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~isPartOf:"Applied financial economics"
~isPartOf:"IMF working paper"
~subject:"Kleine offene Volkswirtschaft"
~subject:"Yield curve"
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Kleine offene Volkswirtschaft
Yield curve
Theorie
333
Theory
333
Estimation
169
Schätzung
169
Forecasting model
162
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162
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141
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141
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Catão, Luis
5
Kumhof, Michael
4
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3
Batten, Jonathan A.
3
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3
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2
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2
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2
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2
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2
Dabla-Norris, Era
2
Elekdaǧ, Selim Ali
2
Flores de Frutos, Rafael
2
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2
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2
George, Susan Mary
2
Hamori, Shigeyuki
2
Hartelius, Kristian
2
Hoffmaister, Alexander W.
2
Hogan, Warren Pat
2
Jeanne, Olivier
2
Karam, Philippe
2
Kashiwase, Kenichiro
2
Kodres, Laura E.
2
Lama C., Ruy
2
Laxton, Douglas
2
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2
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2
Medina, Juan Pablo
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Nadal-De Simone, Francisco
2
Nagayasu, Jun
2
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2
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2
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2
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2
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2
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2
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2
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Internationaler Währungsfonds / European Department <1>
6
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5
Internationaler Währungsfonds / Western Hemisphere Department
3
IMF Institute
2
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1
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Applied financial economics
IMF working paper
NBER working paper series
355
Working paper / National Bureau of Economic Research, Inc.
325
NBER Working Paper
289
Journal of banking & finance
225
Discussion paper / Centre for Economic Policy Research
213
IMF working papers
209
Journal of international money and finance
184
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149
The journal of fixed income
140
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138
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128
International review of economics & finance : IREF
116
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116
Economics letters
114
Finance and economics discussion series
114
International journal of theoretical and applied finance
111
Journal of economic dynamics & control
110
Journal of money, credit and banking : JMCB
110
Applied economics
108
Journal of international economics
102
CESifo working papers
101
Finance research letters
98
Journal of monetary economics
95
The review of financial studies
85
Journal of macroeconomics
84
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80
Working papers series / Federal Reserve Bank of San Francisco
79
The journal of finance : the journal of the American Finance Association
78
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74
Journal of empirical finance
72
Applied economics letters
71
International review of financial analysis
71
ECB Working Paper
70
The North American journal of economics and finance : a journal of financial economics studies
70
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
IMF Working Paper
64
Journal of international financial markets, institutions & money
63
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ECONIS (ZBW)
189
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1
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189
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1
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
2
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
3
A regime-switching
model
to evaluate bonds in a quadratic term structure of interest rates
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1361-1366
Persistent link: https://www.econbiz.de/10010460151
Saved in:
4
Non-linear adjustment in the term structure of interest rates : a cointegration analysis in the non-linear STAR framework
Maki, Daiki
- In:
Applied financial economics
16
(
2006
)
17
,
pp. 1301-1307
Persistent link: https://www.econbiz.de/10003387426
Saved in:
5
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS)
model
of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
6
New evidence of the expectation hypothesis of interest rates : a flexible nonlinear approach
Mili, Medhi
;
Sahut, Jean-Michel
;
Teulon, Fredéric
- In:
Applied financial economics
22
(
2012
)
1/3
,
pp. 165-176
Persistent link: https://www.econbiz.de/10009419561
Saved in:
7
External finance, sudden stops, and financial crisis : what is different this time?
Ozkan, F. Gulcin
;
Unsal, D. Filiz
-
2010
Persistent link: https://www.econbiz.de/10008666069
Saved in:
8
Sovereign spreads : global risk aversion, contagion or fundamentals?
Caceres, Carlos
;
Guzzo, Vincenzo
;
Segoviano, Miguel
-
2010
Persistent link: https://www.econbiz.de/10003989376
Saved in:
9
Yield curve dynamics and spillovers in Central and Eastern European countries
Hoffmaister, Alexander W.
;
Roldós, Jorge E.
;
Tuladhar, …
-
2010
Persistent link: https://www.econbiz.de/10003963460
Saved in:
10
On the estimation of term structure models and an application to the United States
Gasha, Giancarlo
;
He, Ying
;
Medeiros, Carlos
; …
-
2010
Persistent link: https://www.econbiz.de/10009406531
Saved in:
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