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~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Estimation
Kapitaleinkommen
Schätzung
Yield curve
50
Zinsstruktur
50
Risikoprämie
24
Risk premium
24
Theorie
20
Theory
20
Credit risk
17
Kreditrisiko
17
Capital income
15
Public bond
11
Öffentliche Anleihe
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Geldpolitik
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Zins
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Capital market returns
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Aufsatz in Zeitschrift
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23
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English
23
Author
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Bai, Jennie
2
Goldstein, Robert S.
2
Yang, Fan
2
Backus, David
1
Bakshi, Gurdip S.
1
Bansal, Ravi
1
Bekaert, Geert
1
Boyarchenko, Nina
1
Breach, Tomas
1
Chernov, Mikhail
1
Christensen, Bent Jesper
1
Chung, Kee H.
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Crosby, John
1
D'Amico, Stefania
1
Della Corte, Pasquale
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Fleckenstein, Matthias
1
Fracassi, Cesare
1
Gallmeyer, Michael F.
1
Gandhi, Priyank
1
Gao, Xiaohui
1
Goliński, Adam
1
Gonçalves, Andrei S.
1
Han, Bing
1
Hansen, Jorge W.
1
Hasler, Michael
1
Heyerdahl-Larsen, Christian
1
Illeditsch, Philipp
1
Joslin, Scott
1
Koijen, Ralph S. J.
1
Konchitchki, Yaniv
1
Kozhan, Roman
1
Liu, Yan
1
Marfè, Roberto
1
Miller, Shane
1
Moskowitz, Tobias J.
1
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Journal of financial economics
Finance research letters
29
International review of economics & finance : IREF
26
Journal of empirical finance
23
Journal of banking & finance
22
Journal of international money and finance
19
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of economic dynamics & control
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Economic modelling
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of international financial markets, institutions & money
11
Applied economics
10
Journal of forecasting
10
Applied economics letters
9
International journal of finance & economics : IJFE
9
International review of financial analysis
9
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial and quantitative analysis : JFQA
8
Research in international business and finance
8
Review of quantitative finance and accounting
8
International journal of forecasting
7
Energy economics
6
Financial markets and portfolio management
6
International journal of economics and finance
6
Journal of financial markets
6
Review of finance : journal of the European Finance Association
6
The quarterly journal of finance
6
Economics letters
5
International journal of financial engineering
5
Journal of applied econometrics
5
Journal of monetary economics
5
Pacific-Basin finance journal
5
The European journal of finance
5
The review of financial studies
5
International journal of bonds and derivatives
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
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ECONIS (ZBW)
23
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
3
The short duration premium
Gonçalves, Andrei S.
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012873075
Saved in:
4
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
5
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
6
The term structure of equity risk premia
Bansal, Ravi
;
Miller, Shane
;
Song, Dongho
;
Yaron, Amir
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1209-1228
Persistent link: https://www.econbiz.de/10012875936
Saved in:
7
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
8
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
9
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
10
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
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