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~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Prognoseverfahren"
~subject:"United States"
~subject:"Öffentliche Anleihe"
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Search: subject_exact:"Yield curve"
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Prognoseverfahren
United States
Öffentliche Anleihe
Yield curve
53
Zinsstruktur
53
Estimation
14
Interest rate
14
Schätzung
14
Theorie
14
Theory
14
Zins
14
Public bond
13
Risikoprämie
13
Risk premium
13
Volatility
11
Volatilität
11
Capital income
10
Credit risk
10
Kapitaleinkommen
10
Kreditrisiko
10
Geldpolitik
9
Monetary policy
9
Option pricing theory
9
Optionspreistheorie
9
Corporate bond
8
Finance
8
Forecasting model
8
Unternehmensanleihe
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Anleihe
7
Bond
7
Stochastic process
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Stochastischer Prozess
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USA
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Emerging economies
5
Interest rate derivative
5
Portfolio selection
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Portfolio-Management
5
Schwellenländer
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Welt
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World
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24
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English
24
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Gupta, Rangan
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Wohar, Mark E.
2
Aharon, David Y.
1
Argyropoulos, Efthymios
1
Auckenthaler, Julia
1
Balcilar, Mehmet
1
Caldeira, João F.
1
Champagne, Claudia
1
Chau, Po-Hon
1
Chen, Yunping
1
Christodoulakis, George A.
1
Coggins, Frank
1
Contessi, Silvio
1
De Pace, Pierangelo
1
Guidolin, Massimo
1
Huang, Xiaoyong
1
Hui, Cho H.
1
Inaba, Kei-Ichiro
1
Jia, Fei
1
Jiang, Yong
1
Kuosmanen, Petri
1
Kupfer, Alexander
1
Kučera, Adam
1
Lange, Ronald H.
1
Lange, Ronald Henry
1
Liu, Cenjie
1
Lo, Chi-Fai
1
Maia, João Pedro Neves
1
Moessner, Richhild
1
Montes, Gabriel Caldas
1
Mukhriz Izraf Azman Aziz
1
Rahko, Jaana
1
Recchioni, Maria Cristina
1
Risse, Marian
1
Sendlhofer, Rupert
1
Sodjahin, Amos
1
Stona, Filipe
1
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European journal of operational research : EJOR
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Centre for Economic Policy Research
58
Journal of international money and finance
39
Working paper / National Bureau of Economic Research, Inc.
33
Economic modelling
29
Finance research letters
25
International review of economics & finance : IREF
25
The review of financial studies
22
Discussion papers / CEPR
20
Journal of banking & finance
19
Journal of empirical finance
19
Journal of financial economics
16
Applied economics
14
International journal of forecasting
13
Journal of international financial markets, institutions & money
13
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Applied economics letters
10
Journal of economic dynamics & control
10
Journal of international economics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International review of financial analysis
9
Journal of financial and quantitative analysis : JFQA
9
Journal of forecasting
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Economics letters
7
Energy economics
7
Pacific-Basin finance journal
7
SpringerLink / Bücher
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
European economic review : EER
6
International journal of finance & economics : IJFE
6
Journal of econometrics
6
Journal of financial stability
6
Journal of macroeconomics
6
Review of finance : journal of the European Finance Association
6
The journal of futures markets
6
American economic journal
5
Emerging markets review
5
Journal of monetary economics
5
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ECONIS (ZBW)
24
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1
Who speaks louder, financial instruments or credit rating agencies? : analyzing the effects of different sovereign risk measures on interest rates in Brazil
Montes, Gabriel Caldas
;
Maia, João Pedro Neves
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484007
Saved in:
2
Rigid payment breaking, default spread and yields of Chinese treasury bonds
Huang, Xiaoyong
;
Yu, Cong
;
Chen, Yunping
;
Jia, Fei
;
Xu, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413393
Saved in:
3
COVID-19 related media sentiment and the yield curve of G-7 economies
Aharon, David Y.
;
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449300
Saved in:
4
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
5
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
Saved in:
6
Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
Saved in:
7
Estimating the term structure of commodity market preferences
Christodoulakis, George A.
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1146-1163
Persistent link: https://www.econbiz.de/10012161880
Saved in:
8
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
Tsuruta, Masaru
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012659594
Saved in:
9
Japan's impactful augmentation of quantitative easing sovereign-bond purchases
Inaba, Kei-Ichiro
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012665111
Saved in:
10
Identification of triggers of US yield curve movements
Kučera, Adam
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012665126
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