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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:"Unternehmensanleihe"
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Prognoseverfahren
Unternehmensanleihe
Yield curve
174
Zinsstruktur
174
Theorie
81
Theory
81
USA
50
United States
50
Estimation
30
Schätzung
30
Risikoprämie
26
Risk premium
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Government securities
21
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Staatspapier
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Öffentliche Anleihe
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CAPM
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Anleihe
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Bond
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Credit risk
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Kreditrisiko
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Zins
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Option pricing theory
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Optionspreistheorie
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Interest rate derivative
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Zinsderivat
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Capital income
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Kapitaleinkommen
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Corporate bond
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Estimation theory
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Schätztheorie
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Time series analysis
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Volatility
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Volatilität
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Zeitreihenanalyse
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Fabozzi, Frank J.
2
Assing, Andrew
1
Bali, Turan
1
Beliaeva, Natalia A.
1
Benzschawel, Terry
1
Bhanot, Karan
1
Chen, Ren-Raw
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Coroneo, Laura
1
Curtillet, Jean-Christophe
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Dor, Arik Ben
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Dynkin, Lev
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Fan, Longzhen
1
Füss, Roland
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Giannone, Domenico
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Horowitz, David
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Huang, Ming-Xi
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Hui, Cho-Hoi
1
Hyman, Jay
1
Ilmanen, Antti
1
Klein, Daniel
1
Koh, Rachel Kyungyeon
1
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1
Li, Junye
1
Li, Weiping
1
Lo, Chi-Fai
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Martellini, Lionel
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Modugno, Michele
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Nikitina, Olena
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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
35
Finance research letters
34
NBER working paper series
28
International review of economics & finance : IREF
26
Journal of forecasting
24
Finance and economics discussion series
23
NBER Working Paper
23
International journal of forecasting
21
Journal of empirical finance
20
Journal of financial economics
19
Applied economics letters
17
Discussion paper / Centre for Economic Policy Research
17
Journal of international money and finance
17
The review of financial studies
17
International review of financial analysis
16
Economics letters
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper / National Bureau of Economic Research, Inc.
14
Working paper series / European Central Bank
13
Journal of econometrics
12
Journal of economic dynamics & control
12
Journal of international financial markets, institutions & money
12
Journal of money, credit and banking : JMCB
12
Staff reports / Federal Reserve Bank of New York
12
The journal of futures markets
11
Applied economics
10
Economic modelling
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Research in international business and finance
10
Working paper
10
Applied financial economics
9
Discussion paper / Tinbergen Institute
9
ECB Working Paper
9
Federal Reserve Bank of Cleveland working paper series
9
Review of quantitative finance and accounting
9
The journal of corporate finance : contracting, governance and organization
9
The journal of finance : the journal of the American Finance Association
9
CREATES research paper
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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
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2
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:
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
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
Saved in:
5
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:
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
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:
8
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
9
The supply and demand factor in the bond market : implications for bond risk and return
Fan, Longzhen
;
Li, Canlin
;
Zhou, Guofu
- In:
The journal of fixed income
23
(
2013
)
2
,
pp. 62-81
Persistent link: https://www.econbiz.de/10010196990
Saved in:
10
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
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