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subject:"EU countries"
~isPartOf:"BIS working papers"
~isPartOf:"The European journal of finance"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Zinsstrukturtheorie"
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EU countries
Estimation
Stochastischer Prozess
Yield curve
75
Zinsstruktur
75
Theorie
29
Theory
29
Schätzung
20
USA
16
United States
16
Public bond
15
Öffentliche Anleihe
15
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12
Kreditrisiko
12
Risikoprämie
12
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12
EU-Staaten
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Interest rate
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9
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9
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9
Option pricing theory
8
Optionspreistheorie
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Stochastic process
7
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6
Corporate bond
6
Euro area
6
Eurozone
6
Japan
6
Rentenmarkt
6
Unternehmensanleihe
6
Volatility
6
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6
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English
36
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Gerlach, Stefan
4
Smets, Frank
3
Hördahl, Peter
2
Kim, Don H.
2
Realdon, Marco
2
Tristani, Oreste
2
Annaert, Jan
1
Arnold, Ivo J. M.
1
Badaoui, Saad
1
Barrán Cabrera, Fernando
1
Bernard, Henri
1
Beyaert, Arielle
1
Bhargava, Vivek
1
Bleaney, Michael F.
1
Brooks, Robert
1
Caporale, Guglielmo Maria
1
Cathcart, Lara
1
Chen, Son-nan
1
Chinn, Menzie David
1
Claes, Anouk G. P.
1
Coudert, Virginie
1
Cremers, Martijn
1
D'Amico, Stefania
1
De Ceuster, Marc J.
1
Driessen, Joost
1
Fonseca, José Soares da
1
Frühwirth, Manfred
1
Gadanecz, Blaise
1
Gavilán, Ángel
1
Hsu, Pao-Peng
1
Härdle, Wolfgang
1
Jahel, Lina el
1
Jankowitsch, R.
1
Jankowitsch, Rainer
1
Jiang, Xu
1
Kreicher, Lawrence
1
Liang, Kuo-yuan
1
Lindset, Snorre
1
Lombardi, Marco
1
Maenhout, Pascal J.
1
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BIS working papers
The European journal of finance
Working paper series / European Central Bank
58
Journal of banking & finance
51
Journal of international money and finance
50
NBER working paper series
48
Working paper / National Bureau of Economic Research, Inc.
46
NBER Working Paper
42
Journal of financial economics
36
Discussion paper / Centre for Economic Policy Research
35
International journal of theoretical and applied finance
34
International review of economics & finance : IREF
34
Applied economics
32
Economic modelling
32
Applied economics letters
28
Applied financial economics
28
ECB Working Paper
28
Finance research letters
28
Journal of empirical finance
28
Finance and economics discussion series
27
International journal of finance & economics : IJFE
27
Working paper
26
CESifo working papers
25
Journal of economic dynamics & control
25
Journal of money, credit and banking : JMCB
24
Discussion paper
23
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of finance : the journal of the American Finance Association
23
The journal of fixed income
23
The review of financial studies
22
Journal of international financial markets, institutions & money
21
Banque de France Working Paper
20
Finance and stochastics
19
Journal of financial and quantitative analysis : JFQA
19
Discussion papers / CEPR
18
Economics letters
18
Research paper series / Swiss Finance Institute
18
Applied mathematical finance
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International review of financial analysis
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ECONIS (ZBW)
36
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1
The determinants of liquidity commonality in the Euro-area sovereign bond market
Panagiotou, Panagiotis
;
Jiang, Xu
;
Gavilán, Ángel
- In:
The European journal of finance
29
(
2023
)
10
,
pp. 1144-1186
Persistent link: https://www.econbiz.de/10014322992
Saved in:
2
Pricing credit-risky bonds using recovery rate uncertainty and macro-regime switching
Chen, Son-nan
;
Hsu, Pao-Peng
;
Liang, Kuo-yuan
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10014547348
Saved in:
3
Redenomination risk in eurozone corporate bond spreads
Bleaney, Michael F.
;
Veleanu, Veronica
- In:
The European journal of finance
27
(
2021
)
13
,
pp. 1303-1325
Persistent link: https://www.econbiz.de/10012653094
Saved in:
4
Has the new bail-in framework increased the yield spread between subordinated and senior bonds?
Pablos Nuevo, Irene
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1781-1797
Persistent link: https://www.econbiz.de/10012314652
Saved in:
5
Discounting earnings with stochastic discount rates
Realdon, Marco
- In:
The European journal of finance
25
(
2019
)
10
,
pp. 910-936
Persistent link: https://www.econbiz.de/10012207041
Saved in:
6
Exchange rate risk and local currency sovereign bond yields in emerging markets
Gadanecz, Blaise
;
Miyajima, Ken
;
Shu, Chang
-
2014
Persistent link: https://www.econbiz.de/10010495632
Saved in:
7
Benchmark tipping in the global bond market
Kreicher, Lawrence
;
McCauley, Robert N.
;
Wooldridge, Philip
-
2014
Persistent link: https://www.econbiz.de/10010434409
Saved in:
8
A shadow policy rate to calibrate US monetary policy at the zero lower bound
Lombardi, Marco
;
Zhu, Feng
-
2014
Persistent link: https://www.econbiz.de/10010402200
Saved in:
9
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
10
Global spillovers and domestic monetary policy : [the effects of conventional and unconventional measures]
Chinn, Menzie David
-
2013
Persistent link: https://www.econbiz.de/10010253546
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