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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:"Theory"
~subject:"Zinsderivat"
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Theory
Zinsderivat
Yield curve
173
Zinsstruktur
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Theorie
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Estimation
29
Schätzung
29
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Das, Sanjiv R.
2
Durham, J. Benson
2
Enders, Walter
2
Ho, Thomas S. Y.
2
Hodges, Stewart D.
2
Ilmanen, Antti
2
Liu, Sheen
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Rudebusch, Glenn D.
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1
Aruoba, S. Borağan
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1
Christensen, Jens H. E.
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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
100
Working paper / National Bureau of Economic Research, Inc.
95
Journal of banking & finance
86
NBER Working Paper
85
International journal of theoretical and applied finance
68
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
Journal of financial economics
56
The journal of finance : the journal of the American Finance Association
47
Working paper
45
The review of financial studies
44
Discussion paper / Centre for Economic Policy Research
41
Finance and stochastics
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of money, credit and banking : JMCB
35
Applied mathematical finance
33
Finance and economics discussion series
31
Journal of financial and quantitative analysis : JFQA
31
Journal of international money and finance
31
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
Journal of empirical finance
30
Working paper series / European Central Bank
30
Journal of monetary economics
27
Journal of econometrics
24
The journal of futures markets
24
Discussion papers / CEPR
23
International review of economics & finance : IREF
23
Staff reports / Federal Reserve Bank of New York
23
Working papers series / Federal Reserve Bank of San Francisco
22
Applied financial economics
21
Discussion paper
21
Finance research letters
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Review of derivatives research
21
The European journal of finance
21
International review of financial analysis
20
Applied economics
19
CESifo working papers
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jou, Jyh-Bang
;
Lee, Tan
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
Saved in:
8
A heuristic algorithm for the Heath-Jarrow-Morton model
Do, Hung
;
Tomas, Michael J.
- In:
The journal of fixed income
26
(
2016
)
1
,
pp. 94-103
Persistent link: https://www.econbiz.de/10011660784
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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