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subject:"Estimation"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of banking & finance"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Interest rate linkage"
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Estimation
Wirkungsanalyse
Yield curve
221
Zinsstruktur
221
Theorie
78
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78
Credit risk
55
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55
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Maltritz, Dominik
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1
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Finance and economics discussion series
Journal of banking & finance
Journal of international money and finance
33
International review of economics & finance : IREF
32
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Applied economics
28
Journal of empirical finance
23
Applied economics letters
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International journal of finance & economics : IJFE
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Applied financial economics
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Economic modelling
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The journal of fixed income
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of money, credit and banking : JMCB
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The review of financial studies
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of monetary economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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Economics letters
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Review of finance : journal of the European Finance Association
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International journal of forecasting
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International journal of theoretical and applied finance
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Review of quantitative finance and accounting
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The European journal of finance
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The journal of futures markets
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Journal of economics & business
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Journal of macroeconomics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
5
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:
6
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
7
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
8
International effects of a compression of euro area yield curves
Feldkircher, Martin
;
Gruber, Thomas
;
Huber, Florian
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012226140
Saved in:
9
Sovereign bond yield spreads and sustainability : an empirical analysis of OECD countries
Capelle-Blancard, Gunther
;
Crifo, Patricia
;
Diaye, …
- In:
Journal of banking & finance
98
(
2019
),
pp. 157-169
Persistent link: https://www.econbiz.de/10012162253
Saved in:
10
Decomposing global yield curve co-movement
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of banking & finance
106
(
2019
),
pp. 500-513
Persistent link: https://www.econbiz.de/10012224340
Saved in:
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