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subject:"Prognoseverfahren"
~isPartOf:"CREATES research paper"
~subject:"Corporate bond"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Term structure of interest rates"
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Prognoseverfahren
Corporate bond
Stochastischer Prozess
Yield curve
29
Zinsstruktur
29
Theorie
17
Theory
17
Estimation
8
Forecasting model
8
Schätzung
8
Capital income
7
Kapitaleinkommen
7
Risikoprämie
7
Risk premium
7
Anleihe
6
Bond
6
Time series analysis
6
Zeitreihenanalyse
6
CAPM
5
State space model
5
Stochastic process
5
Volatility
5
Volatilität
5
Zustandsraummodell
5
Erwartungsbildung
3
Expectation formation
3
Forecast
3
Prognose
3
USA
3
United States
3
ARCH model
2
ARCH-Modell
2
Business cycle
2
Economic forecast
2
Factor analysis
2
Faktorenanalyse
2
Frühindikator
2
Inflation
2
Konjunktur
2
Leading indicator
2
Low-interest-rate policy
2
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Free
12
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Book / Working Paper
12
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Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
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English
12
Author
All
Andreasen, Martin Møller
2
Andersen, Torben
1
Benzoni, Luca
1
Boldrini, Lorenzo
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Eriksen, Jonas Nygaard
1
Frömmel, Michael
1
Hansen, Niels S.
1
Hillebrand, Eric
1
Hillebrand, Eric T.
1
Huiyu Hang
1
Jørgensen, Kasper
1
Kjær, Mads Markvart
1
Kristensen, Dennis
1
Kruse, Robinson
1
Lee, Tae-hwy
1
Li, Canlin
1
Lunde, Asger
1
Meldrum, Andrew
1
Mele, Antonio
1
Papapantoleon, Antonis
1
Schoenmakers, John
1
Skovmand, David
1
Veliyev, Bezirgen
1
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CREATES research paper
Journal of banking & finance
44
Finance research letters
36
International journal of theoretical and applied finance
32
NBER working paper series
31
International review of economics & finance : IREF
30
The review of financial studies
27
NBER Working Paper
26
Finance and economics discussion series
24
Journal of forecasting
24
The journal of fixed income
24
Journal of empirical finance
23
Journal of financial economics
23
International journal of forecasting
21
Journal of economic dynamics & control
20
Economic modelling
19
Finance and stochastics
19
Applied economics letters
18
Journal of international money and finance
18
The journal of futures markets
18
Discussion paper / Centre for Economic Policy Research
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
17
Economics letters
16
International review of financial analysis
16
Working paper / National Bureau of Economic Research, Inc.
16
Journal of econometrics
15
Journal of money, credit and banking : JMCB
15
Working paper series / European Central Bank
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Insurance / Mathematics & economics
13
Journal of international financial markets, institutions & money
13
Staff reports / Federal Reserve Bank of New York
13
The European journal of finance
13
Applied economics
12
Applied mathematical finance
12
Risks : open access journal
12
The journal of finance : the journal of the American Finance Association
12
Working paper
12
Discussion paper / Tinbergen Institute
11
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ECONIS (ZBW)
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
2
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
3
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
4
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
Saved in:
5
The forecasting power of the yield curve, a supervised factor model approach
Boldrini, Lorenzo
;
Hillebrand, Eric T.
-
2015
Persistent link: https://www.econbiz.de/10011327706
Saved in:
6
Analyzing oil futures with a dynamic Nelson-Siegel Model
Hansen, Niels S.
;
Lunde, Asger
-
2013
Persistent link: https://www.econbiz.de/10010195637
Saved in:
7
Using the Yield Curve in forecasting output growth and inflation
Hillebrand, Eric
;
Huiyu Hang
;
Lee, Tae-hwy
;
Li, Canlin
-
2012
Persistent link: https://www.econbiz.de/10009531583
Saved in:
8
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
Saved in:
9
Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte
-
2011
Persistent link: https://www.econbiz.de/10009127828
Saved in:
10
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
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