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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Kreditrisiko"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
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Search: subject_exact:"Credit spread"
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Kreditrisiko
Niedrigzinspolitik
Theory
Yield curve
188
Zinsstruktur
188
Theorie
108
Option pricing theory
36
Optionspreistheorie
36
Geldpolitik
32
Monetary policy
32
USA
32
United States
32
Risikoprämie
24
Risk premium
24
Estimation
22
Schätzung
22
Volatility
18
Volatilität
18
Anleihe
17
Bond
17
CAPM
16
Forecasting model
16
Prognoseverfahren
16
Stochastic process
16
Stochastischer Prozess
16
Public bond
14
Öffentliche Anleihe
14
Credit risk
11
Financial market
11
Finanzmarkt
11
Estimation theory
10
Impact assessment
10
Interest rate derivative
10
Schätztheorie
10
Swap
10
Wirkungsanalyse
10
Zinsderivat
10
Bond market
9
Euro area
9
Eurozone
9
Rentenmarkt
9
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30
Undetermined
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Article
90
Book / Working Paper
30
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Article in journal
90
Aufsatz in Zeitschrift
90
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
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English
120
Author
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Christensen, Jens H. E.
17
Rudebusch, Glenn D.
16
Swanson, Eric T.
5
Diebold, Francis X.
4
Eberlein, Ernst
4
Filipović, Damir
4
López, José A.
4
Monfort, Alain
4
Gouriéroux, Christian
3
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Williams, John C.
3
Wu, Tao
3
Bauer, Michael D.
2
Björk, Tomas
2
Brace, Alan
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Mirkov, Nikola
2
Musiela, Marek
2
Mussche, Paul L.
2
Niu, Linlin
2
Renne, Jean-Paul
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Schotman, Peter C.
2
Spiegel, Mark
2
Teichmann, Josef
2
Zhang, Xin
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Andreasen, Martin Møller
1
Aquilina, J.
1
Aït-Sahalia, Yacine
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Bams, Dennis
1
Bec, Frédérique
1
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Institution
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Federal Reserve Bank of San Francisco
4
Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
Working papers series / Federal Reserve Bank of San Francisco
Journal of banking & finance
116
NBER working paper series
114
Working paper / National Bureau of Economic Research, Inc.
102
NBER Working Paper
93
The journal of fixed income
71
Journal of financial economics
68
International journal of theoretical and applied finance
57
Working paper
51
The review of financial studies
48
Journal of international money and finance
44
The journal of finance : the journal of the American Finance Association
44
Discussion paper / Centre for Economic Policy Research
42
Economics letters
42
Finance and economics discussion series
41
Finance research letters
40
Journal of economic dynamics & control
40
Finance and stochastics
39
Journal of money, credit and banking : JMCB
38
International review of economics & finance : IREF
37
Working paper series / European Central Bank
36
Journal of empirical finance
35
Discussion papers / CEPR
33
International review of financial analysis
32
Journal of financial and quantitative analysis : JFQA
31
Journal of monetary economics
31
Applied mathematical finance
29
The European journal of finance
28
Discussion paper
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Economic modelling
25
Staff reports / Federal Reserve Bank of New York
24
CESifo working papers
23
ECB Working Paper
23
FEDS Working Paper
21
Journal of international financial markets, institutions & money
21
Applied economics
20
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ECONIS (ZBW)
120
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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
Passive quantitative easing: bond supply effects through a halt to debt issuance
Christensen, Jens H. E.
;
Hetland, Simon Thinggaard
-
2023
-
This version: August 24, 2023
Persistent link: https://www.econbiz.de/10014391260
Saved in:
5
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
6
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:
7
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
Saved in:
8
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
9
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
10
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
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