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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~subject:"EU countries"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"LIBOR market model"
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EU countries
Kapitaleinkommen
Yield curve
282
Zinsstruktur
282
Theorie
90
Theory
90
Credit risk
63
Kreditrisiko
63
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59
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59
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45
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Gil-Alaña, Luis A.
2
Abbritti, Mirko
1
Afonso, António
1
Alter, Adrian
1
Avouyi-Dovi, Sanvi
1
Basse, Tobias
1
Berardi, Andrea
1
Byrne, Joseph P.
1
Cao, Shuo
1
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1
Carcel, Hector
1
Chan, Kam C.
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1
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1
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1
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1
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1
Damian, Camilla
1
De Santis, Roberto A.
1
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Diaye, Marc-Arthur
1
Eichler, Stefanie
1
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1
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Feng, Yan Ling
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Applied economics letters
Journal of banking & finance
Working paper series / European Central Bank
57
NBER working paper series
44
NBER Working Paper
38
Journal of international money and finance
35
ECB Working Paper
31
Working paper / National Bureau of Economic Research, Inc.
30
Finance research letters
26
Journal of financial economics
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International review of economics & finance : IREF
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Economics letters
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International journal of finance & economics : IJFE
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
11
Staff reports / Federal Reserve Bank of New York
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The European journal of finance
11
The journal of fixed income
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
European economic review : EER
10
FEDS Working Paper
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IMF working papers
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Journal of forecasting
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
6
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
7
Individual investment bankers' reputation concerns and bond yield spreads : evidence from China
Lyu, Huaili
;
Wang, Wenming
;
Xu, Si
;
Zhou, Jingting
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463085
Saved in:
8
Extraction of proxy relative sovereign bond yield curve factors
Ishii, Hokuto
- In:
Applied economics letters
29
(
2022
)
20
,
pp. 1927-1930
Persistent link: https://www.econbiz.de/10013412335
Saved in:
9
Dissecting the yield curve : the international evidence
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013400006
Saved in:
10
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
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