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isPartOf:"The journal of futures markets"
~isPartOf:"Journal of banking & finance"
~subject:"Schätzung"
~subject:"USA"
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Schätzung
USA
Zins
176
Interest rate
174
Interest rate derivative
163
Zinsderivat
163
United States
129
Theorie
75
Theory
75
Public bond
60
Öffentliche Anleihe
60
Yield curve
47
Zinsstruktur
47
Hedging
41
Geldpolitik
34
Monetary policy
34
Volatility
34
Volatilität
34
Bank
29
Estimation
26
Bank lending
25
Kreditgeschäft
25
Derivat
21
Derivative
21
Geldmarkt
21
Money market
21
Credit risk
20
Kreditrisiko
20
Option pricing theory
19
Optionspreistheorie
19
CAPM
18
Deposit banking
17
Einlagengeschäft
17
Government securities
16
Staatspapier
16
Börsenkurs
15
Share price
15
Geldpolitische Transmission
14
Großbritannien
14
Hypothek
14
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Article
153
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Article in journal
148
Aufsatz in Zeitschrift
148
Language
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English
152
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1
Author
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Hegde, Shantaram P.
4
Koch, Timothy W.
4
Arak, Marcelle V.
3
Bhattacharya, Anand K.
3
Gay, Gerald D.
3
Krehbiel, Timothy L.
3
Adkins, Lee Chester
2
Bali, Turan G.
2
Benninga, Simon
2
Cakici, Nusret
2
Chatterjee, Sris
2
Fung, Hung-gay
2
Goodman, Laurie Sharon
2
Gupta, Kanhaya L.
2
Hein, Scott E.
2
Hill, Joanne M.
2
Jordan, James V.
2
Kane, Alex
2
Kolb, Robert W.
2
Koppenhaver, Gary D.
2
Lekkos, Ilias
2
Livingston, Miles
2
Ma, Christopher K.
2
MacDonald, S. Scott
2
Marcus, Alan J.
2
Mester, Loretta J.
2
Milas, Costas
2
Peterson, Richard Lewis
2
Schneeweis, Thomas
2
Sears, R. Stephen
2
Simon, David P.
2
Tse, Yiuman
2
VanHoose, David D.
2
Werner, Thomas
2
Aivazian, Varouj A.
1
Akemann, Charles A.
1
Allen, Linda
1
Angbazo, Lazarus A.
1
Aramonte, Sirio
1
Avouyi-Dovi, Sanvi
1
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Published in...
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The journal of futures markets
Journal of banking & finance
Working paper / National Bureau of Economic Research, Inc.
138
Journal of money, credit and banking : JMCB
91
Applied economics
72
Discussion paper / Centre for Economic Policy Research
60
Journal of macroeconomics
58
Finance and economics discussion series
56
NBER working paper series
53
Economic modelling
52
Economic review
49
Applied financial economics
48
Journal of international money and finance
48
CESifo working papers
43
NBER Working Paper
43
Economics letters
42
The journal of finance : the journal of the American Finance Association
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Applied economics letters
35
Journal of economics & business
35
Journal of monetary economics
35
The journal of real estate finance and economics
35
The review of financial studies
35
Working paper
34
International review of economics & finance : IREF
32
Working paper series / European Central Bank
32
The North American journal of economics and finance : a journal of financial economics studies
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Review / Federal Reserve Bank of St. Louis
28
The journal of fixed income
26
The review of economics and statistics
24
International finance discussion papers
23
Discussion paper / Deutsche Bundesbank
22
Economic inquiry : journal of the Western Economic Association International
22
IMF working papers
22
Discussion paper
21
Journal of financial and quantitative analysis : JFQA
20
Review of financial economics : RFE
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of economics and finance
19
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ECONIS (ZBW)
153
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1
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10
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153
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1
Risk taking and low longer-term interest rates : evidence from the U.S. syndicated term loan market
Aramonte, Sirio
;
Lee, Seung Jung
;
Stebunovs, Viktors
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013461931
Saved in:
2
Does interest rate exposure explain the low-volatility anomaly?
Driessen, Joost
;
Kuiper, Ivo Theodorus Jacqueline
; …
- In:
Journal of banking & finance
103
(
2019
),
pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
Saved in:
3
Bank margins and profits in a world of negative rates
Molyneux, Philip
;
Reghezza, Alessio
;
Xie, Ru
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012224526
Saved in:
4
Interest rate pass-through since the euro area crisis
Holton, Sarah
;
Rodriguez d'Acri, Costanza
- In:
Journal of banking & finance
96
(
2018
),
pp. 277-291
Persistent link: https://www.econbiz.de/10011967227
Saved in:
5
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
6
Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela
;
Puigvert Gutiérrez, Josep Maria
- In:
Journal of banking & finance
48
(
2014
),
pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
Saved in:
7
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
8
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
9
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
10
Loan collateral, corporate investment, and business cycle
Aivazian, Varouj A.
;
Gu, Xinhua
;
Qiu, Jiaping
;
Huang, Bihong
- In:
Journal of banking & finance
55
(
2015
),
pp. 380-392
Persistent link: https://www.econbiz.de/10011379115
Saved in:
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