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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"LIBOR market model"
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Kapitaleinkommen
Yield curve
282
Zinsstruktur
282
Theorie
90
Theory
90
Credit risk
63
Kreditrisiko
63
Risikoprämie
59
Risk premium
59
Estimation
58
Schätzung
58
USA
47
United States
47
Public bond
45
Öffentliche Anleihe
45
Corporate bond
39
Interest rate
39
Unternehmensanleihe
39
Zins
39
Geldpolitik
38
Monetary policy
38
Capital income
27
Volatility
25
Volatilität
25
Anleihe
24
Bond
24
Option pricing theory
23
Optionspreistheorie
23
Euro area
22
Eurozone
22
EU countries
19
EU-Staaten
19
Liquidity
18
Derivat
17
Derivative
17
Liquidität
17
Bond market
15
Forecasting model
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Prognoseverfahren
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Rentenmarkt
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English
27
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Gil-Alaña, Luis A.
2
Abbritti, Mirko
1
Afonso, António
1
Berardi, Andrea
1
Byrne, Joseph P.
1
Cao, Shuo
1
Capelle-Blancard, Gunther
1
Caporale, Guglielmo Maria
1
Carcel, Hector
1
Chan, Kam C.
1
Chang, Kai
1
Choi, Ahjin
1
Chou, Ting-kai
1
Christensen, Bent Jesper
1
Crifo, Patricia
1
Diaye, Marc-Arthur
1
Evgenidis, Anastasios
1
Feng, Yan Ling
1
Fricke, Christoph
1
Gozluklu, Arie
1
Grazzini, Caterina Forti
1
Groot, Wilma de
1
Guidolin, Massimo
1
Hautsch, Nikolaus
1
Henry, Ólan Thomas John
1
Huang, Wei-Qiang
1
Indriawan, Ivan
1
Ishii, Hokuto
1
Jalles, João Tovar
1
Jiao, Feng
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Kaminska, Iryna
1
Kang, Kyu Ho
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Karstanje, Dennis
1
Kjær, Mads Markvart
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Kolokolova, Olga
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Korobilis, Dimitris
1
Li, Sheng Ze
1
Lin, Ming-Tsung
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Applied economics letters
Journal of banking & finance
NBER working paper series
33
NBER Working Paper
27
Finance and economics discussion series
23
Working paper / National Bureau of Economic Research, Inc.
22
Journal of financial economics
21
Finance research letters
14
International review of economics & finance : IREF
12
CESifo working papers
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
11
Working paper series / European Central Bank
11
Discussion papers / CEPR
10
FEDS Working Paper
10
Journal of empirical finance
10
The journal of fixed income
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
Journal of financial and quantitative analysis : JFQA
9
Journal of forecasting
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Research paper series / Swiss Finance Institute
9
Journal of economic dynamics & control
8
Journal of monetary economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly journal of finance
8
CREATES research paper
7
Discussion paper
7
International journal of finance & economics : IJFE
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
ECB Working Paper
6
Economic modelling
6
Journal of international financial markets, institutions & money
6
Review of finance : journal of the European Finance Association
6
Working paper in economics
6
Asia-Pacific journal of financial studies
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ECONIS (ZBW)
27
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21
Value of strategic alliances : evidence from the bond market
Chou, Ting-kai
;
Ou, Chin S.
;
Tsai, Shu-huan
- In:
Journal of banking & finance
42
(
2014
),
pp. 42-59
Persistent link: https://www.econbiz.de/10010408433
Saved in:
22
Exploiting commodity momentum along the futures curves
Groot, Wilma de
;
Karstanje, Dennis
;
Zhou, Weili
- In:
Journal of banking & finance
48
(
2014
),
pp. 79-93
Persistent link: https://www.econbiz.de/10010506936
Saved in:
23
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti
;
Guidolin, Massimo
- In:
Applied economics letters
20
(
2013
)
16/18
,
pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
Saved in:
24
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
25
Wealth-to-income ratio, government bond yields and financial stress in the Euro Area
Sousa, Ricardo M.
- In:
Applied economics letters
19
(
2012
)
10/12
,
pp. 1085-1088
Persistent link: https://www.econbiz.de/10009655655
Saved in:
26
Distress risk premia in expected stock and bond returns
Zhang, Andrew Jianzhong
- In:
Journal of banking & finance
36
(
2012
)
1
,
pp. 225-238
Persistent link: https://www.econbiz.de/10009411138
Saved in:
27
Regime switching in the relationship between equity returns and short-term interest rates in the UK
Henry, Ólan Thomas John
- In:
Journal of banking & finance
33
(
2009
)
2
,
pp. 405-414
Persistent link: https://www.econbiz.de/10003803123
Saved in:
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