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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of fixed income"
~subject:"Bond"
~subject:"Prognoseverfahren"
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Bond
Prognoseverfahren
Yield curve
173
Zinsstruktur
173
Theorie
80
Theory
80
USA
50
United States
50
Estimation
29
Schätzung
29
Risikoprämie
25
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Fabozzi, Frank J.
3
Durham, J. Benson
2
Russo, Vincenzo
2
Allen, Dave
1
Alles, Lakshman
1
Ang, Sharon
1
Bali, Turan
1
Baz, Jamil
1
Bhanot, Karan
1
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Chua, Choong Tze
1
Coroneo, Laura
1
Curtillet, Jean-Christophe
1
Das, Sanjiv R.
1
Dor, Arik Ben
1
Dynkin, Lev
1
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1
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1
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1
Guo, Liang
1
Heidari, Massoud
1
Heston, Steven L.
1
Horowitz, David
1
Hyman, Jay
1
Hördahl, Peter
1
Ilmanen, Antti
1
Klein, Daniel
1
Koh, Winston T. H.
1
Li, Junye
1
Liu, Sheen
1
Martellini, Lionel
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Modugno, Michele
1
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1
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1
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1
Reisman, Haim
1
Remolona, Eli M.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
NBER working paper series
28
International journal of forecasting
24
Journal of forecasting
24
Finance research letters
23
Journal of international money and finance
23
Journal of banking & finance
22
Economics letters
19
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International review of economics & finance : IREF
18
NBER Working Paper
18
Applied economics letters
16
Economic modelling
16
Finance and economics discussion series
16
Journal of empirical finance
16
Working paper / National Bureau of Economic Research, Inc.
16
Working paper
15
Discussion paper / Centre for Economic Policy Research
14
International review of financial analysis
14
Journal of economic dynamics & control
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Staff reports / Federal Reserve Bank of New York
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Working papers series / Federal Reserve Bank of San Francisco
14
Applied financial economics
13
International journal of theoretical and applied finance
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Journal of financial economics
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Journal of money, credit and banking : JMCB
13
Applied economics
12
Discussion papers / CEPR
12
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
CREATES research paper
11
The review of financial studies
11
Working paper series / European Central Bank
11
Discussion paper / Tinbergen Institute
10
Journal of international financial markets, institutions & money
10
The journal of futures markets
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Federal Reserve Bank of Cleveland working paper series
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of monetary economics
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ECONIS (ZBW)
29
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1
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:
2
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:
3
The bond coupon's impact on liquidity
Rush, Stephen
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 34-39
Persistent link: https://www.econbiz.de/10011900628
Saved in:
4
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:
5
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
6
The new market for treasury floating rate notes
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011803808
Saved in:
7
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:
8
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:
9
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
10
A new linear estimator for Gaussian dynamic term structure models
Díez de los Ríos, Antonio
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 282-295
Persistent link: https://www.econbiz.de/10011390043
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