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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:"Interest rate"
~subject:"Risk premium"
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Fabozzi, Frank J.
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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
92
NBER Working Paper
75
Journal of banking & finance
72
Working paper / National Bureau of Economic Research, Inc.
55
Journal of financial economics
49
Finance and economics discussion series
40
International review of economics & finance : IREF
38
Journal of international money and finance
38
Working paper series / European Central Bank
37
Applied economics
36
Discussion papers / CEPR
35
Finance research letters
33
Journal of money, credit and banking : JMCB
31
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31
Journal of empirical finance
27
Working papers / The Levy Economics Institute
27
International journal of theoretical and applied finance
25
International review of financial analysis
25
Economic modelling
24
IMF working papers
24
Journal of international financial markets, institutions & money
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Working paper
24
CESifo working papers
23
Applied economics letters
22
Discussion paper / Centre for Economic Policy Research
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Research paper series / Swiss Finance Institute
22
Staff reports / Federal Reserve Bank of New York
22
The North American journal of economics and finance : a journal of financial economics studies
22
Discussion paper
21
The journal of finance : the journal of the American Finance Association
21
Applied financial economics
20
ECB Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of economic dynamics & control
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Working papers series / Federal Reserve Bank of San Francisco
18
Economics letters
17
Review of finance : journal of the European Finance Association
17
Staff working paper / Bank of Canada
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
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ECONIS (ZBW)
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1
Tests for jumps in yield spreads
Winkelmann, Lars
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 946-957
Persistent link: https://www.econbiz.de/10015053510
Saved in:
2
Term structures of inflation expectations and real interest rates
Aruoba, S. Borağan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 542-553
Persistent link: https://www.econbiz.de/10012262493
Saved in:
3
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:
4
Are the risk-free interest rates correlated with sovereign default intensities?
Kagraoka, Yusho
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012251389
Saved in:
5
Bank business models at zero interest rates
Lucas, André
;
Schaumburg, Julia
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 542-555
Persistent link: https://www.econbiz.de/10012178195
Saved in:
6
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:
7
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
8
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:
9
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
Saved in:
10
Heterogeneous liquidity effects in corporate bond spreads
Hafner, Christian M.
;
Walders, Fabian
- In:
The journal of fixed income
26
(
2017
)
4
,
pp. 73-91
Persistent link: https://www.econbiz.de/10011684767
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