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Yield curve
68
Zinsstruktur
68
Estimation
22
Schätzung
22
USA
16
United States
16
Theorie
14
Theory
14
Interest rate
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Article
68
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67
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English
68
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Batten, Jonathan A.
3
Flores de Frutos, Rafael
2
Hamori, Shigeyuki
2
Hogan, Warren Pat
2
Novales, Alfonso
2
Nowman, Kalid Ben
2
Abad, Pilar
1
Akdemir, A.
1
Alles, Lakshman
1
Alper, C. Emre
1
Athanassakos, George
1
Attaoui, Sami
1
Ayling, David E.
1
Babbs, Simon H.
1
Beyaert, Arielle
1
Bhar, Ramaprasad
1
Bhaumik, Sankar Kumar
1
Boroumand, Raphaël Homayoun
1
Boulier, Bryan L.
1
Caporale, Guglielmo Maria
1
Carayannopoulos, Peter
1
Cassola, Nuno
1
Chua, Choong Tze
1
Coondoo, Dipankor
1
Craigwell, Roland C.
1
D'Amato, Marcello
1
Domínguez, Emilio
1
Doyle-Lowe, Michelle
1
Engsted, Tom
1
Felmingham, Bruce S.
1
Fisher, Chay
1
Flavin, Thomas J.
1
Folawewo, Abiodun
1
Gandar, John M.
1
Georgoutsos, Demetris A.
1
Giles, David E. A.
1
Goutte, Stéphane
1
Gravelle, Toni
1
Guender, Alfred V.
1
Guest, Ross
1
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Applied financial economics
NBER working paper series
267
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of international money and finance
120
Journal of financial economics
116
International journal of theoretical and applied finance
115
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Finance research letters
99
Working paper
98
Journal of money, credit and banking : JMCB
93
International review of economics & finance : IREF
90
Economics letters
88
Applied economics
83
The review of financial studies
83
The journal of finance : the journal of the American Finance Association
77
Economic modelling
74
Journal of monetary economics
73
Journal of empirical finance
72
International review of financial analysis
70
Journal of economic dynamics & control
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Working papers series / Federal Reserve Bank of San Francisco
68
Applied economics letters
61
Discussion paper
60
Discussion papers / CEPR
60
Journal of financial and quantitative analysis : JFQA
60
The journal of futures markets
60
CESifo working papers
58
Journal of international financial markets, institutions & money
58
ECB Working Paper
56
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
IMF working paper
52
Finance and stochastics
51
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ECONIS (ZBW)
68
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1
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:
2
Government bond yield sensitivity to economic news at the zero lower bound in Canada in comparison with the UK and US
Moessner, Richhild
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 739-751
Persistent link: https://www.econbiz.de/10010402588
Saved in:
3
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:
4
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:
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
Saved in:
6
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:
7
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:
8
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:
9
Stock market information and the relationship between real exchange rate and real interest rates
Junttila, Juha
;
Korhonen, Marko
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 901-920
Persistent link: https://www.econbiz.de/10009771062
Saved in:
10
Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia
;
Craigwell, Roland C.
;
Doyle-Lowe, Michelle
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
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