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~isPartOf:"Journal of econometrics"
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Search: "Yield curve"
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Yield curve
101
Zinsstruktur
101
Theorie
50
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50
Option pricing theory
24
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24
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15
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15
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101
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101
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Diebold, Francis X.
4
Christensen, Jens H. E.
3
Monfort, Alain
3
Rudebusch, Glenn D.
3
Wu, Jing Cynthia
3
Andreasen, Martin Møller
2
Bikbov, Ruslan
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Carriero, Andrea
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Chen, Xinfu
2
Chernov, Mikhail
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Eberlein, Ernst
2
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2
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2
Li, Canlin
2
Li, Haitao
2
Niu, Linlin
2
Renne, Jean-Paul
2
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2
Roussellet, Guillaume
2
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1
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1
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Ang, Andrew
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1
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1
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1
Bams, Dennis
1
Barone-Adesi, Giovanni
1
Bec, Frédérique
1
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Applied mathematical finance
Journal of econometrics
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
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
International journal of finance & economics : IJFE
43
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
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ECONIS (ZBW)
101
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101
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1
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:
2
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:
3
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
4
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
5
Monetary reforms and inflation expectations in Japan : evidence from inflation-indexed bonds
Christensen, Jens H. E.
;
Spiegel, Mark
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 410-431
Persistent link: https://www.econbiz.de/10013464829
Saved in:
6
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
7
Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu
;
Niu, Linlin
;
Zhang, Chen
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
Saved in:
8
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
10
Scenario generation for long run interest rate risk assessment
Engle, Robert F.
;
Roussellet, Guillaume
;
Siriwardane, …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10011920512
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