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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial economics"
~subject:"EU countries"
~subject:"Interest rate derivative"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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EU countries
Interest rate derivative
Yield curve
184
Zinsstruktur
184
Theorie
64
Theory
64
Estimation
52
Schätzung
52
Risikoprämie
49
Risk premium
49
USA
35
United States
35
CAPM
28
Credit risk
28
Kreditrisiko
28
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Kapitaleinkommen
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Volatilität
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Interest rate
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Zins
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Öffentliche Anleihe
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Forecasting model
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Prognoseverfahren
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Zinsderivat
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Geldpolitik
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Monetary policy
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Term structure
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Bond
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Corporate bond
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Unternehmensanleihe
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Anleihe
12
Government securities
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Staatspapier
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Derivat
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Derivative
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Hamori, Shigeyuki
2
Novales, Alfonso
2
Abad, Pilar
1
Amin, Kaushik I.
1
Attaoui, Sami
1
Bakshi, Gurdip S.
1
Binsbergen, Jules H. van
1
Crosby, John
1
Domínguez, Emilio
1
Feldhütter, Peter
1
Filipović, Damir
1
Flavin, Thomas J.
1
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1
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1
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1
Hueskes, Wouter
1
Ito, Takayasu
1
Iyer, Sridhar
1
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1
Jotikasthira, Chotibhak
1
Karoui, Lotfi
1
Kishor, N. Kundan
1
Klingler, Sven
1
Koijen, Ralph S. J.
1
Lando, David
1
Le, Anh
1
Lee, Hei Wei
1
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1
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1
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Peña Sánchez de Rivera, Juan Ignacio
1
Strømberg, Jacob
1
Subrahmanyam, Marti G.
1
Syrstad, Olav
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Applied financial economics
Journal of financial economics
Working paper series / European Central Bank
46
Journal of international money and finance
27
ECB Working Paper
26
International journal of theoretical and applied finance
26
Journal of banking & finance
25
The journal of computational finance
16
The journal of fixed income
15
NBER Working Paper
14
NBER working paper series
14
The journal of futures markets
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Working paper
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Banque de France Working Paper
13
Discussion paper
13
Journal of international financial markets, institutions & money
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
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12
CESifo working papers
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Applied mathematical finance
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Economic modelling
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Economics letters
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IMF working papers
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International journal of financial engineering
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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International review of financial analysis
10
SFB 649 discussion paper
10
The review of financial studies
10
Working paper / National Bureau of Economic Research, Inc.
10
Working paper series / European Central Bank ; Eurosystem
10
European economic review : EER
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
8
Interest rate modelling after the financial crisis
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Bank of Italy Temi di Discussione (Working Paper)
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ECONIS (ZBW)
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Central bank communication and the yield curve
Leombroni, Matteo
;
Vedolin, Andrea
;
Venter, Gyuri
; …
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 860-880
Persistent link: https://www.econbiz.de/10012873067
Saved in:
3
Life after LIBOR
Klingler, Sven
;
Syrstad, Olav
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 783-801
Persistent link: https://www.econbiz.de/10013259828
Saved in:
4
Why do term structures in different currencies co-move?
Jotikasthira, Chotibhak
;
Le, Anh
;
Lundblad, Christian
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 58-83
Persistent link: https://www.econbiz.de/10011327261
Saved in:
5
Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei
;
Xie, Yan Alice
;
Yau, Jot
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096
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6
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:
7
New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 291-317
Persistent link: https://www.econbiz.de/10010399449
Saved in:
8
An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives
Mayordomo, Sergio
;
Peña Sánchez de Rivera, Juan Ignacio
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 605-619
Persistent link: https://www.econbiz.de/10010402682
Saved in:
9
Time-changed Lévy LIBOR market model : pricing and joint estimation of the cap surface and swaption cube
Leippold, Markus
;
Strømberg, Jacob
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 224-250
Persistent link: https://www.econbiz.de/10010255531
Saved in:
10
The term structure of interbank risk
Filipović, Damir
;
Trolle, Anders B.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 707-733
Persistent link: https://www.econbiz.de/10010205349
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