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~isPartOf:"CAMA working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Schätzung"
~type_genre:"Non-commercial literature"
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Search: subject:"Zinsstruktur"
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Schätzung
Yield curve
51
Zinsstruktur
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Theorie
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Estimation
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Geldpolitik
12
Monetary policy
12
Stochastic process
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Stochastischer Prozess
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Volatilität
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Low-interest-rate policy
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Niedrigzinspolitik
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Interest rate
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Zins
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Option pricing theory
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Optionspreistheorie
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USA
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United States
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zero lower bound
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Geldpolitische Transmission
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Interest rate derivative
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Monetary transmission
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Monte Carlo simulation
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Zinsderivat
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Anleihe
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Bond
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Derivat
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Derivative
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Interest rate policy
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Japan
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Public bond
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shadow short rate
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Öffentliche Anleihe
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Krippner, Leo
5
Chiarella, Carl
2
Fergusson, Kevin
2
Platen, Eckhard
2
Tô, Thuy-duong
2
Castelnuovo, Efrem
1
Das, Kuntal K.
1
Donald, Logan J.
1
Dungey, Mardi H.
1
Guender, Alfred V.
1
Halberstadt, Arne
1
Hambur, Jonathan
1
Haque, Qazi
1
Hung, Hing
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CAMA working paper series
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
34
Finance and economics discussion series
23
Working paper
20
Discussion paper / Centre for Economic Policy Research
19
Research paper series / Swiss Finance Institute
16
Discussion paper
15
CESifo working papers
14
Discussion papers / CEPR
14
Working paper series / European Central Bank
14
BIS working papers
9
Documents de travail / Banque de France
9
Staff working papers / Bank of England
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Working papers / Bank for International Settlements
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Working papers series / Federal Reserve Bank of San Francisco
9
CREATES research paper
8
Bank of Japan working paper series
7
CFS working paper series
7
Discussion paper / Deutsche Bundesbank
7
Discussion paper / Tinbergen Institute
7
Staff reports / Federal Reserve Bank of New York
7
Swiss Finance Institute Research Paper
6
Working papers / Federal Reserve Bank of Chicago
6
Discussion papers / Adam Smith Business School, University of Glasgow
5
Discussion papers of interdisciplinary research project 373
5
Federal Reserve Bank of Cleveland working paper series
5
IMES discussion paper series / Englische Ausgabe
5
SFB 649 discussion paper
5
Staff working paper / Bank of Canada
5
Working paper in economics
5
Working papers / Bank of England
5
Working papers / The Levy Economics Institute
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
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IES working paper
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IMF working papers
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
4
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ECONIS (ZBW)
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Debt finance and economic activity in the Euro-area : evidence on asymmetric and maturity effects
Das, Kuntal K.
;
Donald, Logan J.
;
Guender, Alfred V.
-
2023
Persistent link: https://www.econbiz.de/10014266800
Saved in:
2
Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Hambur, Jonathan
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014308971
Saved in:
3
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
Saved in:
4
Yield curve and financial uncertainty : evidence based on US data
Castelnuovo, Efrem
-
2019
Persistent link: https://www.econbiz.de/10012223881
Saved in:
5
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
6
Measuring the stance of monetary policy in conventional and unconventional environments
Krippner, Leo
-
2014
Persistent link: https://www.econbiz.de/10010244622
Saved in:
7
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
8
Measuring the stance of monetary policy in zero lower bound environments
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009575327
Saved in:
9
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2012
Persistent link: https://www.econbiz.de/10009561215
Saved in:
10
Modifying Gaussian term structure models when interest rates are near the zero lower bound
Krippner, Leo
-
2011
Persistent link: https://www.econbiz.de/10009405654
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