//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of fixed income"
~subject:"Zinsderivat"
~subject:"Öffentliche Anleihe"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"BGM model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zinsderivat
Öffentliche Anleihe
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
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
Capital income
14
Corporate bond
14
Kapitaleinkommen
14
Unternehmensanleihe
14
Estimation theory
13
Schätztheorie
13
Time series analysis
12
Zeitreihenanalyse
12
Forecasting model
11
Prognoseverfahren
11
Volatility
11
Volatilität
11
Hypothek
10
Mortgage
10
Derivat
9
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Language
All
English
37
Author
All
Bhansali, Vineer
2
Ho, Thomas S. Y.
2
Ang, Andrew
1
Bali, Turan
1
Bandreddi, Santhosh
1
Barone, Emilio
1
Bhanot, Karan
1
Bierwag, Gerald O.
1
Brown, Rob
1
Buser, Stephen Aubrey
1
Chen, Ren-Raw
1
Clewlow, Les
1
Coroneo, Laura
1
Cuoco, Domenico
1
Curtillet, Jean-Christophe
1
Das, Sanjiv R.
1
Dorigan, Michael P.
1
Durham, J. Benson
1
Eom, Young Ho
1
Fan, Longzhen
1
Fan, Rong
1
Fang, Victor
1
García, Francisco Augusto Alcaraz
1
Giannone, Domenico
1
Gueye, Cheikh A.
1
Guo, Liang
1
Heidari, Massoud
1
Hull, John
1
Hördahl, Peter
1
In, Francis Haeuck
1
Jamshidian, Farshid
1
Jordan, Bradford D.
1
Kagraoka, Yusho
1
Kalotay, Andrew J.
1
Karolyi, G. Andrew
1
Kerkhof, Franciscus Lambertus Johannes
1
Klein, Daniel
1
Korn, Olaf
1
Koziol, Christion
1
Küçük, Ugur N.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
Journal of international money and finance
51
Journal of banking & finance
40
Working paper series / European Central Bank
32
International journal of theoretical and applied finance
30
Finance research letters
27
NBER working paper series
27
Economic modelling
25
Working papers / The Levy Economics Institute
25
IMF working papers
22
ECB Working Paper
21
International review of economics & finance : IREF
21
Working paper / National Bureau of Economic Research, Inc.
20
Applied economics
19
Working paper
19
Journal of financial economics
18
Discussion papers / CEPR
17
NBER Working Paper
17
Applied economics letters
16
Journal of international financial markets, institutions & money
16
Journal of money, credit and banking : JMCB
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of futures markets
16
CESifo working papers
15
The journal of computational finance
15
The review of financial studies
14
Working papers / Bank for International Settlements
14
Applied financial economics
13
Discussion paper
13
Discussion paper / Centre for Economic Policy Research
13
International review of financial analysis
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Emerging markets review
12
Quantitative finance
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
IMF Working Paper
11
International journal of financial engineering
11
Journal of empirical finance
11
Journal of international economics
11
Staff reports / Federal Reserve Bank of New York
11
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Relative shortage of long-term treasury securities and the flat yield curve
Zhang, Peng
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 68-76
Persistent link: https://www.econbiz.de/10012253605
Saved in:
3
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:
4
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:
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
The new market for treasury floating rate notes
Bhanot, Karan
;
Guo, Liang
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 52-64
Persistent link: https://www.econbiz.de/10011803808
Saved in:
7
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:
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
Another view on US treasury term premiums
Durham, J. Benson
- In:
The journal of fixed income
24
(
2015
)
4
,
pp. 5-21
Persistent link: https://www.econbiz.de/10011293468
Saved in:
10
US interest rates and emerging market bond yield spreads : a changing relationship?
Gueye, Cheikh A.
;
Sy, Amadou N. R.
- In:
The journal of fixed income
22
(
2013
)
4
,
pp. 48-52
Persistent link: https://www.econbiz.de/10009745228
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->