, Sanjay K.
2
Nowman, Kalid Ben
2
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International review of financial analysis
The journal of fixed income
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Finance research letters
95
Working paper
94
Journal of money, credit and banking : JMCB
93
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
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
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
more ...
less ...
Source
All
ECONIS (ZBW)
242
Showing
71
-
80
of
242
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Price discovery of credit spreads in tranquil and crisis periods
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
International review of financial analysis
30
(
2013
),
pp. 242-253
Persistent link: https://www.econbiz.de/10010461553
Saved in:
72
A default risk model under macroeconomic conditions
Li, Weiping
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 98-113
Persistent link: https://www.econbiz.de/10010198647
Saved in:
73
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
74
A yield spread perspective on the great financial crisis : break-point test evidence
Guidolin, Massimo
;
Tam, Yu Man
- In:
International review of financial analysis
26
(
2013
),
pp. 18-39
Persistent link: https://www.econbiz.de/10009717229
Saved in:
75
Credit risk, valuation and fundamental analysis
Realdon, Marco
- In:
International review of financial analysis
27
(
2013
),
pp. 77-90
Persistent link: https://www.econbiz.de/10009736940
Saved in:
76
US interest rates and emerging market bond yield spreads : a changing relationship?
Gueye, Cheikh A.
;
Sy, Amadou N. R.
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 48-52
Persistent link: https://www.econbiz.de/10009745228
Saved in:
77
The supply and demand factor in the bond market : implications for bond risk and return
Fan, Longzhen
;
Li, Canlin
;
Zhou, Guofu
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 62-81
Persistent link: https://www.econbiz.de/10010196990
Saved in:
78
Risk premia in covered bond markets
Prokopczuk, Marcel
;
Vonhoff, Volker
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10009670722
Saved in:
79
On the relative yields of taxable and municipal bonds : a theory of the tax structure of interest rates
Jordan, Bradford D.
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 79-87
Persistent link: https://www.econbiz.de/10009670731
Saved in:
80
Analyzing the changing term structure and expectations of US treasury default risk
Nippani, Srinivas
;
Smith, Stanley D.
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 52-60
Persistent link: https://www.econbiz.de/10009670741
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->