//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Stochastic process"
~subject:"Theory"
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:"Credit spread"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Theory
Yield curve
342
Zinsstruktur
342
Theorie
143
Geldpolitik
79
USA
79
United States
79
Monetary policy
78
Estimation
54
Schätzung
54
Public bond
46
Öffentliche Anleihe
46
Risikoprämie
42
Risk premium
42
Option pricing theory
38
Optionspreistheorie
38
Euro area
28
Eurozone
28
Anleihe
27
Bond
27
Interest rate
27
Zins
27
Volatility
26
EU countries
25
EU-Staaten
25
Volatilität
25
Welt
24
World
24
Forecasting model
23
Prognoseverfahren
23
Stochastischer Prozess
22
Exchange rate
20
Wechselkurs
20
Capital income
19
Credit risk
19
Financial crisis
19
Finanzkrise
19
Kapitaleinkommen
19
Kreditrisiko
19
more ...
less ...
Online availability
All
Undetermined
43
Free
25
Type of publication
All
Article
87
Book / Working Paper
66
Type of publication (narrower categories)
All
Article in journal
87
Aufsatz in Zeitschrift
87
Arbeitspapier
66
Working Paper
66
Graue Literatur
58
Non-commercial literature
58
Language
All
English
153
Author
All
Rudebusch, Glenn D.
14
Christensen, Jens H. E.
12
Eberlein, Ernst
4
Filipović, Damir
4
Bacchetta, Philippe
3
Levendorskij, Sergej Z.
3
López, José A.
3
Rutkowski, Marek
3
Smets, Frank
3
Svensson, Lars E. O.
3
Swanson, Eric T.
3
Teichmann, Josef
3
Van Wincoop, Eric
3
Wu, Tao
3
Bauer, Michael D.
2
Bekaert, Geert
2
Björk, Tomas
2
Boyarchenko, Nina
2
Brace, Alan
2
Clarida, Richard H.
2
Correia, Isabel Horta
2
Cúrdia, Vasco
2
Diebold, Francis X.
2
Eijffinger, Sylvester C. W.
2
Favero, Carlo A.
2
Gerlach, Stefan
2
Gouriéroux, Christian
2
Hainaut, Donatien
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Nieuwerburgh, Stijn van
2
Rogers, Leonard C. G.
2
Runggaldier, Wolfgang J.
2
Scaillet, Olivier
2
Schaling, Eric
2
Shen, Yang
2
more ...
less ...
Institution
All
Federal Reserve Bank of San Francisco
4
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / Centre for Economic Policy Research
Economic modelling
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
102
Working paper / National Bureau of Economic Research, Inc.
93
NBER Working Paper
86
Journal of banking & finance
85
International journal of theoretical and applied finance
71
The journal of fixed income
63
Journal of financial economics
53
Working paper
46
Finance and stochastics
45
The review of financial studies
45
Journal of economic dynamics & control
42
Economics letters
41
The journal of finance : the journal of the American Finance Association
41
Journal of money, credit and banking : JMCB
38
Applied mathematical finance
33
Finance and economics discussion series
33
Journal of empirical finance
31
Working paper series / European Central Bank
31
Journal of financial and quantitative analysis : JFQA
30
Journal of international money and finance
29
Journal of monetary economics
27
Finance research letters
26
Journal of econometrics
25
Discussion papers / CEPR
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
International review of economics & finance : IREF
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Staff reports / Federal Reserve Bank of New York
22
The European journal of finance
22
Discussion paper
21
CESifo working papers
19
CREATES research paper
19
European journal of operational research : EJOR
19
Insurance / Mathematics & economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Asia-Pacific financial markets
18
more ...
less ...
Source
All
ECONIS (ZBW)
153
Showing
1
-
10
of
153
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inflation expectations, liquidity premia and global spillovers in Japanese bond markets
Christensen, Jens H. E.
;
Spiegel, Mark
-
2024
Persistent link: https://www.econbiz.de/10014533476
Saved in:
2
Quantitative easing, bond risk premia and the exchange rate in a small open economy
Christensen, Jens H. E.
;
Zhang, Xin
-
2024
-
This version: April 4, 2024
Persistent link: https://www.econbiz.de/10014533490
Saved in:
3
Quantitative easing and safe asset scarcity : evidence from international bond safety premia
Christensen, Jens H. E.
;
Mirkov, Nikola
;
Zhang, Xin
-
2023
-
This version: August 15, 2023
Persistent link: https://www.econbiz.de/10014391221
Saved in:
4
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
5
International evidence on extending sovereign debt maturities
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2021
Persistent link: https://www.econbiz.de/10012626232
Saved in:
6
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
7
The excess sensitivity of long-term interest rates and central bank credibility
Park, Kwangyong
- In:
Economic modelling
106
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013347661
Saved in:
8
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
Saved in:
9
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
10
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->