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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Credit risk"
~subject:"Kreditrisiko"
~subject:"Niedrigzinspolitik"
~subject:"Theory"
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Credit risk
Kreditrisiko
Niedrigzinspolitik
Theory
Yield curve
137
Zinsstruktur
137
Theorie
85
Option pricing theory
33
Optionspreistheorie
33
Geldpolitik
28
Monetary policy
28
USA
21
United States
21
Risikoprämie
18
Risk premium
18
Anleihe
14
Bond
14
CAPM
14
Stochastic process
13
Stochastischer Prozess
13
Volatility
11
Volatilität
11
Estimation
10
Public bond
10
Schätzung
10
Öffentliche Anleihe
10
Financial market
9
Finanzmarkt
9
Interest rate derivative
9
Zinsderivat
9
Swap
8
affine arbitrage-free term structure model
8
financial market frictions
8
term structure modeling
8
Bond market
7
Impact assessment
7
Rentenmarkt
7
Wirkungsanalyse
7
Euro area
6
Eurozone
6
Index-linked bond
6
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30
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Article
63
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30
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Article in journal
63
Aufsatz in Zeitschrift
63
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Working Paper
30
Language
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English
93
Author
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Christensen, Jens H. E.
14
Rudebusch, Glenn D.
14
Swanson, Eric T.
5
Eberlein, Ernst
4
Filipović, Damir
4
López, José A.
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Williams, John C.
3
Wu, Tao
3
Bauer, Michael D.
2
Björk, Tomas
2
Brace, Alan
2
Diebold, Francis X.
2
Gouriéroux, Christian
2
Jarrow, Robert A.
2
Kennedy, D. P.
2
Kou, Steven
2
Mirkov, Nikola
2
Monfort, Alain
2
Musiela, Marek
2
Mussche, Paul L.
2
Rogers, Leonard C. G.
2
Scaillet, Olivier
2
Teichmann, Josef
2
Zhang, Xin
2
Aihara, Shin Ichi
1
Akahori, Jirô
1
Alessandri, Piergiorgio
1
Aquilina, J.
1
Bacchetta, Philippe
1
Bagchi, Arunabha
1
Bielecki, Tomasz R.
1
Bojarčenko, Svetlana I.
1
Boyarchenko, Nina
1
Cairns, Andrew
1
Carverhill, Andrew
1
Chan, Jiun Hong
1
Chen, Li
1
Chen, Nan
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
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
Journal of econometrics
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)
93
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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
The safety premium of safe assets
Christensen, Jens H. E.
;
Mirkov, Nikola
-
2019
Persistent link: https://www.econbiz.de/10012181910
Saved in:
8
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
-
2018
Persistent link: https://www.econbiz.de/10011898966
Saved in:
9
Interest rates under falling stars
Bauer, Michael D.
;
Rudebusch, Glenn D.
-
2017
Persistent link: https://www.econbiz.de/10011734560
Saved in:
10
Credit frictions and optimal monetary policy
Cúrdia, Vasco
;
Woodford, Michael
-
2015
Persistent link: https://www.econbiz.de/10011529415
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