//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Schätzung"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Theory
Yield curve
175
Zinsstruktur
175
Theorie
106
Option pricing theory
37
Optionspreistheorie
37
Risikoprämie
36
Risk premium
36
Geldpolitik
31
Monetary policy
31
Anleihe
28
Bond
28
USA
23
United States
23
CAPM
22
Volatility
20
Volatilität
20
Estimation
19
Credit risk
18
Kreditrisiko
18
Public bond
16
Stochastic process
16
Stochastischer Prozess
16
Öffentliche Anleihe
16
Bond market
14
Forecasting model
14
Prognoseverfahren
14
Rentenmarkt
14
Capital income
12
Kapitaleinkommen
12
Financial market
11
Finanzmarkt
11
Interest rate
10
Zins
10
term structure modeling
10
Interest rate derivative
9
Portfolio selection
9
Portfolio-Management
9
Swap
9
more ...
less ...
Online availability
All
Free
31
Undetermined
21
Type of publication
All
Article
85
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
All
English
116
Author
All
Rudebusch, Glenn D.
17
Christensen, Jens H. E.
15
Bauer, Michael D.
4
Filipović, Damir
4
López, José A.
4
Diebold, Francis X.
3
Eberlein, Ernst
3
Monfort, Alain
3
Mussche, Paul L.
3
Rutkowski, Marek
3
Swanson, Eric T.
3
Wu, Tao
3
Björk, Tomas
2
Brace, Alan
2
Buraschi, Andrea
2
Feunou, Bruno
2
Fontaine, Jean-Sébastien
2
Gouriéroux, Christian
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
Musiela, Marek
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Teichmann, Josef
2
Zhang, Xin
2
Zhou, Guofu
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Aquilina, J.
1
Aruoba, S. Borağan
1
Augustin, Patrick
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Barillas, Francisco
1
more ...
less ...
Institution
All
Federal Reserve Bank of San Francisco
5
Published in...
All
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
125
Working paper / National Bureau of Economic Research, Inc.
118
Journal of banking & finance
104
NBER Working Paper
104
The journal of fixed income
72
Journal of financial economics
62
International journal of theoretical and applied finance
57
Discussion paper / Centre for Economic Policy Research
54
Working paper
53
Finance and economics discussion series
51
Journal of international money and finance
50
Journal of money, credit and banking : JMCB
49
The journal of finance : the journal of the American Finance Association
49
Journal of economic dynamics & control
48
The review of financial studies
45
Economics letters
43
Finance research letters
43
International review of economics & finance : IREF
42
Journal of empirical finance
42
Working paper series / European Central Bank
39
Finance and stochastics
38
Journal of financial and quantitative analysis : JFQA
38
Applied economics
32
Economic modelling
32
CESifo working papers
30
Discussion paper
30
Discussion papers / CEPR
30
Journal of econometrics
30
Journal of monetary economics
30
Applied economics letters
29
Applied financial economics
29
Applied mathematical finance
27
International review of financial analysis
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Staff reports / Federal Reserve Bank of New York
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
The European journal of finance
24
more ...
less ...
Source
All
ECONIS (ZBW)
116
Showing
1
-
10
of
116
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The natural rate of interest in the euro area : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Mouabbi, Sarah
-
2024
Persistent link: https://www.econbiz.de/10014533441
Saved in:
2
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:
3
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:
4
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:
5
The benefit of inflation-indexed debt : evidence from an mmerging bond market
Ruiz Cardozo, Cristhian Hernando
;
Eggert Christensen, …
-
2023
Persistent link: https://www.econbiz.de/10014287812
Saved in:
6
Decomposing the monetary policy multiplier
Alessandri, Piergiorgio
;
Jordà, Òscar
;
Venditti, Fabrizio
-
2023
Persistent link: https://www.econbiz.de/10014288036
Saved in:
7
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:
8
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:
9
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:
10
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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...
//-->