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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The review of financial studies"
~subject:"Capital income"
~subject:"Inflation expectations"
~subject:"Inflation"
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Capital income
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Option pricing theory
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Ajello, Andrea
1
Andreasen, Martin Møller
1
Benzoni, Luca
1
Casassus, Jaime
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Cho, Thummim
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
NBER working paper series
53
NBER Working Paper
43
Working paper / National Bureau of Economic Research, Inc.
42
Finance and economics discussion series
35
Journal of financial economics
26
Journal of banking & finance
23
Discussion paper / Centre for Economic Policy Research
22
Working paper series / European Central Bank
20
Finance research letters
17
Staff reports / Federal Reserve Bank of New York
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International review of economics & finance : IREF
16
FEDS Working Paper
15
Journal of empirical finance
15
Journal of monetary economics
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CESifo working papers
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Journal of economic dynamics & control
14
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Journal of international money and finance
13
Applied economics letters
12
ECB Working Paper
12
Economics letters
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Journal of financial and quantitative analysis : JFQA
12
Journal of money, credit and banking : JMCB
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied financial economics
11
Discussion paper
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
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10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Research paper series / Swiss Finance Institute
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The journal of fixed income
10
Working papers series / Federal Reserve Bank of San Francisco
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Applied economics
8
CREATES research paper
8
Economic modelling
8
International journal of finance & economics : IJFE
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
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1
Scale or yield? : a present-value identity
Cho, Thummim
;
Kremens, Lukas
;
Lee, Dongryeol
;
Polk, …
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 950-988
Persistent link: https://www.econbiz.de/10014528730
Saved in:
2
Public debt, consumption growth, and the slope of the term structure
Nguyen, Thien T.
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3742-3776
Persistent link: https://www.econbiz.de/10013350122
Saved in:
3
Term structure of risk in expected returns
Zviadadze, Irina
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6032-6086
Persistent link: https://www.econbiz.de/10012694514
Saved in:
4
How important are inflation expectations for the nominal yield curve?
Cram, Roberto Gómez
;
Yaron, Amir
- In:
The review of financial studies
34
(
2021
)
2
,
pp. 985-1045
Persistent link: https://www.econbiz.de/10012434846
Saved in:
5
The yield spread and bond return predictability in expansions and recessions
Andreasen, Martin Møller
;
Engsted, Tom
;
Møller, Stig …
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2773-2812
Persistent link: https://www.econbiz.de/10012546315
Saved in:
6
Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea
;
Benzoni, Luca
;
Chyruk, Olena
- In:
The review of financial studies
33
(
2020
)
8
,
pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
Saved in:
7
Inflation bets on the long bond
Hong, Harrison G.
;
Sraer, David
;
Yu, Jialin
- In:
The review of financial studies
30
(
2017
)
3
,
pp. 900-947
Persistent link: https://www.econbiz.de/10011749266
Saved in:
8
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
9
Inflation expectations, real rates, and risk premia : evidence from inflation swaps
Haubrich, Joseph Gerard
;
Pennacchi, George G.
; …
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1588-1629
Persistent link: https://www.econbiz.de/10009536409
Saved in:
10
Information in (and not in) the term structure
Duffee, Greg
- In:
The review of financial studies
24
(
2011
)
9
,
pp. 2895-2934
Persistent link: https://www.econbiz.de/10009373091
Saved in:
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