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~isPartOf:"CAMA working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Zinsstruktur"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Zinsstruktur
Yield curve
51
Theorie
16
Theory
16
Estimation
13
Schätzung
13
Geldpolitik
12
Monetary policy
12
Stochastic process
10
Stochastischer Prozess
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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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Derivative
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Interest rate policy
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Japan
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Public bond
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Zinspolitik
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shadow short rate
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Öffentliche Anleihe
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Krippner, Leo
12
Chiarella, Carl
11
Platen, Eckhard
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Chege Maina, Samuel
2
Fanelli, Viviana
2
Fergusson, Kevin
2
Hsiao, Chih-ying
2
Musti, Silvana
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Pilz, Kay Frederik
2
Siklos, Pierre L.
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Tô, Thuy-duong
2
Alfeus, Mesias
1
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1
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1
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1
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1
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1
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1
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1
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1
Donald, Logan J.
1
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1
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1
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1
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1
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1
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Halberstadt, Arne
1
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1
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1
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1
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1
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1
Jayanthakumaran, Kankesu
1
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1
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1
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1
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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.
239
Discussion paper / Centre for Economic Policy Research
133
Working paper series / European Central Bank
109
Finance and economics discussion series
106
IMF working papers
105
Working paper
93
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68
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CFS working paper series
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Sustainability and credit spreads in Japan
Okimoto, Tatsuyoshi
;
Takaoka, Sumiko
-
2023
Persistent link: https://www.econbiz.de/10014432283
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2
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
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3
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
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4
The influence of fiscal and monetary policies on the shape of the yield curve
Chang, Yoosoon
;
Gómez-Rodríguez, Fabio
;
Matthes, Christian
-
2023
Persistent link: https://www.econbiz.de/10014517234
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5
A structural measure of the shadow federal funds rate
Jones, Callum
;
Kulish, Mariano
;
Morley, James
-
2022
Persistent link: https://www.econbiz.de/10013478697
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6
Emotion in euro area monetary policy communication and bond yields : the Draghi era
Kanelis, Dimitrios
;
Siklos, Pierre L.
-
2022
Persistent link: https://www.econbiz.de/10013479245
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7
Normalizing the central bank's balance sheet : implications for inflation and debt dynamics
Domínguez, Begoña
;
Gomis-Porqueras, Pedro
-
2022
Persistent link: https://www.econbiz.de/10013465966
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8
Investigating a measure of conventional and unconventional stimulus for the euro area
Halberstadt, Arne
;
Krippner, Leo
-
2021
Persistent link: https://www.econbiz.de/10012585980
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9
Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj
;
Nepal, Rabindra
;
Harvie, Charles
; …
-
2021
Persistent link: https://www.econbiz.de/10012586476
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10
Secular stagnation and low interest rates under the fear of a government debt crisis
Kobayashi, Keiichiro
;
Ueda, Kozo
-
2020
Persistent link: https://www.econbiz.de/10012225173
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