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type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Cho, Sungjun"
~person:"Phillips, Peter C. B."
~person:"Singleton, Kenneth J."
~subject:"1985-2007"
~subject:"Bias"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Term structure theory"
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1985-2007
Bias
Yield curve
31
Zinsstruktur
31
Theorie
18
Theory
18
Estimation
10
Schätzung
10
USA
9
Risikoprämie
8
Risk premium
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8
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6
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4
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Option pricing theory
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Maximum likelihood estimation
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Article in journal
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Bauer, Michael D.
Cho, Sungjun
Phillips, Peter C. B.
Singleton, Kenneth J.
Rudebusch, Glenn D.
2
Binsbergen, Jules H. van
1
Boyarchenko, Nina
1
Cassella, Stefano
1
Cheung, Ka Shing
1
Dhakal, Chandra K.
1
Dodson, Charles B.
1
Escalante, Cesar L.
1
Golez, Benjamin
1
Gulen, Huseyin
1
Han, Xiao
1
Joslin, Scott
1
Juneja, Januj
1
Juneja, Januj A.
1
Kelly, Peter
1
Kısacıkoğlu, Burçin
1
Levendorskij, Sergej Z.
1
Liu, Liu
1
Lopez-Lira, Alejandro
1
Peterson, Steven P.
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Priebsch, Marcel
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
5
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1
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
2
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
Saved in:
3
Risk premiums in dynamic term structure models with unspanned macro risks
Joslin, Scott
;
Priebsch, Marcel
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
3
,
pp. 1197-1233
Persistent link: https://www.econbiz.de/10010373335
Saved in:
4
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
Saved in:
5
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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