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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"United States"
~isPartOf:"Journal of economics & business"
~isPartOf:"Journal of monetary economics"
~subject:"Yield curve"
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Yield curve
Estimation theory
78
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78
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Prisman, Eliezer Zeev
2
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Journal of financial and quantitative analysis : JFQA
Journal of economics & business
Journal of monetary economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
The review of economics and statistics
43
Journal of econometrics
38
Working paper / National Bureau of Economic Research, Inc.
36
Journal of applied econometrics
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Economics letters
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American journal of agricultural economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economic studies
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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International economic journal
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ECONIS (ZBW)
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1
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
2
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
3
Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
Saved in:
4
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
5
Peso problem explanations for term structure anomalies
Bekaert, Geert
;
Hodrick, Robert J.
;
Marshall, David Aaron
- In:
Journal of monetary economics
48
(
2001
)
2
,
pp. 241-270
Persistent link: https://www.econbiz.de/10001610860
Saved in:
6
Shifting endpoints in the term structure of interest rates
Kozicki, Sharon
;
Tinsley, Peter A.
- In:
Journal of monetary economics
47
(
2001
)
3
,
pp. 613-652
Persistent link: https://www.econbiz.de/10001588945
Saved in:
7
A generalized method of moments comparison of the Cox-Ingersoll-Ross and Heath-Jarrow-Morton models
Raj, Mahendra
- In:
Journal of economics & business
49
(
1997
)
2
,
pp. 169-192
Persistent link: https://www.econbiz.de/10001218317
Saved in:
8
Estimating demand elasticities in a differentiated product industry : the personal computer market
Stavins, Joanna
- In:
Journal of economics & business
49
(
1997
)
4
,
pp. 347-367
Persistent link: https://www.econbiz.de/10001223554
Saved in:
9
Geographic integration of bank deposit markets and restrictions on interstate banking : a cointegration approach
Jackson, William E.
- In:
Journal of economics & business
49
(
1997
)
4
,
pp. 335-346
Persistent link: https://www.econbiz.de/10001223556
Saved in:
10
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
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