//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
~isPartOf:"CREATES research paper"
~type_genre:"Conference paper"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Interest rate spread"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
29
Zinsstruktur
29
Theorie
17
Theory
17
Estimation
8
Forecasting model
8
Prognoseverfahren
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
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
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Conference paper
Handbuch
Non-commercial literature
Arbeitspapier
5
Graue Literatur
5
Working Paper
5
Language
All
English
5
Author
All
Andersen, Torben
1
Andreasen, Martin Møller
1
Benzoni, Luca
1
Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Fournier, Mathieu
1
Jacobs, Kris
1
Kjær, Mads Markvart
1
Osterrieder, Daniela
1
Schotman, Peter C.
1
Veliyev, Bezirgen
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
13
Research paper series / Swiss Finance Institute
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Staff reports / Federal Reserve Bank of New York
6
CESifo working papers
4
Discussion paper
4
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
Finance and economics discussion series
4
Swiss Finance Institute Research Paper
4
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
4
Working papers
4
Discussion papers in economics
3
HWWA discussion paper
3
SFB 649 discussion paper
3
Staff working papers / Bank of England
3
Temi di discussione / Banca d'Italia
3
Working paper
3
Working paper series / European Central Bank
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Bank for International Settlements
3
BIS working papers
2
CFS working paper series
2
Carlo Alberto notebooks
2
Computational Management Science : CMS
2
Danmarks Nationalbank working papers
2
Discussion paper / Tinbergen Institute
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Discussion papers / Stanford Institute for Economic Policy Research
2
Documentos de trabajo / Banco de España
2
Documents de travail / Banque de France
2
Documents de travail / THEMA
2
ERID working paper
2
Economics and finance working paper series
2
Fisher College of Business working paper series
2
IWH-Diskussionspapiere
2
SBP working paper series
2
Sveriges Riksbank working paper series
2
Working paper series
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
4
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:
5
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->