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subject:"Prognoseverfahren"
~isPartOf:"CREATES research paper"
~subject:"Corporate bond"
~subject:"Volatilität"
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Search: subject_exact:"Term structure of interest rates"
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Prognoseverfahren
Corporate bond
Volatilität
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
Stochastischer Prozess
5
Volatility
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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11
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11
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
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English
11
Author
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Andreasen, Martin Møller
2
Andersen, Torben
1
Benzoni, Luca
1
Boldrini, Lorenzo
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Christoffersen, Peter F.
1
Eriksen, Jonas Nygaard
1
Fournier, Mathieu
1
Hansen, Niels S.
1
Hillebrand, Eric
1
Hillebrand, Eric T.
1
Huiyu Hang
1
Jacobs, Kris
1
Jørgensen, Kasper
1
Kjær, Mads Markvart
1
Lee, Tae-hwy
1
Li, Canlin
1
Lunde, Asger
1
Meldrum, Andrew
1
Osterrieder, Daniela
1
Schotman, Peter C.
1
Veliyev, Bezirgen
1
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CREATES research paper
Journal of banking & finance
55
NBER working paper series
40
Finance research letters
39
NBER Working Paper
33
International review of economics & finance : IREF
31
The journal of fixed income
30
The journal of futures markets
30
Journal of empirical finance
29
Journal of financial economics
29
Working paper / National Bureau of Economic Research, Inc.
29
The review of financial studies
28
Journal of international money and finance
27
Journal of forecasting
25
Finance and economics discussion series
24
Economics letters
23
International journal of forecasting
23
International journal of theoretical and applied finance
23
International review of financial analysis
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
The North American journal of economics and finance : a journal of financial economics studies
20
Discussion paper / Centre for Economic Policy Research
19
Economic modelling
19
Applied economics letters
18
Journal of econometrics
18
Journal of international financial markets, institutions & money
17
Journal of money, credit and banking : JMCB
17
Applied financial economics
16
Journal of financial and quantitative analysis : JFQA
16
Staff reports / Federal Reserve Bank of New York
16
The journal of finance : the journal of the American Finance Association
16
Working paper series / European Central Bank
16
Journal of economic dynamics & control
14
Applied economics
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
Research in international business and finance
13
Research paper series / Swiss Finance Institute
13
Working paper
13
Discussion paper
12
Discussion papers / CEPR
12
Energy economics
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ECONIS (ZBW)
11
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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
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:
5
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
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
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
8
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
9
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:
10
Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte
-
2011
Persistent link: https://www.econbiz.de/10009127828
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