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subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial economics"
~subject:"Credit spreads"
~subject:"Derivative"
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Search: subject_exact:"Internationaler Zinszusammenhang"
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Kapitaleinkommen
Credit spreads
Derivative
Yield curve
116
Zinsstruktur
116
Theorie
50
Theory
50
Risikoprämie
40
Risk premium
40
Estimation
30
Schätzung
30
CAPM
26
Credit risk
26
Kreditrisiko
26
Capital income
21
USA
19
United States
19
Volatility
15
Volatilität
15
Term structure
14
Corporate bond
13
Unternehmensanleihe
13
Geldpolitik
11
Monetary policy
11
Public bond
11
Risiko
11
Risk
11
Öffentliche Anleihe
11
Interest rate
10
Zins
10
Bond
9
Derivat
9
Anleihe
8
Government securities
8
Interest rate derivative
8
Option pricing theory
8
Optionspreistheorie
8
Staatspapier
8
Zinsderivat
8
Business cycle
7
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Undetermined
21
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Article
34
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Article in journal
34
Aufsatz in Zeitschrift
34
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English
34
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Bai, Jennie
2
Bakshi, Gurdip S.
2
Boyarchenko, Nina
2
Goldstein, Robert S.
2
Acharya, Viral V.
1
Amihud, Yakov
1
Arnold, Marc
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bali, Turan G.
1
Bekaert, Geert
1
Benmelech, Efraim
1
Bharath, Sreedhar T.
1
Chernov, Mikhail
1
Christensen, Bent Jesper
1
Chung, Kee H.
1
Collin-Dufresne, Pierre
1
Cremers, Martijn
1
Crosby, John
1
D'Amico, Stefania
1
Ehling, Paul
1
Eisenthal-Berkovitz, Yael
1
Engstrom, Eric
1
Ermolov, Andrey
1
Feldhütter, Peter
1
Fleckenstein, Matthias
1
Fracassi, Cesare
1
Gallmeyer, Michael F.
1
Gandhi, Priyank
1
Gao, Xiaohui
1
Goliński, Adam
1
Gonçalves, Andrei S.
1
Gupta, Anurag
1
Han, Bing
1
Hansen, Jorge W.
1
Hanson, Samuel G.
1
Hasler, Michael
1
Heyerdahl-Larsen, Christian
1
Illeditsch, Philipp
1
Jones, Christopher S.
1
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Journal of financial economics
NBER working paper series
38
Journal of banking & finance
37
NBER Working Paper
32
International journal of theoretical and applied finance
30
Finance research letters
29
Working paper / National Bureau of Economic Research, Inc.
25
Finance and economics discussion series
24
The journal of fixed income
18
Journal of empirical finance
17
International review of financial analysis
16
Journal of financial and quantitative analysis : JFQA
15
International review of economics & finance : IREF
14
Economics letters
13
Journal of international money and finance
13
Research paper series / Swiss Finance Institute
13
CESifo working papers
12
Discussion paper / Centre for Economic Policy Research
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Review of derivatives research
12
Staff reports / Federal Reserve Bank of New York
12
The journal of futures markets
12
Applied economics letters
11
Journal of economic dynamics & control
11
Journal of international financial markets, institutions & money
11
Working paper series / European Central Bank
11
Applied mathematical finance
10
Discussion papers / CEPR
10
FEDS Working Paper
10
Journal of financial markets
10
Journal of monetary economics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Journal of forecasting
9
Quantitative finance
9
Review of finance : journal of the European Finance Association
9
The European journal of finance
9
The quarterly journal of finance
9
Applied financial economics
8
Economic modelling
8
International journal of finance & economics : IJFE
8
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ECONIS (ZBW)
34
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
It's what you say and what you buy : a holistic evaluation of the corporate credit facilities
Boyarchenko, Nina
;
Kovner, Anna
;
Shachar, Or
- In:
Journal of financial economics
144
(
2022
)
3
,
pp. 695-731
Persistent link: https://www.econbiz.de/10013413170
Saved in:
3
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
4
The secured credit premium and the issuance of secured debt
Benmelech, Efraim
;
Kumar, Nitish
;
Rajan, Raghuram Govind
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 143-171
Persistent link: https://www.econbiz.de/10013482169
Saved in:
5
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
6
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
7
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
8
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
9
Policy uncertainty and corporate credit spreads
Kaviani, Mahsa S.
;
Kryzanowski, Lawrence
;
Maleki, Hosein
; …
- In:
Journal of financial economics
138
(
2020
)
3
,
pp. 838-865
Persistent link: https://www.econbiz.de/10012654671
Saved in:
10
Leveraged buyouts and bond credit spreads
Eisenthal-Berkovitz, Yael
;
Feldhütter, Peter
;
Vig, Vikrant
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 577-601
Persistent link: https://www.econbiz.de/10012543198
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