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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:"Prognoseverfahren"
~subject:"Theorie"
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Prognoseverfahren
Theorie
Yield curve
173
Zinsstruktur
173
Theory
80
USA
50
United States
50
Estimation
29
Schätzung
29
Risikoprämie
25
Risk premium
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Durham, J. Benson
2
Enders, Walter
2
Fabozzi, Frank J.
2
Ho, Thomas S. Y.
2
Hodges, Stewart D.
2
Ilmanen, Antti
2
Liu, Sheen
2
Reisman, Haim
2
Rudebusch, Glenn D.
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Wu, Chunchi
2
Almeida, Caio
1
Aruoba, S. Borağan
1
Assing, Andrew
1
Backus, David
1
Badak, Bransislav
1
Balduzzi, Pierluigi
1
Bali, Turan
1
Bauer, Michael D.
1
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Benzschawel, Terry
1
Berger, Allen N.
1
Bhanot, Karan
1
Bhansali, Vineer
1
Bhattacharjee, Ranjit
1
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1
Bierwag, Gerald O.
1
Bjerksund, Petter
1
Bogin, Alexander N.
1
Brown, Roger H.
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Bruand, Martin
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Brunson, Andrew L.
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Buono, Mark J.
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Carverhill, Andrew
1
Chan, Kung-sik
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Chen, Ren-Raw
1
Chincarni, Ludwig B.
1
Christensen, Jens H. E.
1
Chua, Choong Tze
1
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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
108
Working paper / National Bureau of Economic Research, Inc.
97
NBER Working Paper
90
Journal of banking & finance
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Journal of financial economics
53
International journal of theoretical and applied finance
51
Working paper
50
Discussion paper / Centre for Economic Policy Research
48
Economics letters
46
The review of financial studies
45
Journal of economic dynamics & control
44
Journal of money, credit and banking : JMCB
43
Finance and economics discussion series
40
The journal of finance : the journal of the American Finance Association
40
Finance and stochastics
38
Journal of empirical finance
38
Journal of international money and finance
38
Working paper series / European Central Bank
34
Journal of financial and quantitative analysis : JFQA
31
Applied mathematical finance
28
Journal of econometrics
28
Finance research letters
27
International review of economics & finance : IREF
27
Journal of forecasting
27
Journal of monetary economics
27
International journal of forecasting
26
Staff reports / Federal Reserve Bank of New York
26
Working papers series / Federal Reserve Bank of San Francisco
26
Discussion papers / CEPR
25
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Applied economics
23
Applied financial economics
23
CESifo working papers
23
Discussion paper
23
Economic modelling
22
International review of financial analysis
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ECONIS (ZBW)
87
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1
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:
2
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:
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
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:
5
Ripple effects, the long-run relationship, and dynamic corrections among interest rate swap spreads
Tah, Kenneth A.
;
Ngene, Geoffrey
- In:
The journal of fixed income
27
(
2018
)
4
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011900629
Saved in:
6
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:
7
A one-factor shifted squared Gaussian term structure model for interest rate modeling
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
3
,
pp. 36-45
Persistent link: https://www.econbiz.de/10011430618
Saved in:
8
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:
9
Overlooked market risk shocks : prepayment uncertainty and option-adjusted spreads
Bogin, Alexander N.
;
Polkovnichenko, Nataliya
;
Doerner, …
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 5-15
Persistent link: https://www.econbiz.de/10011684637
Saved in:
10
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
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