//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"The journal of fixed income"
~subject:"Prognoseverfahren"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Yield curve
224
Zinsstruktur
224
Theorie
103
Theory
103
USA
61
United States
61
Estimation
41
Schätzung
41
Risikoprämie
31
Risk premium
31
Public bond
25
Öffentliche Anleihe
25
Government securities
24
Staatspapier
24
Anleihe
22
Bond
22
CAPM
22
Forecasting model
22
Credit risk
21
Interest rate
21
Kreditrisiko
21
Zins
21
Estimation theory
20
Option pricing theory
20
Optionspreistheorie
20
Schätztheorie
20
Capital income
19
Kapitaleinkommen
19
Time series analysis
18
Volatility
18
Volatilität
18
Zeitreihenanalyse
18
Interest rate derivative
17
Zinsderivat
17
Corporate bond
15
Unternehmensanleihe
15
Derivat
11
Derivative
11
Geldpolitik
11
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Li, Junye
2
Bali, Turan
1
Breitung, Jörg
1
Candelon, Bertrand
1
Carriero, Andrea
1
Chen, Ying
1
Coroneo, Laura
1
Curtillet, Jean-Christophe
1
Egorov, Alexej V.
1
Engle, Robert F.
1
Fabozzi, Frank J.
1
Fan, Jianqing
1
Favero, Carlo A.
1
Fulop, Andras
1
Füss, Roland
1
Giacomini, Raffaella
1
Giannone, Domenico
1
Heidari, Massoud
1
Hong, Yongmiao
1
Hördahl, Peter
1
Ilmanen, Antti
1
Ke, Yuan
1
Klein, Daniel
1
Li, Haitao
1
Liao, Yuan
1
Martellini, Lionel
1
Modugno, Michele
1
Mönch, Emanuel
1
Nikitina, Elena
1
Nikitina, Olena
1
Niu, Linlin
1
Priaulet, Philippe
1
Reisman, Haim
1
Roussellet, Guillaume
1
Rudebusch, Glenn D.
1
Siriwardane, Emil N.
1
Sueppel, Ralph
1
Swanson, Norman R.
1
Tauchen, George Eugene
1
Tristani, Oreste
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
The journal of fixed income
Journal of forecasting
24
International journal of forecasting
21
Journal of empirical finance
16
Economics letters
14
Finance and economics discussion series
14
NBER working paper series
14
NBER Working Paper
12
Discussion paper / Centre for Economic Policy Research
11
Journal of international money and finance
11
Applied economics letters
10
Finance research letters
10
International review of economics & finance : IREF
10
Journal of economic dynamics & control
10
Staff reports / Federal Reserve Bank of New York
10
Applied financial economics
9
Journal of money, credit and banking : JMCB
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied economics
8
CREATES research paper
8
Discussion paper / Tinbergen Institute
8
Federal Reserve Bank of Cleveland working paper series
8
The journal of futures markets
8
Working paper
8
Economic modelling
7
International review of financial analysis
7
Journal of applied econometrics
7
Journal of financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Working paper / National Bureau of Economic Research, Inc.
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The review of economics and statistics
6
Tinbergen Institute research series
6
Working paper series / European Central Bank
6
CESifo working papers
5
ECB Working Paper
5
Energy economics
5
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
2
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
3
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:
4
Scenario generation for long run interest rate risk assessment
Engle, Robert F.
;
Roussellet, Guillaume
;
Siriwardane, …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
Saved in:
5
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:
6
Forecasting swap spreads : a Bayesian approach
Klein, Daniel
;
Nikitina, Elena
;
Curtillet, Jean-Christophe
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 40-53
Persistent link: https://www.econbiz.de/10011684662
Saved in:
7
Adaptive dynamic Nelson–Siegel term structure model with applications
Chen, Ying
;
Niu, Linlin
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10010379478
Saved in:
8
Modelling and forecasting government bond spreads in the euro area : a GVAR model
Favero, Carlo A.
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 343-356
Persistent link: https://www.econbiz.de/10010255139
Saved in:
9
How useful are no-arbitrage restrictions for forecasting the term structure of interest rates?
Carriero, Andrea
;
Giacomini, Raffaella
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10009270416
Saved in:
10
Explaining yield curve dynamics
Füss, Roland
;
Nikitina, Olena
- In:
The journal of fixed income
21
(
2011
)
2
,
pp. 68-87
Persistent link: https://www.econbiz.de/10009349763
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->