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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:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Yield curve
107
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37
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21
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21
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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
Journal of banking & finance
78
The journal of fixed income
61
International journal of theoretical and applied finance
51
Journal of financial economics
49
The review of financial studies
41
The journal of finance : the journal of the American Finance Association
39
Finance and stochastics
38
Journal of economic dynamics & control
38
Economics letters
36
Journal of money, credit and banking : JMCB
35
Journal of empirical finance
30
Journal of financial and quantitative analysis : JFQA
30
Journal of international money and finance
29
Applied mathematical finance
27
Journal of monetary economics
27
Finance research letters
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
Journal of econometrics
23
International review of economics & finance : IREF
21
The European journal of finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Economic modelling
17
International review of financial analysis
17
Review of derivatives research
17
Applied economics
16
Asia-Pacific financial markets
16
European journal of operational research : EJOR
16
Finance : revue de l'Association Française de Finance
16
Journal of forecasting
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Applied financial economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Insurance / Mathematics & economics
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Journal of macroeconomics
14
Review of quantitative finance and accounting
13
The American economic review
13
The journal of futures markets
13
Applied economics letters
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ECONIS (ZBW)
82
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Disappointment aversion, term structure, and predictability puzzles in bond markets
Augustin, Patrick
;
Tédongap, Roméo
- In:
Management science : journal of the Institute for …
67
(
2021
)
10
,
pp. 6266-6293
Persistent link: https://www.econbiz.de/10012666104
Saved in:
8
Real and nominal equilibrium yield curves
Hsu, Alex
;
Li, Erica X. N.
;
Palomino, Francisco
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
Saved in:
9
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
10
Information in the term structure : a forecasting perspective
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5255-5277
Persistent link: https://www.econbiz.de/10012625107
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