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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"
~type_genre:"Article in journal"
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Search: subject_exact:"BGM model"
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Prognoseverfahren
Yield curve
173
Zinsstruktur
173
Theorie
80
Theory
80
USA
50
United States
50
Estimation
29
Schätzung
29
Risikoprämie
25
Risk premium
25
Government securities
21
Public bond
21
Staatspapier
21
Öffentliche Anleihe
21
CAPM
20
Anleihe
19
Bond
19
Credit risk
18
Interest rate
18
Kreditrisiko
18
Zins
18
Option pricing theory
17
Optionspreistheorie
17
Interest rate derivative
16
Zinsderivat
16
Capital income
14
Corporate bond
14
Kapitaleinkommen
14
Unternehmensanleihe
14
Estimation theory
13
Schätztheorie
13
Time series analysis
12
Zeitreihenanalyse
12
Forecasting model
11
Volatility
11
Volatilität
11
Hypothek
10
Mortgage
10
Derivat
9
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11
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Article in journal
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11
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English
11
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Bali, Turan
1
Coroneo, Laura
1
Curtillet, Jean-Christophe
1
Fabozzi, Frank J.
1
Füss, Roland
1
Giannone, Domenico
1
Heidari, Massoud
1
Ilmanen, Antti
1
Klein, Daniel
1
Li, Junye
1
Martellini, Lionel
1
Modugno, Michele
1
Nikitina, Elena
1
Nikitina, Olena
1
Priaulet, Philippe
1
Reisman, Haim
1
Rudebusch, Glenn D.
1
Sueppel, Ralph
1
Swanson, Norman R.
1
White, Halbert
1
Williams, John C.
1
Wu, Liuren
1
Zinna, Gabriele
1
Zohar, Gady
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
Journal of forecasting
24
International journal of forecasting
21
Journal of empirical finance
15
Economics letters
14
Journal of econometrics
11
Journal of international money and finance
11
Applied economics letters
10
International review of economics & finance : IREF
10
Journal of economic dynamics & control
10
Applied financial economics
9
Journal of money, credit and banking : JMCB
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied economics
8
Finance research letters
8
Economic modelling
7
International review of financial analysis
7
Journal of applied econometrics
7
Journal of financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of futures markets
7
The review of financial studies
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The review of economics and statistics
6
Energy economics
5
International journal of finance & economics : IJFE
5
Journal of banking & finance
5
Journal of economics & business
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Journal of monetary economics
4
Journal of risk and financial management : JRFM
4
Romanian journal of economic forecasting
4
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ECONIS (ZBW)
11
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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
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:
3
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:
4
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:
5
Forecasting recessions: the puzzle of the enduring power of the yield curve
Rudebusch, Glenn D.
;
Williams, John C.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 492-503
Persistent link: https://www.econbiz.de/10003913423
Saved in:
6
Predictability of interest rates and interest-rate portfolios
Bali, Turan
;
Heidari, Massoud
;
Wu, Liuren
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 517-527
Persistent link: https://www.econbiz.de/10003913431
Saved in:
7
Predictability in the shape of the term structure of interest rates
Fabozzi, Frank J.
;
Martellini, Lionel
;
Priaulet, Philippe
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10003018774
Saved in:
8
Forecasting sovereign credit spreads : a cointegration model
Sueppel, Ralph
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 54-67
Persistent link: https://www.econbiz.de/10003018846
Saved in:
9
Short-term predictability of the term structure
Reisman, Haim
;
Zohar, Gady
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10002682297
Saved in:
10
Forecasting US bond returns
Ilmanen, Antti
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 22-37
Persistent link: https://www.econbiz.de/10001223525
Saved in:
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