//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of finance & economics : IJFE"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Yield curve"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
93
Zinsstruktur
93
Theorie
31
Theory
31
Estimation
25
Schätzung
25
Option pricing theory
22
Optionspreistheorie
22
Interest rate
15
Zins
15
Stochastic process
12
Stochastischer Prozess
12
Volatility
12
Volatilität
12
Derivat
11
Derivative
11
Risikoprämie
11
Risk premium
11
Public bond
10
Öffentliche Anleihe
10
EU countries
9
EU-Staaten
9
Interest rate derivative
9
Zinsderivat
9
CAPM
8
Credit risk
8
Kreditrisiko
8
Anleihe
7
Bond
7
Capital income
7
Kapitaleinkommen
7
USA
7
United States
7
Forecasting model
6
Geldpolitik
6
Monetary policy
6
Prognoseverfahren
6
Euro area
5
Eurozone
5
Großbritannien
4
more ...
less ...
Online availability
All
Undetermined
25
Free
4
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
93
Language
All
English
93
Author
All
Gupta, Rangan
3
Afonso, António
2
Cavallo, Eduardo A.
2
Chen, Xinfu
2
Eberlein, Ernst
2
Hagan, Patrick S.
2
Rutkowski, Marek
2
Subramaniam, Sowmya
2
Wickens, Michael R.
2
Aase Nielsen, Jørgen
1
Adler, Michael
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Arghyrou, Michael Georgiou
1
Armerin, Fredrik
1
Aǧca, Şenay
1
Bacinello, Anna Rita
1
Balcilar, Mehmet
1
Baldeaux, Jan
1
Balfoussia, Hiona
1
Barone-Adesi, Giovanni
1
Berisha, Edmond
1
Bermin, Hans-Peter
1
Bernard, Henry
1
Björk, Tomas
1
Bouchaud, Jean-Philippe
1
Bowsher, Clive G.
1
Boyle, Phelim P.
1
Börger, Reik H.
1
Chance, Don M.
1
Chen, Haiwei
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Chiu, Chun-Yuan
1
Chung, San-lin
1
Cohen, Samuel N.
1
Coppola, Andrea
1
Cortazar, Gonzalo
1
Costabile, Massimo
1
Criens, David
1
Cruz Rambaud, Salvador
1
more ...
less ...
Published in...
All
Applied mathematical finance
International journal of finance & economics : IJFE
Journal of banking & finance
221
The journal of fixed income
140
Journal of international money and finance
120
Journal of financial economics
115
International journal of theoretical and applied finance
111
Finance research letters
92
International review of economics & finance : IREF
89
Journal of money, credit and banking : JMCB
89
Economics letters
84
The review of financial studies
84
Applied economics
83
The journal of finance : the journal of the American Finance Association
75
Economic modelling
73
Journal of empirical finance
72
Journal of monetary economics
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
67
Journal of economic dynamics & control
67
Applied economics letters
61
Journal of financial and quantitative analysis : JFQA
60
Journal of international financial markets, institutions & money
58
The journal of futures markets
58
The North American journal of economics and finance : a journal of financial economics studies
56
Finance and stochastics
51
Journal of econometrics
51
The European journal of finance
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
45
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Asia-Pacific financial markets
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Review of finance : journal of the European Finance Association
36
Journal of international economics
34
Journal of macroeconomics
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Review of quantitative finance and accounting
33
Journal of forecasting
32
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The role of oil and risk shocks in the high-frequency movements of the term structure of interest rates : evidence from the U.S. Treasury market
Gupta, Rangan
;
Shahzad, Syed Jawad Hussain
;
Sheng, Xin
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1845-1857
Persistent link: https://www.econbiz.de/10014253453
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
4
On the transmission mechanism of Asia-Pacific
yield
curve
characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
5
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
6
The impact of the
yield
curve
on the equity returns of insurance companies
Killins, Robert N.
;
Chen, Haiwei
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1134-1153
Persistent link: https://www.econbiz.de/10012814994
Saved in:
7
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
8
Yield
curve
data choice and potential moral hazard : an empirical exercise on pricing callable bonds
Díaz Pérez, Antonio
;
Jareño, Francisco
;
Navarro …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2124-2145
Persistent link: https://www.econbiz.de/10013184691
Saved in:
9
Banks' holdings of and trading in government bonds
Manna, Michele
;
Nobili, Stefano
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 257-283
Persistent link: https://www.econbiz.de/10014253185
Saved in:
10
Stock returns and interest rate differential in high and low interest rate environments
Salisu, Afees A.
;
Sikiru, Abdulsalam Abidemi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1713-1728
Persistent link: https://www.econbiz.de/10014253441
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->