//--> //--> //-->
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
person:"Duffee, Gregory R."
~isPartOf:"Journal of econometrics"
~person:"Renne, Jean-Paul"
~person:"Rudebusch, Glenn D."
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:"Erwartungshypothese der Zinsstruktur"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
5
Zinsstruktur
5
Theorie
3
Theory
3
Estimation
2
Schätzung
2
Affine process
1
Anleihe
1
Ansteckungseffekt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Arbitrage-free Nelson–Siegel model
1
Big Data
1
Big data
1
Bond
1
Business cycle
1
CAPM
1
Capital income
1
Contagion
1
Contagion effect
1
Corporate bond
1
Credit derivative
1
Credit risk
1
Credit spread puzzle
1
Default event
1
Default intensity
1
Derivat
1
Derivative
1
Extended Kalman filter
1
Financial crisis
1
Finanzkrise
1
Fixed-coupon bond prices
1
Forecast
1
Frailty
1
Impact assessment
1
Insolvency
1
Insolvenz
1
Kapitaleinkommen
1
Konjunktur
1
Kreditderivat
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Duffee, Gregory R.
Renne, Jean-Paul
Rudebusch, Glenn D.
Diebold, Francis X.
4
Christensen, Jens H. E.
3
Monfort, Alain
3
Wu, Jing Cynthia
3
Andreasen, Martin Møller
2
Bikbov, Ruslan
2
Carriero, Andrea
2
Chernov, Mikhail
2
Egorov, Alexej V.
2
Favero, Carlo A.
2
Gouriéroux, Christian
2
Hamilton, James D.
2
Li, Canlin
2
Li, Haitao
2
Niu, Linlin
2
Roussellet, Guillaume
2
Schotman, Peter C.
2
Ahn, Dong-Hyun
1
Ang, Andrew
1
Aruoba, S. Borağan
1
Aït-Sahalia, Yacine
1
Bams, Dennis
1
Bec, Frédérique
1
Breitung, Jörg
1
Candelon, Bertrand
1
Chan, Kung-sik
1
Chen, Qiang
1
Chen, Ying
1
Christensen, Bent Jesper
1
Creal, Drew
1
Das, Sanjiv R.
1
Dittmar, Robert F.
1
Driessen, Joost
1
Duan, Jin-Chuan
1
Engle, Robert F.
1
Fan, Jianqing
1
Fulop, Andras
1
Gallant, A. Ronald
1
more ...
less ...
Published in...
All
Journal of econometrics
Working papers series / Federal Reserve Bank of San Francisco
29
Documents de travail / Banque de France
9
Banque de France Working Paper
7
Working papers / Financial Institutions Center
6
Journal of monetary economics
5
The American economic review
4
Working paper / National Bureau of Economic Research, Inc.
4
CFS working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of money, credit and banking : JMCB
3
NBER working paper series
3
Review of finance : journal of the European Finance Association
3
The Econometric and Tinbergen Institutes Lectures
3
CESifo Working Paper Series
2
CESifo working papers
2
Documents de travail
2
International journal of central banking : IJCB
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER Working Paper
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
American economic journal : a journal of the American Economic Association
1
Brookings papers on economic activity : BPEA
1
CREATES research paper
1
Developments in macro-finance Yield curve modelling
1
Document de travail
1
Dynamic factor models
1
European journal of operational research : EJOR
1
Financial markets and asset pricing
1
IMES discussion paper series / Englische Ausgabe
1
Journal of banking & finance
1
Monetary and economic studies
1
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
1
National Bank of Belgium Working Paper
1
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
1
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
1
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
1
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
1
Review / Federal Reserve Bank of St. Louis
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Term structure analysis with big data : one-step estimation using bond prices
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012303862
Saved in:
2
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
Saved in:
3
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
4
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
5
The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
;
Rudebusch, Glenn D.
;
Aruoba, S. …
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 309-338
Persistent link: https://www.econbiz.de/10003298588
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->