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isPartOf:"Journal of monetary economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Impact assessment"
~subject:"Interest rate policy"
~subject:"Öffentliche Anleihe"
~type_genre:"Article in journal"
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Search: subject_exact:"LIBOR market model"
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Impact assessment
Interest rate policy
Öffentliche Anleihe
Yield curve
128
Zinsstruktur
128
Monetary policy
42
Geldpolitik
41
Theorie
35
Theory
35
USA
31
United States
31
Estimation
23
Schätzung
23
Risikoprämie
22
Risk premium
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Interest rate
21
Zins
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Public bond
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Capital income
16
Kapitaleinkommen
16
Credit risk
15
Kreditrisiko
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Anleihe
11
Bond
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Forecasting model
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Prognoseverfahren
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Public debt
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Öffentliche Schulden
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Financial crisis
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EU countries
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EU-Staaten
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Finanzkrise
9
Unternehmensanleihe
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Ankündigungseffekt
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8
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Article in journal
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29
Conference paper
2
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English
29
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Altavilla, Carlo
2
Wright, Jonathan H.
2
Adão, Bernardino
1
Aharon, David Y.
1
Andrade, Philippe
1
Auckenthaler, Julia
1
Bahaj, Saleem
1
Balcilar, Mehmet
1
Beechey, Meredith Jane
1
Berndt, Antje
1
Binsbergen, Jules H. van
1
Brugnolini, Luca
1
Campbell, Sean D.
1
Chau, Po-Hon
1
Chen, Yunping
1
Christensen, Jens H. E.
1
Correia, Isabel Horta
1
Covitz, Daniel M.
1
Fernández-Villaverde, Jesús
1
Ferroni, Filippo
1
Gallmeyer, Michael F.
1
Giannone, Domenico
1
Gupta, Rangan
1
Gómez Puig, Marta
1
Gürkaynak, Refet S.
1
Hollifield, Burton
1
Huang, Xiaoyong
1
Hui, Cho H.
1
Inaba, Kei-Ichiro
1
Jia, Fei
1
Jung, Hojin
1
Kim, Dong H.
1
Kim, Jong-Min
1
Koijen, Ralph S. J.
1
Kupfer, Alexander
1
Kučera, Adam
1
Larsson, Carl F.
1
Lo, Chi-Fai
1
Lu, Biao
1
López, José A.
1
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Journal of monetary economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of international money and finance
50
Journal of banking & finance
33
Economic modelling
29
Finance research letters
27
International review of economics & finance : IREF
23
Applied economics
22
The journal of fixed income
22
Journal of money, credit and banking : JMCB
19
Applied economics letters
18
Journal of international financial markets, institutions & money
16
Emerging markets review
13
Journal of financial economics
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
12
Journal of international economics
12
International journal of finance & economics : IJFE
11
The European journal of finance
11
Journal of empirical finance
10
Review of finance : journal of the European Finance Association
10
International review of financial analysis
9
Economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of the Japanese and international economies : an international journal ; JJIE
8
Applied financial economics
7
European economic review : EER
7
International journal of central banking : IJCB
7
Journal of economic dynamics & control
7
Journal of macroeconomics
7
Pacific-Basin finance journal
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
The review of financial studies
7
Economic systems
6
Journal of econometrics
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial stability
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Research in international business and finance
6
Review of quantitative finance and accounting
6
Asia-Pacific financial markets
5
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ECONIS (ZBW)
29
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1
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
Rigid payment breaking, default spread and yields of Chinese treasury bonds
Huang, Xiaoyong
;
Yu, Cong
;
Chen, Yunping
;
Jia, Fei
;
Xu, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413393
Saved in:
3
COVID-19 related media sentiment and the yield curve of G-7 economies
Aharon, David Y.
;
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449300
Saved in:
4
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
5
Delphic and odyssean monetary policy shocks : evidence from the euro area
Andrade, Philippe
;
Ferroni, Filippo
- In:
Journal of monetary economics
117
(
2021
),
pp. 816-832
Persistent link: https://www.econbiz.de/10012603261
Saved in:
6
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
7
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
8
Identification of triggers of US yield curve movements
Kučera, Adam
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012665126
Saved in:
9
Sovereign spreads in the Euro area : cross border transmission and macroeconomic implications
Bahaj, Saleem
- In:
Journal of monetary economics
110
(
2020
),
pp. 116-135
Persistent link: https://www.econbiz.de/10012494133
Saved in:
10
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
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