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~isPartOf:"Applied financial economics"
~isPartOf:"Finance and economics discussion series"
~subject:"Anleihe"
~subject:"Schätzung"
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Search: subject:"Yield curve"
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Anleihe
Schätzung
Yield curve
174
Zinsstruktur
174
USA
58
United States
58
Estimation
49
Theorie
45
Theory
45
Risikoprämie
34
Risk premium
34
Capital income
29
Kapitaleinkommen
29
Geldpolitik
28
Monetary policy
28
Interest rate
25
Zins
25
Forecasting model
23
Prognoseverfahren
23
Government securities
16
Staatspapier
16
Public bond
14
Volatility
14
Volatilität
14
Öffentliche Anleihe
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Inflationserwartung
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Credit risk
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Großbritannien
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Kreditrisiko
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Bond
9
Impact assessment
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Wirkungsanalyse
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Corporate bond
8
Japan
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English
53
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Kim, Don H.
10
Wei, Min
4
D'Amico, Stefania
3
Wright, Jonathan H.
3
Zhou, Hao
3
Bansal, Ravi
2
Downing, Chris
2
Durham, J. Benson
2
Meldrum, Andrew
2
Nowman, Kalid Ben
2
Priebsch, Marcel A.
2
Zhong, Molin
2
Alles, Lakshman
1
Andreasen, Martin Møller
1
Aronovich, Alex
1
Babbs, Simon H.
1
Beyaert, Arielle
1
Bhar, Ramaprasad
1
Boroumand, Raphaël Homayoun
1
Coulibaly, Brahima
1
Craigwell, Roland C.
1
Doyle-Lowe, Michelle
1
Felmingham, Bruce S.
1
Fisher, Chay
1
Flores de Frutos, Rafael
1
Gandar, John M.
1
Goutte, Stéphane
1
Guerrón-Quintana, Pablo A.
1
Guest, Ross
1
Guo, Chen
1
Hamori, Shigeyuki
1
Henry, Ólan Thomas John
1
Ioannides, Michalis
1
Iyer, Sridhar
1
Jackman, Mahalia
1
Jakobsen, Jan Bo
1
Johnson, Robert S.
1
Jumah, Adusei
1
Jørgensen, Kasper
1
Karbuz, Sohbet
1
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Applied financial economics
Finance and economics discussion series
Journal of banking & finance
51
NBER working paper series
48
Working paper / National Bureau of Economic Research, Inc.
45
Journal of international money and finance
40
International review of economics & finance : IREF
38
Finance research letters
37
Journal of financial economics
35
NBER Working Paper
35
The journal of fixed income
31
Applied economics
28
Discussion paper / Centre for Economic Policy Research
28
Applied economics letters
27
Working paper
27
Journal of empirical finance
26
Economic modelling
24
International journal of finance & economics : IJFE
23
Journal of money, credit and banking : JMCB
23
Discussion papers / CEPR
22
Journal of financial and quantitative analysis : JFQA
21
Discussion paper
20
International review of financial analysis
20
Working papers series / Federal Reserve Bank of San Francisco
20
Journal of economic dynamics & control
19
Research paper series / Swiss Finance Institute
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of finance : the journal of the American Finance Association
19
Journal of international financial markets, institutions & money
18
Management science : journal of the Institute for Operations Research and the Management Sciences
18
CESifo working papers
17
International journal of theoretical and applied finance
17
The review of financial studies
17
BIS working papers
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Working paper series / European Central Bank
15
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
International journal of forecasting
13
Journal of econometrics
13
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ECONIS (ZBW)
53
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1
Why does the
yield
curve
predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
2
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
3
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
4
High-frequency estimates of the natural real rate and inflation expectations
Aronovich, Alex
;
Meldrum, Andrew
-
2021
Persistent link: https://www.econbiz.de/10012609199
Saved in:
5
Are shadow rate models of the Treasury
yield
curve
structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
6
International yield spillovers
Kim, Don H.
;
Ochoa, Marcelo
-
2020
Persistent link: https://www.econbiz.de/10012437922
Saved in:
7
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
This paper documents a significantly stronger relationship between the slope of the
yield
curve
and future excess bond …
Persistent link: https://www.econbiz.de/10012181201
Saved in:
8
Nominal rigidities and the term structures of equity and bond returns
Lopez, Pier
;
López-Salido, José David
; …
-
2015
Persistent link: https://www.econbiz.de/10011409516
Saved in:
9
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10011286165
Saved in:
10
Tips from tips : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2014
Persistent link: https://www.econbiz.de/10010433466
Saved in:
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