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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"CAPM"
~subject:"Theory"
~type:"article"
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Search: subject_exact:"Credit spread"
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CAPM
Theory
Yield curve
237
Zinsstruktur
237
Theorie
98
Estimation
53
Schätzung
53
Interest rate
42
Zins
42
Option pricing theory
38
Optionspreistheorie
38
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Filipović, Damir
4
Eberlein, Ernst
3
Rutkowski, Marek
3
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2
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2
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2
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied economics
International review of economics & finance : IREF
Journal of banking & finance
78
The journal of fixed income
69
Journal of financial economics
63
International journal of theoretical and applied finance
57
The review of financial studies
45
The journal of finance : the journal of the American Finance Association
42
Finance and stochastics
41
Journal of economic dynamics & control
40
Economics letters
38
Journal of money, credit and banking : JMCB
36
Journal of financial and quantitative analysis : JFQA
32
Journal of international money and finance
32
Applied mathematical finance
31
Journal of empirical finance
31
Journal of monetary economics
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Finance research letters
23
Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International review of financial analysis
18
Asia-Pacific financial markets
17
Economic modelling
17
Finance : revue de l'Association Française de Finance
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics
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European journal of operational research : EJOR
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Journal of forecasting
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The American economic review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Insurance / Mathematics & economics
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Journal of macroeconomics
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Applied economics letters
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ECONIS (ZBW)
103
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103
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1
A new take on the relationship between interest rates and credit spreads
Dupoyet, Brice
;
Jiang, Xiaoquan
;
Zhang, Qianying
- In:
Applied economics
56
(
2024
)
5
,
pp. 520-536
Persistent link: https://www.econbiz.de/10014440088
Saved in:
2
Transmission of liquidity and credit risks in the Chinese bond market : analysis based on joint modeling of multiple yield curves
Lin, Mucai
;
Hong, Zhiwu
;
Su, Ge
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 597-615
Persistent link: https://www.econbiz.de/10014492241
Saved in:
3
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
4
On the design of bail-in-able bonds from the perspective of non-financial firms
Liu, Liang-Chih
;
Dai, Tian-Shyr
;
Zhou, Lei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1136-1155
Persistent link: https://www.econbiz.de/10014446615
Saved in:
5
Management efficiency uncertainty and its implications for bondholders
Chen, Tsung-Kang
;
Tseng, Yijie
;
Hung, Yu-Shun
;
Huang, …
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 73-92
Persistent link: https://www.econbiz.de/10014424049
Saved in:
6
Yield curve shapes and foreign exchange rates : the term structure of interest rates model approach
Ishii, Hokuto
- In:
Applied economics
55
(
2023
)
38
,
pp. 4402-4414
Persistent link: https://www.econbiz.de/10014301246
Saved in:
7
Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor
- In:
Applied economics
54
(
2022
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10012873873
Saved in:
8
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
9
Pricing like things alike : the role of financial statement comparability in bond pricing
Cao, Shijiao
;
Wang, Jianqiong
;
Zhou, Jianan
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 428-447
Persistent link: https://www.econbiz.de/10013345727
Saved in:
10
Forecasting bond returns in a macro model
Hou, Keqiang
;
Li, Xing
;
Li, Zeguang
;
Wu, Ting
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 524-545
Persistent link: https://www.econbiz.de/10012671988
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