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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Anleihe"
~subject:"Theory"
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Anleihe
Theory
Yield curve
171
Zinsstruktur
171
Theorie
104
Option pricing theory
37
Optionspreistheorie
37
Risikoprämie
32
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32
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Rudebusch, Glenn D.
15
Christensen, Jens H. E.
12
López, José A.
5
Filipović, Damir
4
Swanson, Eric T.
4
Bauer, Michael D.
3
Eberlein, Ernst
3
Monfort, Alain
3
Mussche, Paul L.
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Rutkowski, Marek
3
Wu, Tao
3
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2
Brace, Alan
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Buraschi, Andrea
2
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Feunou, Bruno
2
Fontaine, Jean-Sébastien
2
Gouriéroux, Christian
2
Hale, Galina
2
Jacobs, Kris
2
Jarrow, Robert A.
2
Joslin, Scott
2
Kennedy, D. P.
2
Kou, Steven
2
Le, Anh
2
Levendorskij, Sergej Z.
2
Mirkov, Nikola
2
Musiela, Marek
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
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Teichmann, Josef
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Yu, Fan
2
Zhou, Guofu
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1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Andreasen, Martin Møller
1
Aquilina, J.
1
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1
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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
Management science : journal of the Institute for Operations Research and the Management Sciences
Working papers series / Federal Reserve Bank of San Francisco
NBER working paper series
109
Working paper / National Bureau of Economic Research, Inc.
99
Journal of banking & finance
93
NBER Working Paper
87
The journal of fixed income
70
International journal of theoretical and applied finance
56
Journal of financial economics
55
Working paper
45
Discussion paper / Centre for Economic Policy Research
44
The review of financial studies
43
Journal of economic dynamics & control
42
The journal of finance : the journal of the American Finance Association
42
Journal of international money and finance
40
Economics letters
39
Finance and stochastics
39
Journal of money, credit and banking : JMCB
39
Finance and economics discussion series
34
Working paper series / European Central Bank
34
Journal of empirical finance
33
Finance research letters
31
Journal of financial and quantitative analysis : JFQA
31
Discussion papers / CEPR
30
Journal of monetary economics
30
Applied mathematical finance
29
International review of economics & finance : IREF
27
Discussion paper
25
Staff reports / Federal Reserve Bank of New York
25
The European journal of finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Economic modelling
23
Journal of econometrics
23
CESifo working papers
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
International review of financial analysis
21
ECB Working Paper
20
Applied economics
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Applied economics letters
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ECONIS (ZBW)
117
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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
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Karouzakis, Nikolaos
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
4
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:
5
Incomplete information, debt issuance, and the term structure of credit spreads
Benzoni, Luca
;
Garlappi, Lorenzo
;
Goldstein, Robert S.
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4331-4352
Persistent link: https://www.econbiz.de/10014338358
Saved in:
6
The role of social media in the corporate bond market : evidence from Twitter
Bartov, Eli
;
Faurel, Lucile
;
Mohanram, Partha
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5638-5667
Persistent link: https://www.econbiz.de/10014392963
Saved in:
7
Vanishing contagion spreads
Duarte, Diogo
;
Prieto, Rodolfo
;
Rindisbacher, Marcel
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
1
,
pp. 740-772
Persistent link: https://www.econbiz.de/10012821251
Saved in:
8
Speculation, sentiment, and interest rates
Buraschi, Andrea
;
Whelan, Paul
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2308-2329
Persistent link: https://www.econbiz.de/10013268155
Saved in:
9
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
10
Tractable term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8411-8429
Persistent link: https://www.econbiz.de/10014280217
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