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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:"Capital income"
~subject:"Prognoseverfahren"
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Capital income
Prognoseverfahren
Yield curve
173
Zinsstruktur
173
Theorie
80
Theory
80
USA
50
United States
50
Estimation
29
Schätzung
29
Risikoprämie
25
Risk premium
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Option pricing theory
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Optionspreistheorie
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Zinsderivat
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Corporate bond
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Kapitaleinkommen
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Unternehmensanleihe
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Estimation theory
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Time series analysis
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Zeitreihenanalyse
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Forecasting model
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Ang, Andrew
1
Bali, Turan
1
Bansal, Ravi
1
Beliaeva, Natalia A.
1
Bhansali, Vineer
1
Bieri, David S.
1
Bomfim, Antúlio N.
1
Chincarni, Ludwig B.
1
Coroneo, Laura
1
Curtillet, Jean-Christophe
1
Durham, J. Benson
1
Fabozzi, Frank J.
1
Francis, Jack Clark
1
Füss, Roland
1
Giannone, Domenico
1
Gueye, Cheikh A.
1
Heidari, Massoud
1
Hessel, Christopher
1
Hördahl, Peter
1
Ilmanen, Antti
1
Klein, Daniel
1
Koh, Rachel Kyungyeon
1
Li, H. C.
1
Li, Junye
1
Martellini, Lionel
1
McCarthy, Joseph
1
Modugno, Michele
1
Nawalkha, Sanjay K.
1
Nikitina, Elena
1
Nikitina, Olena
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Pantalone, Coleen
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Prokopczuk, Marcel
1
Reisman, Haim
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Remolona, Eli M.
1
Rudebusch, Glenn D.
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Sueppel, Ralph
1
Swanson, Norman R.
1
Sy, Amadou N. R.
1
Tauchen, George Eugene
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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
46
NBER Working Paper
38
Finance and economics discussion series
32
Working paper / National Bureau of Economic Research, Inc.
29
Journal of forecasting
26
Journal of financial economics
24
International journal of forecasting
23
Economics letters
21
Finance research letters
21
Journal of banking & finance
21
Journal of empirical finance
20
Discussion paper / Centre for Economic Policy Research
19
Staff reports / Federal Reserve Bank of New York
18
Journal of international money and finance
17
Working paper series / European Central Bank
17
Applied economics letters
16
International review of economics & finance : IREF
16
Journal of economic dynamics & control
16
CESifo working papers
15
Journal of econometrics
14
FEDS Working Paper
13
Applied financial economics
12
Discussion papers / CEPR
12
Journal of financial and quantitative analysis : JFQA
12
Journal of money, credit and banking : JMCB
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The North American journal of economics and finance : a journal of financial economics studies
12
ECB Working Paper
11
Economic modelling
11
International journal of finance & economics : IJFE
11
International review of financial analysis
11
Journal of monetary economics
11
The journal of futures markets
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
Applied economics
10
CREATES research paper
10
The review of financial studies
10
Discussion paper / Tinbergen Institute
9
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ECONIS (ZBW)
22
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22
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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
Yields versus expected returns of corporate bonds : some unexpected results
Beliaeva, Natalia A.
;
Koh, Rachel Kyungyeon
;
Nawalkha, …
- In:
The journal of fixed income
27
(
2018
)
3
,
pp. 37-53
Persistent link: https://www.econbiz.de/10011803834
Saved in:
4
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:
5
Future economic information embedded in high yield spreads
Francis, Jack Clark
;
Hessel, Christopher
;
Wang, Jun
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10011684655
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
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:
8
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:
9
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:
10
Build America Bonds
Ang, Andrew
;
Bhansali, Vineer
;
Xing, Yuhang
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 67-73
Persistent link: https://www.econbiz.de/10003988065
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