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~isPartOf:"Journal of empirical finance"
~subject:"Government securities"
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Search: subject_exact:"Yield spread"
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Government securities
Yield curve
139
Zinsstruktur
139
Estimation
45
Schätzung
45
Theorie
44
Theory
44
Risikoprämie
30
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Byrne, Joseph P.
1
Cao, Shuo
1
Chua, Choong Tze
1
Connolly, Robert A.
1
Dubofsky, David A.
1
Dungey, Mardi H.
1
Guest, Ross
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Iyer, Sridhar
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Kishor, N. Kundan
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Koh, Winston T. H.
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Korobilis, Dimitris
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MacLean, Alan
1
Marfatia, H. A.
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1
Ramaswamy, Krishna
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Applied financial economics
Journal of empirical finance
The journal of fixed income
19
Journal of banking & finance
9
The journal of finance : the journal of the American Finance Association
9
Journal of financial economics
8
Finance research letters
5
Journal of financial and quantitative analysis : JFQA
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
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Advances in quantitative analysis of finance and accounting : a research annual
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Economia internazionale
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
International journal of central banking : IJCB
2
International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international economics
2
Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Macroeconomic uncertainty and the distant forward-rate slope
Connolly, Robert A.
;
Dubofsky, David A.
;
Stivers, …
- In:
Journal of empirical finance
48
(
2018
),
pp. 140-161
Persistent link: https://www.econbiz.de/10012109285
Saved in:
2
Forecasting the term structure of government bond yields in unstable environments
Byrne, Joseph P.
;
Cao, Shuo
;
Korobilis, Dimitris
- In:
Journal of empirical finance
44
(
2017
),
pp. 209-225
Persistent link: https://www.econbiz.de/10011818024
Saved in:
3
Does federal funds futures rate contain information about the treasury bill rate?
Kishor, N. Kundan
;
Marfatia, H. A.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1311-1324
Persistent link: https://www.econbiz.de/10010259457
Saved in:
4
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Smith, L. Vanessa
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
Saved in:
5
Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
Applied financial economics
15
(
2005
)
17
,
pp. 1213-1218
Persistent link: https://www.econbiz.de/10003228793
Saved in:
6
The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
Saved in:
7
New evidence on the expectations theory of the term structure of Australian Commonwealth Government Treasury yields
Guest, Ross
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 81-87
Persistent link: https://www.econbiz.de/10001240658
Saved in:
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