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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Stochastic process"
~subject:"Theory"
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Search: subject_exact:"Credit spread"
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Stochastic process
Theory
Yield curve
354
Zinsstruktur
354
Theorie
161
Risikoprämie
65
Risk premium
65
Credit risk
63
Kreditrisiko
63
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62
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Rudebusch, Glenn D.
14
Christensen, Jens H. E.
10
Eberlein, Ernst
4
Filipović, Damir
4
Jarrow, Robert A.
3
Levendorskij, Sergej Z.
3
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3
Monfort, Alain
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3
Teichmann, Josef
3
Uhrig-Homburg, Marliese
3
Wu, Tao
3
Backwell, Alex
2
Bauer, Michael D.
2
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2
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2
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2
Duffie, Darrell
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1
Abrantes Metz, Rosa Maria Fontes
1
Afonso, António
1
Aihara, Shin Ichi
1
Akahori, Jirô
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Federal Reserve Bank of San Francisco
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
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
International journal of theoretical and applied finance
71
The journal of fixed income
63
Journal of financial economics
53
Finance and stochastics
45
The review of financial studies
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The journal of finance : the journal of the American Finance Association
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Economics letters
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Journal of money, credit and banking : JMCB
37
Applied mathematical finance
33
Finance and economics discussion series
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Journal of empirical finance
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Working paper series / European Central Bank
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Journal of financial and quantitative analysis : JFQA
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Journal of international money and finance
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Journal of monetary economics
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Journal of econometrics
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Discussion papers / CEPR
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Finance research letters
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Staff reports / Federal Reserve Bank of New York
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Discussion paper
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The European journal of finance
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Economic modelling
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CESifo working papers
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CREATES research paper
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
175
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1
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:
2
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
3
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:
4
Information acquisition costs and credit spreads
Jaskowski, Marcin
;
Rettl, Daniel A.
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462460
Saved in:
5
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
7
Exploiting the dynamics of commodity futures curves
Bianchi, Robert
;
Fan, John Hua
;
Miffre, Joëlle
;
Zhang, …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491689
Saved in:
8
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
9
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
10
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
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