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subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial economics"
~subject:"Derivative"
~type:"article"
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Search: subject_exact:"Internationaler Zinszusammenhang"
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Kapitaleinkommen
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
Credit spreads
7
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Undetermined
16
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Article in journal
28
Aufsatz in Zeitschrift
28
Language
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English
28
Author
All
Bai, Jennie
2
Bakshi, Gurdip S.
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
Bharath, Sreedhar T.
1
Boyarchenko, Nina
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
Engstrom, Eric
1
Ermolov, Andrey
1
Fleckenstein, Matthias
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
Kimmel, Robert
1
King, Thomas B.
1
Koijen, Ralph S. J.
1
Lettau, Martin
1
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Journal of financial economics
Journal of banking & finance
32
International journal of theoretical and applied finance
30
Finance research letters
19
The journal of fixed income
18
Journal of empirical finance
15
Journal of financial and quantitative analysis : JFQA
15
International review of economics & finance : IREF
14
Journal of international money and finance
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The journal of futures markets
12
Applied economics letters
11
Applied mathematical finance
10
Economics letters
10
Review of derivatives research
10
International review of financial analysis
9
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of forecasting
9
Journal of international financial markets, institutions & money
9
Quantitative finance
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
Journal of monetary economics
8
Journal of risk and financial management : JRFM
8
Review of finance : journal of the European Finance Association
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of computational finance
8
Journal of econometrics
7
The journal of real estate finance and economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Asia-Pacific journal of financial studies
6
Energy economics
6
Financial markets and portfolio management
6
Journal of money, credit and banking : JMCB
6
Research in international business and finance
6
The review of financial studies
6
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ECONIS (ZBW)
28
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28
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
8
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper
;
Wel, Michel van der
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 165-191
Persistent link: https://www.econbiz.de/10012166772
Saved in:
9
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
10
Common risk factors in the cross-section of corporate bond returns
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 619-642
Persistent link: https://www.econbiz.de/10012133022
Saved in:
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