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subject:"Indexanleihe"
~isPartOf:"Applied economics"
~isPartOf:"Document de travail"
~isPartOf:"Journal of banking & finance"
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Indexanleihe
Index-linked bond
13
Theorie
7
Theory
7
Inflation
4
Capital income
3
Corporate bond
3
Kapitaleinkommen
3
Unternehmensanleihe
3
Yield curve
3
Zinsstruktur
3
CAPM
2
Estimation
2
Großbritannien
2
Inflation expectations
2
Inflation rate
2
Inflationserwartung
2
Inflationsrate
2
Schätzung
2
United Kingdom
2
1985-1996
1
2002-2010
1
ARCH model
1
ARCH-Modell
1
Affine arbitrage-free dynamic term structure model
1
Anleihe
1
Betriebliche Liquidität
1
Bond
1
Bond market
1
Breakeven inflation
1
Comparison
1
Corporate liquidity
1
Credit risk
1
Derivat
1
Derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Emerging economies
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1
European Monetary System
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Article
11
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2
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2
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2
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Alexander, Carol
1
Artus, Patrick
1
Barbosa, A.
1
Benlagha, Noureddine
1
Bhanot, Karan
1
Biger, Nahum
1
Cette, Gilbert
1
Chamon, Marcos
1
Chen, XiaoHua
1
Hinnerich, Mia
1
Israel, Ronen
1
Jong, Marielle de
1
Kaminska, Iryna
1
Kwak, Minsuk
1
Lim, Byung Hwa
1
Liu, Zhuoshi
1
Maringer, Dietmar G.
1
Mauro, Paolo
1
Relleen, Jon
1
Reschreiter, Andreas
1
Stagnol, Lauren
1
Vangelista, Elisabetta
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Applied economics
Document de travail
Journal of banking & finance
Inflation risks and products : the complete guide
14
NBER working paper series
14
Working paper / National Bureau of Economic Research, Inc.
14
NBER Working Paper
10
Working papers series / Federal Reserve Bank of San Francisco
6
Finance and economics discussion series
5
Sovereign GDP-linked bonds : rationale and design
5
The journal of fixed income
5
The journal of futures markets
5
Die Bank
4
Economics letters
4
IMF working paper
4
Indexing, inflation and economic policy
4
Journal of empirical finance
4
Cowles Foundation discussion paper
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
3
IMF working papers
3
Inflation-sensitive assets : Instruments and strategies
3
International finance discussion papers
3
Kredit und Kapital
3
Série de trabalhos para discussão
3
The European journal of finance
3
The journal of finance : the journal of the American Finance Association
3
Working paper
3
Working paper series / Federal Reserve Bank of Atlanta
3
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
3
Applied economics letters
2
Applied financial economics
2
Banking review
2
Business economics : the journal of the National Association for Business Economists
2
Department of Economics discussion paper series
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
13
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1
Designing a corporate bond index on solvency criteria
Stagnol, Lauren
-
2015
Persistent link: https://www.econbiz.de/10011736579
Saved in:
2
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna
;
Liu, Zhuoshi
;
Relleen, Jon
; …
- In:
Journal of banking & finance
88
(
2018
),
pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
Saved in:
3
Optimal portfolio selection with life insurance under inflation risk
Kwak, Minsuk
;
Lim, Byung Hwa
- In:
Journal of banking & finance
46
(
2014
),
pp. 59-71
Persistent link: https://www.econbiz.de/10010467856
Saved in:
4
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
Saved in:
5
Breakeven inflation rates and their puzzling correlation relationships
Cette, Gilbert
;
Jong, Marielle de
- In:
Applied economics
45
(
2013
)
16/18
,
pp. 2579-2585
Persistent link: https://www.econbiz.de/10009772218
Saved in:
6
Detecting time-variation in corporate bond index returns : a smooth transition regression model
Chen, XiaoHua
;
Maringer, Dietmar G.
- In:
Journal of banking & finance
35
(
2011
)
1
,
pp. 95-103
Persistent link: https://www.econbiz.de/10009244436
Saved in:
7
Hedging index exchange traded funds
Alexander, Carol
;
Barbosa, A.
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
Saved in:
8
Inflation-indexed swaps and swaptions
Hinnerich, Mia
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2293-2306
Persistent link: https://www.econbiz.de/10003787165
Saved in:
9
Pricing growth-indexed bonds
Chamon, Marcos
;
Mauro, Paolo
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3349-3366
Persistent link: https://www.econbiz.de/10003394447
Saved in:
10
What causes mean reversion in corporate bond index spreads? : The impact of survival
Bhanot, Karan
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10002717635
Saved in:
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