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subject:"Kapitaleinkommen"
~isPartOf:"International review of economics & finance : IREF"
~subject:"CAPM"
~subject:"Eurozone"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Internationaler Zinszusammenhang"
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Kapitaleinkommen
CAPM
Eurozone
Yield curve
88
Zinsstruktur
88
Estimation
30
Schätzung
30
Risikoprämie
24
Risk premium
24
Credit risk
22
Kreditrisiko
22
Theorie
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Theory
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Public bond
19
Öffentliche Anleihe
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Corporate bond
17
Unternehmensanleihe
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Capital income
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Anleihe
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Bond
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Forecasting model
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Prognoseverfahren
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USA
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United States
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Bond market
9
China
9
Geldpolitik
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Interest rate parity
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Monetary policy
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Rentenmarkt
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Zinsparität
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Credit spread
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Exchange rate
8
Wechselkurs
8
Term structure of interest rates
7
Emerging economies
6
Liquidity
6
Liquidität
6
Risiko
6
Risk
6
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18
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Aufsatz in Zeitschrift
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18
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English
18
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Sosvilla-Rivero, Simón
2
Arakelyan, Armen
1
Cao, Shijiao
1
Dai, Yiqing
1
Das, Kuntal K.
1
Donald, Logan J.
1
Elias, Nikolaos
1
Escobar, Marcos
1
Fernandez-Perez, Adrian
1
Fernández Rodríguez, Fernando
1
Ferrando, Sebastian
1
Guender, Alfred V.
1
Gómez Puig, Marta
1
Haque, Tariq
1
Hou, Keqiang
1
Igarashi, Yoske
1
Ikeda, Ryoichi
1
Lee, Doowon
1
Lee, Eunhee
1
Li, Xing
1
Li, Zeguang
1
Mantzura, Ariel
1
Payá, Ivan
1
Peel, David
1
Pericoli, Marcello
1
Prasanna, Krishna
1
Rahman, Md Lutfur
1
Rubio, Gonzalo
1
Rubtsov, Alexey
1
Saar, Dan
1
Serrano, Pedro
1
Shamsuddin, Abul
1
Shraiber, Bentsi
1
Smyrnakis, Dimitris
1
Sowmya, Subramaniam
1
Taboga, Marco
1
Takamizawa, Hideyuki
1
Tzavalis, Elias
1
Venetis, Ioannis A.
1
Wang, Jianqiong
1
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International review of economics & finance : IREF
Journal of financial economics
39
Journal of international money and finance
38
Journal of banking & finance
34
Finance research letters
29
The journal of fixed income
24
Applied economics letters
18
The review of financial studies
18
Economic modelling
17
Economics letters
16
Journal of empirical finance
16
Journal of financial and quantitative analysis : JFQA
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Review of finance : journal of the European Finance Association
15
Applied economics
14
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of finance & economics : IJFE
13
International review of financial analysis
13
Journal of international financial markets, institutions & money
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The European journal of finance
12
Applied financial economics
11
Journal of monetary economics
11
Journal of econometrics
10
Journal of money, credit and banking : JMCB
10
The journal of finance : the journal of the American Finance Association
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
9
The quarterly journal of finance
9
European economic review : EER
8
Finance and stochastics
8
Journal of financial markets
7
Journal of macroeconomics
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Quantitative finance
7
Research in international business and finance
7
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ECONIS (ZBW)
18
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1
How far can the long-run risk model with durable goods explain the variation of the yield curve?
Ikeda, Ryoichi
;
Igarashi, Yoske
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 444-459
Persistent link: https://www.econbiz.de/10014446473
Saved in:
2
Debt finance and economic activity in the euro-area : evidence on asymmetric and maturity effects
Das, Kuntal K.
;
Donald, Logan J.
;
Guender, Alfred V.
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 448-472
Persistent link: https://www.econbiz.de/10014428054
Saved in:
3
How arbitrage-free is the Nelson–Siegel model under stochastic volatility?
Takamizawa, Hideyuki
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 205-223
Persistent link: https://www.econbiz.de/10013343384
Saved in:
4
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
5
Pricing like things alike : the role of financial statement comparability in bond pricing
Cao, Shijiao
;
Wang, Jianqiong
;
Zhou, Jianan
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 428-447
Persistent link: https://www.econbiz.de/10013345727
Saved in:
6
Forecasting bond returns in a macro model
Hou, Keqiang
;
Li, Xing
;
Li, Zeguang
;
Wu, Ting
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 524-545
Persistent link: https://www.econbiz.de/10012671988
Saved in:
7
Factor return forecasting using cashflow spreads
Dai, Yiqing
;
Haque, Tariq
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 917-931
Persistent link: https://www.econbiz.de/10012487459
Saved in:
8
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel
;
Shraiber, Bentsi
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Saved in:
9
Predictive power of dividend yields and interest rates for stock returns in South Asia : evidence from a bias-corrected estimator
Rahman, Md Lutfur
;
Shamsuddin, Abul
;
Lee, Doowon
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 267-286
Persistent link: https://www.econbiz.de/10012205550
Saved in:
10
Asset prices with stochastic volatilities and a UIP puzzle
Lee, Eunhee
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012322223
Saved in:
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