//--> //--> //--> //-->
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:"Monfort, Alain"
~person:"Lustig, Hanno"
~person:"Sarno, Lucio"
~type_genre:"Aufsatz in Zeitschrift"
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:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
35
Zinsstruktur
35
Theorie
16
Theory
16
Risikoprämie
13
Risk premium
13
USA
9
United States
9
Credit risk
7
Kreditrisiko
7
Anleihe
6
Bond
6
CAPM
6
Estimation
5
Exchange rate risk
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Währungsrisiko
5
Geldmarkt
4
Money market
4
Derivat
3
Derivative
3
Exchange rate
3
Geldpolitik
3
Interest rate parity
3
Markov chain
3
Markov-Kette
3
Monetary policy
3
Portfolio selection
3
Portfolio-Management
3
Public bond
3
Wechselkurs
3
Zinsparität
3
term structure
3
Öffentliche Anleihe
3
Arbitrage
2
Bond risk premium
2
Capital income
2
Corporate bond
2
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
42
Working Paper
42
Graue Literatur
39
Non-commercial literature
39
Article in journal
35
Aufsatz im Buch
1
Bibliografie
1
Book section
1
more ...
less ...
Language
All
English
35
Author
All
Monfort, Alain
Lustig, Hanno
Sarno, Lucio
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
Akram, Tanweer
18
Gupta, Rangan
16
Wu, Liuren
16
Singleton, Kenneth J.
15
Umar, Zaghum
15
Wohar, Mark E.
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Fabozzi, Frank J.
14
Gouriéroux, Christian
14
Rebonato, Riccardo
14
Thornton, Daniel L.
14
Almeida, Caio
13
Chen, Son-nan
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Schwartz, Eduardo S.
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Spencer, Peter D.
12
Tzavalis, Elias
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Chernov, Mikhail
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Ito, Takayasu
11
Kugler, Peter
11
Li, Haitao
11
Longstaff, Francis A.
11
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
The American economic review
4
Journal of banking & finance
3
Journal of econometrics
3
Journal of empirical finance
2
Journal of financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annales d'économie et de statistique
1
Annual review of financial economics
1
Dynamique des marchés financiers et prévisions
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of finance & economics : IJFE
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international economics
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Review of finance : journal of the European Finance Association
1
The journal of asset management
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
The US public debt valuation puzzle
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Econometrica : journal of the Econometric Society, an …
92
(
2024
)
4
,
pp. 1309-1347
Persistent link: https://www.econbiz.de/10015048053
Saved in:
3
Fiscal capacity : an asset pricing perspective
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Annual review of financial economics
15
(
2023
),
pp. 197-219
Persistent link: https://www.econbiz.de/10014426279
Saved in:
4
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:
5
The term structure of currency carry trade risk premia
Lustig, Hanno
;
Stathopoulos, Andreas
;
Verdelhan, Adrien
- In:
The American economic review
109
(
2019
)
12
,
pp. 4142-4177
Persistent link: https://www.econbiz.de/10012200455
Saved in:
6
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:
7
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
8
The economic value of predicting bond risk premia
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of empirical finance
37
(
2016
),
pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
Saved in:
9
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Saved in:
10
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->