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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:"Credit risk"
~subject:"Prognoseverfahren"
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Credit risk
Prognoseverfahren
Yield curve
173
Zinsstruktur
173
Theorie
80
Theory
80
USA
50
United States
50
Estimation
29
Schätzung
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Fabozzi, Frank J.
2
Rudebusch, Glenn D.
2
Alessandrini, Fabio
1
Assing, Andrew
1
Bali, Turan
1
Barber, Joel R.
1
Benzschawel, Terry
1
Bhanot, Karan
1
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1
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1
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Guo, Liang
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1
Küçük, Ugur N.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
Journal of banking & finance
59
Journal of financial economics
33
Finance research letters
31
International review of economics & finance : IREF
31
NBER working paper series
29
Journal of international money and finance
25
International review of financial analysis
24
Journal of empirical finance
24
Journal of forecasting
24
International journal of forecasting
21
NBER Working Paper
21
Economics letters
19
Finance and economics discussion series
19
International journal of theoretical and applied finance
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
The North American journal of economics and finance : a journal of financial economics studies
18
The review of financial studies
18
Applied economics letters
16
Working paper / National Bureau of Economic Research, Inc.
16
Discussion papers / CEPR
15
Economic modelling
15
Journal of international financial markets, institutions & money
15
Working paper
15
Discussion paper / Centre for Economic Policy Research
14
Journal of economic dynamics & control
14
The European journal of finance
14
Journal of econometrics
13
Journal of money, credit and banking : JMCB
13
Working paper series / European Central Bank
13
Applied economics
12
Staff reports / Federal Reserve Bank of New York
12
The journal of futures markets
12
Applied financial economics
11
Discussion paper / Tinbergen Institute
11
Pacific-Basin finance journal
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Working papers / Bank for International Settlements
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Asia-Pacific financial markets
10
ECB Working Paper
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Credit spreads and regime shifts
Pavlova, Ivelina
;
Hibbert, Ann Marie
;
Barber, Joel R.
; …
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 58-74
Persistent link: https://www.econbiz.de/10011399832
Saved in:
5
The credit spread puzzle does exist : but is it really a puzzle?
Sæbø, Jørgen K.
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 75-83
Persistent link: https://www.econbiz.de/10011399835
Saved in:
6
Do central bank liquidity facilities affect interbank lending rates?
Christensen, Jens H. E.
;
López, José A.
;
Rudebusch, …
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 136-151
Persistent link: https://www.econbiz.de/10010380470
Saved in:
7
Extraction of implied default probabilites and expected recovery values from a combination of bond prices and CDS spreads
Shynkevich, Andrei
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 91-102
Persistent link: https://www.econbiz.de/10010388886
Saved in:
8
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:
9
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:
10
Inferring default probabilities from credit spreads
Benzschawel, Terry
;
Assing, Andrew
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 13-24
Persistent link: https://www.econbiz.de/10009670765
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