//--> //--> //--> //-->
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"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
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
Prognoseverfahren
11
Volatility
11
Volatilität
11
Hypothek
10
Mortgage
10
Derivat
9
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
173
Type of publication (narrower categories)
All
Article in journal
173
Aufsatz in Zeitschrift
173
Language
All
English
173
Author
All
Fabozzi, Frank J.
7
Ho, Thomas S. Y.
4
Durham, J. Benson
3
Ilmanen, Antti
3
Rudebusch, Glenn D.
3
Russo, Vincenzo
3
Yi, Sang-bin
3
Almeida, Caio
2
Bauer, Michael D.
2
Bhanot, Karan
2
Bhansali, Vineer
2
Bhattacharjee, Ranjit
2
Buetow, Gerald W.
2
Chen, Ren-Raw
2
Chua, Choong Tze
2
Curtillet, Jean-Christophe
2
Das, Sanjiv R.
2
Enders, Walter
2
Eom, Young Ho
2
Goodman, Laurie Sharon
2
Guo, Liang
2
Heidari, Massoud
2
Heston, Steven L.
2
Ho, Jeffrey
2
Hodges, Stewart D.
2
Kagraoka, Yusho
2
Kalotay, Andrew J.
2
Koutmos, Gregory
2
Liu, Sheen
2
Longstaff, Francis A.
2
Ramaswamy, Krishna
2
Reisman, Haim
2
Rocha, Katia
2
Schwartz, Eduardo S.
2
Subrahmanyam, Marti G.
2
Uno, Jun
2
Wu, Chunchi
2
Wu, Liuren
2
Alessandrini, Fabio
1
Allen, Dave
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of fixed income
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
119
Journal of financial economics
116
International journal of theoretical and applied finance
111
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Finance research letters
97
Working paper
94
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
88
Economics letters
85
The review of financial studies
84
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Working papers series / Federal Reserve Bank of San Francisco
68
Journal of economic dynamics & control
67
Applied economics letters
61
Discussion papers / CEPR
61
Journal of financial and quantitative analysis : JFQA
60
Discussion paper
59
The journal of futures markets
59
Journal of international financial markets, institutions & money
58
CESifo working papers
57
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
more ...
less ...
Source
All
ECONIS (ZBW)
173
Showing
101
-
110
of
173
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
101
The yield curve and mortgage current coupons
Belbase, Eknath
;
Szakallas, Daniel
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 78-86
Persistent link: https://www.econbiz.de/10001701723
Saved in:
102
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
103
Modeling the determinants of swap spreads
Brown, Rob
;
In, Francis Haeuck
;
Fang, Victor
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001725696
Saved in:
104
Pricing defaultable coupon bonds under a jump-diffuson process
Wong, Mark C. W.
;
Hodges, Stewart D.
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 51-64
Persistent link: https://www.econbiz.de/10001725705
Saved in:
105
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
Saved in:
106
Impact of different interest rate models on bond value measures
Buetow, Gerald W.
;
Hanke, Bernd
;
Fabozzi, Frank J.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 41-53
Persistent link: https://www.econbiz.de/10001706063
Saved in:
107
Measuring equilibrium real interest rates : what can we learn form yields on indexed bonds?
Bomfim, Antúlio N.
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 61-69
Persistent link: https://www.econbiz.de/10001706067
Saved in:
108
Cointegration and threshold adjustment
Enders, Walter
;
Siklos, Pierre L.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Saved in:
109
Estimating the term structure of interest rate volatility in extreme values
Bali, Turan G.
;
Neftci, Salih N.
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001580717
Saved in:
110
A fixed-rate mortgage valuation model in three state variables
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
Saved in:
First
Prev
7
8
9
10
11
12
13
14
15
16
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->