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subject:"Estimation"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of banking & finance"
~subject:"Wirkungsanalyse"
~subject:"Zins"
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Estimation
Wirkungsanalyse
Zins
Yield curve
327
Zinsstruktur
327
Theorie
109
Theory
109
USA
83
United States
83
Risikoprämie
76
Risk premium
76
Credit risk
63
Kreditrisiko
63
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63
Geldpolitik
48
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48
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Kapitaleinkommen
41
Corporate bond
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Interest rate
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Option pricing theory
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Prognoseverfahren
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106
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Kim, Don H.
10
Wei, Min
5
Wright, Jonathan H.
4
Zhou, Hao
4
D'Amico, Stefania
3
Gilchrist, Simon
3
Kiley, Michael T.
3
López-Salido, José David
3
Meldrum, Andrew
3
Zakrajšek, Egon
3
Aramonte, Sirio
2
Bansal, Ravi
2
Bomfim, Antúlio N.
2
Byrne, Joseph P.
2
Clouse, James A.
2
Downing, Chris
2
Lee, Seung Jung
2
Maltritz, Dominik
2
Mele, Antonio
2
Memmel, Christoph
2
Obayashi, Yoshiki
2
Priebsch, Marcel A.
2
Shalen, Catherine T.
2
Stebunovs, Viktors
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Thornton, Daniel L.
2
Zhong, Molin
2
Abbritti, Mirko
1
Abrantes Metz, Rosa Maria Fontes
1
Afonso, António
1
Akram, Qaisar Farooq
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Altavilla, Carlo
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Avouyi-Dovi, Sanvi
1
Backwell, Alex
1
Barsotti, Flavia
1
Bartolini, Leonardo
1
Basse, Tobias
1
Basso, Henrique S.
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Beechey, Meredith Jane
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Finance and economics discussion series
Journal of banking & finance
NBER working paper series
89
NBER Working Paper
71
Working paper / National Bureau of Economic Research, Inc.
68
Applied economics
45
Journal of international money and finance
41
Journal of financial economics
39
Working paper
37
International review of economics & finance : IREF
36
Applied economics letters
33
Journal of money, credit and banking : JMCB
33
The journal of fixed income
32
Discussion paper / Centre for Economic Policy Research
31
Economic modelling
31
Working paper series / European Central Bank
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Finance research letters
30
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International journal of finance & economics : IJFE
28
The North American journal of economics and finance : a journal of financial economics studies
27
Working papers / The Levy Economics Institute
27
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25
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25
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24
International journal of theoretical and applied finance
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Journal of empirical finance
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The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Banque de France Working Paper
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International review of financial analysis
17
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ECONIS (ZBW)
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Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
2
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
3
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
4
Crisis liquidity facilities with nonbank counterparties : lessons from the term asset-backed securities loan facility
Meisenzahl, Ralf R.
;
Pence, Karen M.
-
2022
Persistent link: https://www.econbiz.de/10013332747
Saved in:
5
A structural measure of the shadow federal funds rate
Jones, Callum
;
Kulish, Mariano
;
Morley, James C.
-
2021
Persistent link: https://www.econbiz.de/10012704881
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6
High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex
;
Meldrum, Andrew
-
2021
Persistent link: https://www.econbiz.de/10012609199
Saved in:
7
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
8
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
9
A shadow rate without a lower bound constraint
De Rezende, Rafael B.
;
Ristiniemi, Annukka
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014248193
Saved in:
10
Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
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