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subject:"Geldpolitik"
~isPartOf:"Economics letters"
~subject:"Theory"
~subject:"Volatilität"
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Search: subject_exact:"LIBOR market model"
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Geldpolitik
Theory
Volatilität
Yield curve
85
Zinsstruktur
85
Theorie
38
USA
22
United States
22
Monetary policy
18
Forecasting model
14
Prognoseverfahren
14
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11
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11
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10
Schätzung
10
Capital income
9
Kapitaleinkommen
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EU-Staaten
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Schock
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Shock
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ARCH model
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English
53
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Kugler, Peter
3
Adrian, Tobias
1
Amsler, Christine
1
Au, Kelly T.
1
Avino, Davide
1
Balaban, Ercan
1
Bhundia, Ashok J.
1
Bilson, John F.
1
Boonyanet, Wachira
1
Caporale, Barbara
1
Caporale, Tony
1
Carriere, Jacques
1
Carstensen, Kai
1
Castagnetti, Carolina
1
Chadha, Jagjit
1
Chauvet, Marcelle
1
Chen, Lin
1
Chen, Shikuan
1
Choi, Sun-Yong
1
Coleman, Simeon
1
Deaves, Richard
1
Du, Ding
1
Duan, Jin-Chuan
1
Estrella, Arturo
1
Fassas, Athanasios P.
1
Favero, Carlo A.
1
Feng, Pan
1
Foley, Sean
1
Gollier, Christian
1
Grisse, Christian
1
Hahn, Jaehoon
1
Hassler, Uwe
1
Hattori, Takahiro
1
Hiraki, Takato
1
Hsu, Chiente
1
Indriawan, Ivan
1
Ioannidis, Christos
1
Jacobs, Kris
1
Jang, Woon Wook
1
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Economics letters
NBER working paper series
140
Working paper / National Bureau of Economic Research, Inc.
128
NBER Working Paper
113
Journal of banking & finance
107
The journal of fixed income
69
Discussion paper / Centre for Economic Policy Research
68
International journal of theoretical and applied finance
65
Journal of financial economics
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
64
Working paper series / European Central Bank
60
Journal of international money and finance
58
Finance and economics discussion series
54
Working paper
54
Journal of money, credit and banking : JMCB
51
The review of financial studies
49
Journal of monetary economics
47
Journal of economic dynamics & control
45
The journal of finance : the journal of the American Finance Association
43
Finance and stochastics
40
Journal of empirical finance
39
Working papers series / Federal Reserve Bank of San Francisco
38
Economic modelling
37
Applied economics
36
Staff reports / Federal Reserve Bank of New York
36
Discussion papers / CEPR
35
Journal of financial and quantitative analysis : JFQA
35
The journal of futures markets
34
Discussion paper
33
Finance research letters
33
Journal of econometrics
31
Applied mathematical finance
30
International review of economics & finance : IREF
30
CESifo working papers
28
ECB Working Paper
28
The North American journal of economics and finance : a journal of financial economics studies
27
IMF working papers
26
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Working papers / Bank for International Settlements
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
53
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1
Shock and awe? : bond yield responses to domestic monetary policy in a small-open economy
Nitschka, Thomas
;
Ramelet, Marc-Antoine
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461260
Saved in:
2
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
3
The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti
- In:
Economics letters
216
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
Saved in:
4
Price discovery in US money market benchmarks : LIBOR vs. SOFR
Fassas, Athanasios P.
- In:
Economics letters
204
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012607568
Saved in:
5
The SOFR and the Fed’s influence over market interest rates
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013207442
Saved in:
6
The impact of quantitative and qualitative easing on term structure : evidence from micro-level data
Hattori, Takahiro
- In:
Economics letters
195
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012510060
Saved in:
7
Forecasting credit losses with the reversal in credit spreads
Du, Ding
- In:
Economics letters
178
(
2019
),
pp. 95-97
Persistent link: https://www.econbiz.de/10012121648
Saved in:
8
The influence of shock signals on the change in volatility term structure
Choi, Sun-Yong
- In:
Economics letters
183
(
2019
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012122602
Saved in:
9
Forecasting the yield curve using a dynamic natural cubic spline model
Feng, Pan
;
Qian, Junhui
- In:
Economics letters
168
(
2018
),
pp. 73-76
Persistent link: https://www.econbiz.de/10012016724
Saved in:
10
A novel approach for testing the parity relationship between CDS and credit spread
Castagnetti, Carolina
- In:
Economics letters
172
(
2018
),
pp. 115-117
Persistent link: https://www.econbiz.de/10012021923
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